**(C) 2018 by Damir Cavar**

**Version:** 1.0, January 2018

*Linear Algebra Review and Reference* by Zico Kolter (updated by Chuong Do) from September 30, 2015. This means, many passages are literally copied, many are rewritten. I do not mark sections that are added or different. Consider this notebook a extended annotation of Kolter's (and Do's) notes. See also James E. Gentle (2017) Matrix Algebra: Theory, Computations and Applications in Statistics. Second edition. Springer. Another good resource is Philip N. Klein (2013) Coding the Matrix: Linear Algebra through Applications to Computer Science, Newtonian Press.

See for the introduction the Notebook "Linear Algebra".

In this section we present some basic definitions of matrix calculus and provide a few examples.

**gradient** of $f$ (with respect to $A \in \mathbb{R}^{m\times n}$) is the matrix of partial derivatives, defined as:

...

See page 20.

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