Page 1

Displaying 1 – 10 of 10

Showing per page

On two matrix derivatives by Kollo and von Rosen.

Heinz Neudecker (2003)

SORT

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.

Currently displaying 1 – 10 of 10

Page 1