Kowal, Pawel (2006): A note on matrix differentiation.
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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|
|Original Title:||A note on matrix differentiation|
|Keywords:||matrix differentiation; generalized Kronecker products|
|Subjects:||C - Mathematical and Quantitative Methods > C0 - General > C00 - General|
|Depositing User:||Pawel Kowal|
|Date Deposited:||09. Jul 2007|
|Last Modified:||11. Feb 2013 20:06|
 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.
Available Versions of this Item
A note on differentiating matrices. (deposited 22. Dec 2006)
- A note on matrix differentiation. (deposited 09. Jul 2007) [Currently Displayed]