Matrix integral

DOI10.1016/J.LAA.2004.02.042MaRDI QIDQ1881080zbMATH OpenOpenAlexFDO

Authors Margus Pihlak

Publication date 4 October 2004

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2004.02.042

zbMATH Keywords

Kronecker productmatrix derivativematrix integralstar product

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69)

Review text

The matrix integral is introduced as the inverse operation of the matrix derivative. The notation ``matrix integral has been introduced in this paper to make it possible to integrate the relation between two density functions. In Section 2 the author defines indefinite and definite matrix integrals and gives some simple examples. In Section 3 basic properties of this integral are examined. In Section 4 an application of the matrix integral is given and some comments for further development are made.

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Cites work

• A Unified Approach to the Approximation of Multivariate Densities
• scientific article; zbMATH DE number 107708 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
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• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products

Cited in

(7)

• Integrability of diagonalizable matrices and a dual Schoenberg type inequality
• The volume of matrix and its applications
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• Integrability of matrices
• Integrators of matrices

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