The Theory of Quaternion Matrix Derivatives

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Publication:4580455

DOI10.1109/TSP.2015.2399865zbMATH Open1394.94648arXiv1410.0563OpenAlexW2094646141MaRDI QIDQ4580455FDOQ4580455

Dong-po Xu, Danilo P. Mandic

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: A systematic theory is introduced for calculating the derivatives of quaternion matrix function with respect to quaternion matrix variables. The proposed methodology is equipped with the matrix product rule and chain rule and it is able to handle both analytic and nonanalytic functions. This corrects a flaw in the existing methods, that is, the incorrect use of the traditional product rule. In the framework introduced, the derivatives of quaternion matrix functions can be calculated directly without the differential of this function. Key results are summarized in tables. Several examples show how the quaternion matrix derivatives can be used as an important tool for solving problems related to signal processing.


Full work available at URL: https://arxiv.org/abs/1410.0563







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