The Matrix Cookbook

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B - Proofs and Details

Advanced formula selection, assumption checking, and exact application for Proofs and Details, book pages 66-72.

Learning path

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0 of 2 sections marked complete · about 25 minutes

Learning objectives

What you will be able to explain

  • Proof method for inverse differentials
  • Trace proof tactics
  • Derive the vec identity
  • Woodbury verification
  • Positive-definite equivalences
  • Cookbook proof hygiene

Section 01

Proof method for inverse differentials to Derive the vec identity

01

Proof method for inverse differentials

dXX1+XdX1=0dX X^{-1}+X dX^{-1}=0; left multiplication by X1X^{-1} gives dX1=X1(dX)X1dX^{-1}=-X^{-1}(dX)X^{-1}.

Guided checkpoint

Starting from XX1=IXX^{-1}=I, which step yields the inverse differential?

Source: Appendix B.1, pp. 66-72

02

Trace proof tactics

Trace cyclicity, not commutativity, drives many matrix-derivative proofs.

Guided checkpoint

Which manipulations are legitimate?

Source: Appendix B.1, pp. 66-72

03

Derive the vec identity

Writing component indices under column stacking exposes BjkB_{jk} as the transposed Kronecker factor.

Guided checkpoint

Why does vec(AXB)=(BTA)vec(X)vec(AXB)=(B^T\otimes A)vec(X) contain BTB^T?

Source: Appendix B.1 and Sec. 10.2, pp. 59-61,66-72

Section 02

Woodbury verification to Cookbook proof hygiene

01

Woodbury verification

Direct multiplication plus the smaller inverse identity cancels update terms.

Guided checkpoint

A robust verification can proceed by which checks?

Source: Appendix B.1, pp. 66-72

02

Positive-definite equivalences

Symmetry is central to the standard equivalence among quadratic forms, spectra, and factorizations.

Guided checkpoint

For real symmetric AA.

Source: Appendix B.1 and Sec. 9.6, pp. 50-52,66-72

03

Cookbook proof hygiene

The reference explicitly collects conditional identities; expert use means checking their hypotheses.

Guided checkpoint

Before applying any collected identity, verify:

Source: Introduction and Appendix B, pp. 2,66-72

Knowledge check

Turn understanding into recall.

The quiz now follows the same concepts in scored form. You can return to this lesson from the quiz whenever a gap appears.