Kowal, Pawel (2006): A note on differentiating matrices. Unpublished.
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This paper presents a set of rules for matrix differentiation with respect to a vector of parameters, using the flattered representation of derivatives, i.e. in form of a matrix. We also introduce a new set of Kronecker tensor products of matrices. Finally we consider a problem of differentiating matrix determinant, trace and inverse.
| Item Type: | MPRA Paper |
|---|---|
| Language: | English |
| Keywords: | matrix differentiation; generalized Kronecker products |
| Subjects: | C - Mathematical and Quantitative Methods > C0 - General > C00 - General |
| ID Code: | 1239 |
| Deposited By: | Pawel Kowal |
| Deposited On: | 22. Dec 2006 |
| Last Modified: | 07. Nov 2007 01:37 |
| References: | T.P. Minka. Old and new matrix algebra useful for statistics. notes, December 2000. K.P. Petersen and M. S. Petersen. The matrix cookbook. notes, 2006. |
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