On two matrix derivatives by Kollo and von Rosen.
SORT (2003)
- Volume: 27, Issue: 2, page 153-164
- ISSN: 1696-2281
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topNeudecker, Heinz. "On two matrix derivatives by Kollo and von Rosen.." SORT 27.2 (2003): 153-164. <http://eudml.org/doc/40445>.
@article{Neudecker2003,
abstract = {The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.},
author = {Neudecker, Heinz},
journal = {SORT},
keywords = {Análisis multivariante; Derivadas matriciales; matrix derivatives; matrix differentials; vectorization; commutation matrices; duplication matrices},
language = {eng},
number = {2},
pages = {153-164},
title = {On two matrix derivatives by Kollo and von Rosen.},
url = {http://eudml.org/doc/40445},
volume = {27},
year = {2003},
}
TY - JOUR
AU - Neudecker, Heinz
TI - On two matrix derivatives by Kollo and von Rosen.
JO - SORT
PY - 2003
VL - 27
IS - 2
SP - 153
EP - 164
AB - The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.
LA - eng
KW - Análisis multivariante; Derivadas matriciales; matrix derivatives; matrix differentials; vectorization; commutation matrices; duplication matrices
UR - http://eudml.org/doc/40445
ER -
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