4 replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/ edited Apr 13 '17 at 12:44 Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this questionthis question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? 3 replaced http://math.stackexchange.com/ with https://math.stackexchange.com/ edited Apr 13 '17 at 12:19 Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = \left(\mathbf{y}-\mathbf{X}\beta\right)^{T}\left(\mathbf{y}-\mathbf{X}\beta\right)\text{,}$$ then \begin{align}&\dfrac{\partial\text{RSS}}{\partial \beta} = -2\mathbf{X}^{T}\left(\mathbf{y}-\mathbf{X}\beta\right) \\ &\dfrac{\partial^2\text{RSS}}{\partial \beta\text{ }\partial \beta^{T}} = 2\mathbf{X}^{T}\mathbf{X}\text{.} \end{align} I am looking for a matrix calculus book which is written like your traditional calculus book (i.e., proofs of theorems, examples, exercises on computation, etc.). I have already seen this question and feel that the text by Magnus and Neudecker focuses too much on the theory, and the text I have by Gentle focuses too little on the theory and too much on the computation side. Is there a happy medium out there which is accessible to someone with a background in undergraduate analysis? Post Made Community Wiki by whuber♦ occurred Apr 22 '15 at 3:33 2 edited tags | link edited Apr 22 '15 at 3:32 StasK 26.3k6565 silver badges148148 bronze badges Tweeted twitter.com/#!/StackStats/status/589851299811852288 occurred Apr 19 '15 at 18:01 1 asked Apr 19 '15 at 16:25 Clarinetist 1,28411 gold badge1515 silver badges4545 bronze badges