The Matrix Cookbook (2012) [pdf]

http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3274/pdf/imm3274.pdf

by nabla9 • 9 years ago

103 9 9 years ago

www2.imm.dtu.dk

ivan_ah2• 9 years ago

This is an awesome resource that I keep coming back to again and again. Save this somewhere on your computer so you'll have it handy whenever you see some weird matrix derivative...

highd• 9 years ago

I used to use this a bunch when calculating gradient descent algorithms, but I've since moved to using libraries with auto-differentiation (numpy with autodiff or theano) and it's a huge force multiplier for my work (not to mention GPU implementations basically for free).

Of course there's always some derivation that's easiest done by hand.

netheril96• 9 years ago

Isn't tensorflow the most popular auto differential library these days?

ivan_ah2• 9 years ago

Since we're on the topic of matrices and linear algebra, here is a tutorial on the basics: https://minireference.com/static/tutorials/linear_algebra_in...

imfletcher• 9 years ago

I clicked wondering what kind of food they were making from the movies.

fiatpandas• 9 years ago

Must confess, before clicking my mind immediately went to "wonder if it contains a recipe for the mush they ate on the nebuchadnezzar?"

refrigerator• 9 years ago

Similar, but more "cheat-sheet" style: http://www.cs.nyu.edu/~roweis/notes/matrixid.pdf

kcanini• 9 years ago

This PDF literally got me through grad school. It's an amazing reference.

The Matrix Cookbook (2012) [pdf]

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