On the concept of matrix derivative

DOI10.1016/J.JMVA.2010.05.005zbMATH Open1196.15025OpenAlexW1971953978MaRDI QIDQ990902FDOQ990902

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 calculusmatrix derivative

Mathematics Subject Classification ID

Vector and tensor algebra, theory of invariants (15A72) Calculus of vector functions (26B12)

Cites Work

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

Cited In (12)

• On Kronecker products, tensor products and matrix differential calculus
• Professor Heinz Neudecker and matrix differential calculus
• Stochastic greedy algorithms for multiple measurement vectors
• Identification of DSGE models -- the effect of higher-order approximation and pruning
• Entropy stable non-oscillatory fluxes: an optimized wedding of entropy conservative flux with non-oscillatory flux
• On the use of coordinate-free matrix calculus
• Improvements on derivatives of matrices
• Derivatives of matrix order
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• A gentle introduction to matrix calculus
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series
• Multivariate generalized Gram-Charlier series in vector notations

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