Status: Accepted
Owner: [email protected]
Labels: Type-Defect Priority-Medium WrongResult Matrices

New issue 2759 by [email protected]: Implement the forumlas from the matrix cookbook
http://code.google.com/p/sympy/issues/detail?id=2759

See http://orion.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf. These should all be implemented, e.g., with MatrixExpr. In particular, currently differentiation with respect to matrices is wrong because it doesn't handle transposes correctly. For example, compare the output of this to that in the cookbook:

In [88]: A = MatrixSymbol("A", n, n)

In [89]: x = MatrixSymbol("x", n, 1)

In [90]: diff(A.T*x, x)
Out[90]: A'

According to equation 61 in the cookbook, this should just be A.

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