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On two matrix derivatives by Kollo and von Rosen.

Heinz Neudecker (2003)

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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.

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