reference. The matrix cookbook [petersen2008matrix]

✍️source

@article{petersen2008matrix,
 title = {The matrix cookbook},
 author = {Petersen, Kaare Brandt and Pedersen, Michael Syskind and others},
 year = {2008},
 url = {https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf},
 journal = {Technical University of Denmark},
 volume = {7},
 number = {15},
 pages = {510}
}