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A matrix (plural matrices) is a rectangular array of numbers, symbols, or expressions arranged in rows and columns. The individual items in a matrix are called its elements or entries.

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Resources for matrix calculus for optimization

However, I found that I really need a good grasp of matrix calculus before I can deduct the formulas myself (since I think in this way learning could be more effective). … For example, when deducting Gaussian Mixture Model using EM algorithm, I can't really do the M-step on my own since I don't know how to do calculus on vectors/matrix. …
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