On the concept of matrix derivative

DOI10.1016/j.jmva.2010.05.005zbMath1196.15025MaRDI QIDQ990902

Jan R. Magnus

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.005

zbMATH Keywords

matrix calculus; matrix derivative

Mathematics Subject Classification ID

15A72: Vector and tensor algebra, theory of invariants

26B12: Calculus of vector functions

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Cites Work

• Recursive estimation in econometrics
• Tensor products and matrix differential calculus
• Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
• Newton algorithms for analytic rotation: an implicit function approach
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
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