# 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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