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Old and New Matrix Algebra Useful for Statistics

著者: Thomas P. Minka - http://people.csail.mit.edu/~jrennie/papers/other/minka-matrix-00.ps.gz 1997 被引用: 100

This paper contains a large number of matrix identities which cannot be absorbed by mere reading. The reader is encouraged to take time and check each equation by hand and work out the examples. This is advanced material; see Searle (1982) for basic results. 1 Derivatives

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