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  2. Matrix calculus - Wikipedia

    en.wikipedia.org/wiki/Matrix_calculus

    The chain rule applies in some of the cases, but unfortunately does not apply in matrix-by-scalar derivatives or scalar-by-matrix derivatives (in the latter case, mostly involving the trace operator applied to matrices). In the latter case, the product rule can't quite be applied directly, either, but the equivalent can be done with a bit more ...

  3. Chain rule - Wikipedia

    en.wikipedia.org/wiki/Chain_rule

    The relationship between this example and the chain rule is as follows. Let z , y and x be the (variable) positions of the car, the bicycle, and the walking man, respectively. The rate of change of relative positions of the car and the bicycle is d z d y = 2. {\textstyle {\frac {dz}{dy}}=2.}

  4. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event.

  5. Examples of Markov chains - Wikipedia

    en.wikipedia.org/wiki/Examples_of_Markov_chains

    According to the figure, a bull week is followed by another bull week 90% of the time, a bear week 7.5% of the time, and a stagnant week the other 2.5% of the time. Labeling the state space {1 = bull, 2 = bear, 3 = stagnant} the transition matrix for this example is

  6. Pauli matrices - Wikipedia

    en.wikipedia.org/wiki/Pauli_matrices

    The group SU(2) is the Lie group of unitary 2 × 2 matrices with unit determinant; its Lie algebra is the set of all 2 × 2 anti-Hermitian matrices with trace 0. Direct calculation, as above, shows that the Lie algebra s u 2 {\displaystyle {\mathfrak {su}}_{2}} is the three-dimensional real algebra spanned by the set { iσ k } .

  7. Total derivative - Wikipedia

    en.wikipedia.org/wiki/Total_derivative

    The chain rule has a particularly elegant statement in terms of total derivatives. It says that, for two functions f {\displaystyle f} and g {\displaystyle g} , the total derivative of the composite function f ∘ g {\displaystyle f\circ g} at a {\displaystyle a} satisfies

  8. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/wiki/Jacobian_matrix_and...

    When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. [4]

  9. Gradient - Wikipedia

    en.wikipedia.org/wiki/Gradient

    Chain rule Suppose that f : A → R is a real-valued function defined on a subset A of R n, and that f is differentiable at a point a. There are two forms of the chain rule applying to the gradient. First, suppose that the function g is a parametric curve; that is, a function g : I → R n maps a subset I ⊂ R into R n.