@inproceedings{minka1997old, author = {Minka, Tom}, title = {Old and New Matrix Algebra Useful for Statistics}, year = {1997}, month = {September}, abstract = {A concise reference on advanced matrix theory, including: • an easy way to compute matrix derivatives and second derivatives • a general framework for inverting partitioned matrices • useful properties of Kronecker product, Hadamard product, and diag • the column-stacking operator "vec" and its generalization to "vec-transpose" with applications to multilinear models, principal component analysis, blind source separation, Lyapunov equations, model alignment, and more.}, url = {http://approjects.co.za/?big=en-us/research/publication/old-new-matrix-algebra-useful-statistics/}, }