Connectionists: The Matrix Cookbook - Updated Version

[Kaare Brandt Petersen]

Dear Colleagues

(Apologies for multiple postings)

A new and updated version of The Matrix Cookbok is now available at

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

The Matrix Cookbook is a desktop reference on identities, relations and
approximations regarding matrices. For instance differentiation of
determinants, results for multivariate gaussians, expectations of
general multivariate distributions, etc. In the new version new material
include differentiation of Toeplitz matrices, solution to encapsulating
linear systems, and co-skewness/co-kurtosis matrices.

Best regards, Kaare
--
Kaare Brandt Petersen
Intelligent Signal Processing Group
Technical University of Denmark
Building 321, lok 120
DK-2800 Kgs. Lyngby, Europe
Tel. +45 45253896
Fax. +45 45872599
http://www.imm.dtu.dk/~kbp