Jacobian Matrix

 
  • Given a function of mapping a n-dim input vector x to a m-dim output vector , the matrix of all first order partial derivates of this function is the Jacobian matrix J
  • jacobian matrix

Determinant

  • The absolute value of the determinant can be thought of as a measure of “how much multiplication by the matrix expands or contracts space”.
  • Only exists for square matrices
  • if det(M) = 0, then M is not invertible
  • The determinant of a 2 × 2 matrix is
  • determinant of a 3 × 3 matrix is
  • nxn matrix M is
  • where the subscript under the summation j1⁢j2…jn are all permutations of the set {1, 2, …, n}, so there are n! items in total; τ⁡(.) indicates the signature of a permutation.