Fuzhen Zhang,--Matrix Theory Basic Results and Techniques-- Springer, 2011，好不容易才找到的

Matrix-geometric solutions in stochastic models an algorithmic approach

采用C++开发的复矩阵数学库，含复数类CMyComplex、矩阵类CMatrix、修正贝塞尔函数类等，可进行各种复数和复矩阵运算，具体包括：实矩阵求逆的全选主元高斯－约当法、复矩阵求逆的全选主元高斯－约当法、对称正定矩阵的求逆、托伯利兹矩阵求逆的埃兰特方法、求行列式值的全选主元高斯消去法 求矩阵秩的全选主元高斯消去法、对称正定矩阵的乔里斯基分解与行列式的求值、矩阵的三角分解 、一般实矩阵的QR分解、一般实矩阵的奇异值分解 、求广义逆的奇异值分解法、约化对称矩阵为对称三对角阵的豪斯荷尔德变换法、实对称三对角阵的全部特征值与特征向量的计算、约化一般实矩阵为赫申伯格矩阵的初等相似变换法、求赫申伯格矩阵全部特征值的QR方法、求实对称矩阵特征值与特征向量的雅可比法、求实对称矩阵特征值与特征向量的雅可比过关法等，内容十分丰富完善。

Horn R A, Johnson C R, Matrix Analysis

Preface page xi Acknowledgments xiii Abbreviations xv Nomenclature xvii 1 Introduction 1 1.1 Introduction to the Book 1 1.2 Motivation for the Book 2 1.3 Brief Literature Summary 3 1.4 Brief Outline 5 2 Background Material 6 2.1 Introduction 6 2.2 Notation and Classification of Complex Variables and Functions 6 2.2.1 Complex-Valued Variables 7 2.2.2 Complex-Valued Functions 7 2.3 Analytic versus Non-Analytic Functions 8 2.4 Matrix-Related Definitions 12 2.5 Useful Manipulation Formulas 20 2.5.1 Moore-Penrose Inverse 23 2.5.2 Trace Operator 24 2.5.3 Kronecker and Hadamard Products 25 2.5.4 Complex Quadratic Forms 29 2.5.5 Results for Finding Generalized Matrix Derivatives 31 2.6 Exercises 38 3 Theory of Complex-Valued Matrix Derivatives 43 3.1 Introduction 43 3.2 Complex Differentials 44 3.2.1 Procedure for Finding Complex Differentials 46 3.2.2 Basic Complex Differential Properties 46 3.2.3 Results Used to Identify First- and Second-Order Derivatives 53 viii Contents 3.3 Derivative with Respect to Complex Matrices 55 3.3.1 Procedure for Finding Complex-Valued Matrix Derivatives 59 3.4 Fundamental Results on Complex-Valued Matrix Derivatives 60 3.4.1 Chain Rule 60 3.4.2 Scalar Real-Valued Functions 61 3.4.3 One Independent Input Matrix Variable 64 3.5 Exercises 65 4 Development of Complex-Valued Derivative Formulas 70 4.1 Introduction 70 4.2 Complex-Valued Derivatives of Scalar Functions 70 4.2.1 Complex-Valued Derivatives of f (z, z∗) 70 4.2.2 Complex-Valued Derivatives of f (z, z∗) 74 4.2.3 Complex-Valued Derivatives of f (Z, Z∗) 76 4.3 Complex-Valued Derivatives of Vector Functions 82 4.3.1 Complex-Valued Derivatives of f (z, z∗) 82 4.3.2 Complex-Valued Derivatives of f (z, z∗) 82 4.3.3 Complex-Valued Derivatives of f (Z, Z∗) 82 4.4 Complex-Valued Derivatives of Matrix Functions 84 4.4.1 Complex-Valued Derivatives of F(z, z∗) 84 4.4.2 Complex-Valued Derivatives of F(z, z∗) 85 4.4.3 Complex-Valued Derivatives of F(Z, Z∗) 86 4.5 Exercises 91 5 Complex Hessian Matric

非负矩阵分解与非负张量分解的权威参考书，想研究的朋友要认真看看

c#封装的矩阵类，好东西不要嫌贵，本人创作它的时候四处都找不到全面的参考资料，我第一个创作出来自然贵点，包含了矩阵的+ - *运算符重载，方程求解gass完全主元法，JACIBO叠带法，GassSeid叠带法，矩阵的LU，QR，奇异分解，矩阵求逆（3种方法包括复矩阵），矩阵特征值，特征向量求法，化矩阵为Herbeg矩阵，怎么样全面吧

Matlab code for computing and visualization: Confusion Matrix, Precision/Recall, ROC, Accuracy, F-Measure etc. for Classification. Matlab通过分类的label计算混淆矩阵Confusion Matrix并且显示的函数只要一句代码就行了，方便。 [confusion_matrix]=compute_confusion_matrix(predict_label,num_in_class,name_class);

调试C++程序时，提示not such file"matrix.h"时，只需要在头文件中新建一个matrix.h文件，将本文档中的内容复制过去即可

里面有详细丰富的关于矩阵运算的函数，是一个特别强大的矩阵运算库！