The Matrix Cookbook

Kaare Brandt Petersen and Michael Syskind Pedersen

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