In mathematics, and specifically differential geometry, a density is a spatially varying quantity on a differentiable manifold that can be integrated in an intrinsic manner. Abstractly, a density is a section of a certain trivial line bundle, called the density bundle. An element of the density bundle at x is a function that assigns a volume for the parallelotope spanned by the n given tangent vectors at x. From the operational point of view, a density is a collection of functions on coordinate charts which become multiplied by the absolute value of the Jacobian determinant in the change o...

In mathematics, matrix calculus is a specialized notation for doing multivariable calculus, especially over spaces of matrices. It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that can be treated as single entities. This greatly simplifies operations such as finding the maximum or minimum of a multivariate function and solving systems of differential equations. The notation used here is commonly used in statistics and engineering, while the tensor index...