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A note on matrix differentiation

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.

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