Reference for matrix calculus Could someone provide a good reference for learning matrix calculus? I've recently moved to a more engineering-oriented field where it's commonly used and don't have much experience with it.

Actually the books cited above by Sivaram are excellent for numerical stuff. If you want "matrix calculus" then the following books might be helpful:


*

*Matrix Differential Calculus with Applications in Statistics and Econometrics by Magnus and Neudecker

*Functions of Matrices by N. Higham

*Calculus on Manifolds by Spivak
Some classic, but very useful material can also be found in


*

*Introduction to Matrix Analysis by Bellman.


As a simple example, the books will teach (unless you already know it) how to compute, say, the derivative of $f(X) = \log\det(X)$ for an invertible matrix $X$.
