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matrix identities (revised June 1999)
 

Summary: matrix identities
sam roweis
(revised June 1999)
note that a,b,c and A,B,C do not depend on X,Y,x,y or z
0.1 basic formulae
A(B + C) = AB + AC (1a)
(A + B)T
= AT
+ BT
(1b)
(AB)T
= BT
AT
(1c)
if individual inverses exist (AB)-1
= B-1
A-1
(1d)
(A-1
)T

  

Source: Adams, Ryan Prescott - Department of Electrical and Computer Engineering, University of Toronto
Frey, Brendan J. - Department of Electrical and Computer Engineering, University of Toronto

 

Collections: Computer Technologies and Information Sciences