Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.

Fundamental Theorems for Matrices

The following collection of formulas contains the most important rules of matrix algebra:

A + B = B + A

(A + B) + C = A + (B + C)

(AB)C = A(BC)

C(A + B) = CA + CB

λ(A + B) = λA + λB

Transposed matrices:

(AT)T = A

(A + B)T = AT + BT

(AB)T = BTAT

  (ABC)T = CTBTAT

Inversion of matrices:

 (AB)-1 = B-1A-1

   (ABC)-1 = C-1B-1A-1

(A-1)-1 = A

(AT)-1 = (A-1)T

Last Update: 2012-10-08