Kowal, Pawel (2006): A note on matrix differentiation.
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Abstract
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 
Language:  English 
Keywords:  matrix differentiation; generalized Kronecker products 
Subjects:  C  Mathematical and Quantitative Methods > C0  General > C00  General 
Item ID:  3917 
Depositing User:  Pawel Kowal 
Date Deposited:  09. Jul 2007 
Last Modified:  11. Feb 2013 20:06 
References:  [1] T.P. Minka. Old and new matrix algebra useful for statistics. notes, December 2000. [2] K.P. Petersen and M. S. Petersen. The matrix cookbook. notes, 2006. 
URI:  http://mpra.ub.unimuenchen.de/id/eprint/3917 
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A note on differentiating matrices. (deposited 22. Dec 2006)
 A note on matrix differentiation. (deposited 09. Jul 2007) [Currently Displayed]