Matrix Reference Manual

Introduction

This manual contains reference information about linear algebra and the properties of matrices. The manual is divided into the following sections:


The Matrix Reference Manual is written by Mike Brookes, Imperial College, London, UK. Please send any comments or suggestions to mike.brookes@ic.ac.uk


Format of Manual Entries

The general format of each entry is as follows:

  1. Definition of the term
  2. Outline of why it is important
  3. Geometric Interpretation
    The geometric interpretation of a matrix property or theorem is generally described for 2 or 3 dimensions. Words prefixed by + should be altered appropriately for other dimensions. Thus the word +area should be replaced by volume for 3-D spaces and by hyper-volume for larger spaces.
  4. List of properties and theorems:
  5. Links to related topics

Notation

The notation is based on the MATLAB software package; differences are notes below. All vectors are column vectors unless explicitly written as transposed.

Subscripts

Several of the functions listed below have different meanings according to whether their argument is a scalar, vector or matrix. The form of the result is indicated by the function's typeface.

Acknowledgements

No originality is claimed for any of the material in this reference manual. The following books have in particular been very helpful: