covariance matrix and interpretation

matrix multiplication different view

matrix calculus:

scalar value function of scalar

vector, scalar value function of vector

matrix, vector, scalar value function of matrix

http://mplab.ucsd.edu/tutorials/MatrixRecipes.pdf

derivative, gradient, hessian, as related to calculus 1

evolution of projection onto a vector, onto a subspace, onto an affine space, onto hyperplane -> least square -> variants of least square

alternately -> minimum norm problem (how it is projecting 0 onto the subspace)