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


See also: matrix algebra 

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
l(A + B) = lA + lB

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: 2005-Jan-25