Preface

About the author

Hello! My name is Korbinian Strimmer and I am a Professor in Statistics. I am a member of the Statistics group at the Department of Mathematics of the University of Manchester. You can find more information about me on my home page.

About the notes

In statistics and machine learning we make frequent use of matrix notation, matrix algebra, matrix decompositions and also of vector and matrix calculus. The aim of these supplementary notes is to provide a refresher for students to quickly gain a working knowledge about matrices and the calculus of functions with several variables.

The notes are supporting information for a number of lecture notes of statistical courses I am or have been teaching at the Department of Mathematics of the University of Manchester.

This includes the currently offered modules:

as well as the retired module (not offered any more):