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How do i expand and simplify the vector expression
$(\vec{a}-\vec{b})^T.(\vec{a}-\vec{b})$ = ?
And if there are matrices A and B instead of vectors a and b, how do i multiply and simplify this expression? $(A-B)^T.(A-B)$ = ?
Also in the normal equations for solving least squares problems, we have expressions of the type
$(Ax-b)^T.(Ax-b)$ = ?

I know that is really basic. Sorry but my basics are rusty. In fact, I need to so some matrix calculus next. Please do point me to some relevant links.

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$(A+B)^T = A^T + B^T$. Then just expand and distribute the normal way... –  Rahul Jan 24 '11 at 14:22
    
@Rahul.Thanks. can you give me some links having all these basic identities involving vectors and matrices? Like a'b+ba'=? and so on. –  hAcKnRoCk Jan 24 '11 at 14:34
    
Try this: en.wikipedia.org/wiki/Transpose#Properties –  Rahul Jan 24 '11 at 14:46
    
@Rahul.Thanks again. I should have googled for "matrix transpose properties". –  hAcKnRoCk Jan 24 '11 at 15:28
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2 Answers 2

up vote 0 down vote accepted

A useful source of useful identities (most of which aren't proved though) is the matrix cookbook.

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Just think of a vector as a matrix of one column, and all the matrix rules apply.

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