A gentle introduction to matrix calculus
这篇教程面向研究生和青年研究者，用大量例题和练习讲解矩阵微积分理论，帮助优化涉及矩阵的函数或进行敏感性分析。
Matrix calculus is an important tool when we wish to optimize functions involving matrices or perform sensitivity analyses. This tutorial is designed to make matrix calculus more accessible to graduate students and young researchers. It contains the theory that would suffice in most applications, many fully worked-out exercises and examples, and presents some of the ‘tacit knowledge’ that is prevalent in this field.