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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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    @Rahul.Thanks again. I should have googled for "matrix transpose properties".2011-01-24

2 Answers 2

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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.