Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
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Publication:1070719
DOI10.1016/0022-2496(85)90006-9zbMath0585.62114OpenAlexW2142717543MaRDI QIDQ1070719
Jan R. Magnus, Heinz Neudecker
Publication date: 1985
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/293075/files/amsterdam051.pdf
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- The commutation matrix: Some properties and applications
- Tensor products and matrix differential calculus
- Matrix derivatives and its applications in statistics
- Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
- Matrix derivatives with an application to an adaptive linear decision problem
- Some results on commutation matrices, with statistical applications
- On direct product matrices
- Some Applications of Matrix Derivatives in Multivariate Analysis
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
- Symbolic Matrix Derivatives
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