On two matrix derivatives by Kollo and von Rosen
The article establishes relationships between the matrix derivatives of Fwith respect to Xas introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used....
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2003 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3738 |
| Acceso en línea: | https://hdl.handle.net/2099/3738 |
| Access Level: | acceso abierto |
| Palabra clave: | Multivariate analysis Algebras, Linear Multilinear algebra Matrices Anàlisi multivariable Àlgebra lineal Àlgebra multilineal Matriu S, Teoria Classificació AMS::15 Linear and multilinear algebra matrix theory Classificació AMS::62 Statistics::62H Multivariate analysis |
| Sumario: | The article establishes relationships between the matrix derivatives of Fwith respect to Xas introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both Xand F have the same dimension. |
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