The Matrix Cookbook

The Matrix Cookbook has come to the iPhone; it has been slimmed down and formatted for the iPhone.

What is this?
These pages are a collection of facts (identities, approximations, inequalities, relations, ...) about matrices and matters relating to them. It is collected in this form for the convenience of anyone who wants a quick reference.

Disclaimer:
The identities, approximations and relations presented here were obviously not invented but collected, borrowed and copied from a large amount of sources. These sources include similar but shorter notes found on the internet and appendices in books - see the references for a full list.

Errors:
Very likely there are errors, typos, and mistakes for which we apologize and would be grateful to receive corrections at cookbook@2302.dk.

Its ongoing:
The project of keeping a large repository of relations involving matrices is naturally ongoing and the version will be apparent from the date in the header.

Suggestions:
Your suggestion for additional content or elaboration of some topics is most welcome at cookbook@2302.dk.

Acknowledgements:
We would like to thank the following for contributions and suggestions: Bill Baxter, Brian Templeton, Christian Rishøj, Christian Schröppel Douglas L. Theobald, Esben Hoegh-Rasmussen, Glynne Casteel, Jan Larsen, Jun Bin Gao, Jürgen Struckmeier, Kamil Dedecius, Korbinian Strimmer, Lars Christiansen, Lars Kai Hansen, Leland Wilkinson, Liguo He, Loic Thibaut, Miguel Barão, Ole Winther, Pavel Sakov, Stephan Hattinger, Vasile Sima, Vincent Rabaud, Zhaoshui He. We would also like thank The Oticon Foundation for funding our PhD studies.