On the Derivatives of Matrix Powers

DOI10.1137/S089547989528274XMaRDI QIDQ4891704zbMATH OpenDBLPWikidataFDO

Authors Paola Sebastiani

Publication date 22 April 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S089547989528274X

zbMATH Keywords

derivatives of matrix powersmatrix functionpositive-definite matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Matrices over function rings in one or more variables (15A54) Optimal stochastic control (93E20)

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Cited in

(12)

• Improvements on derivatives of matrices
• Derivatives of matrix order
• On the derivatives of set functions in matrix representation
• On the powers of a matrix with perturbations
• On differentiability of the matrix trace operator and its applications
• On two matrix derivaties by Kollo and von Rosen
• scientific article; zbMATH DE number 3902838 (Why is no real title available?)
• Expansions for functions of determinants of power series
• Sharp nonlinear estimates for multiplying derivatives of positive definite tensor fields
• Theory of differentiation of matrix power functions
• Complete asymptotic expansions and the high-dimensional Bingham distributions
• A minimum contrast estimation for spectral densities of multivariate time series

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