Kowal, Pawel (2006): A note on differentiating matrices.
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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 differentiating matrices |
| Language: | English |
| Keywords: | matrix differentiation; generalized Kronecker products |
| Subjects: | C - Mathematical and Quantitative Methods > C0 - General > C00 - General |
| Item ID: | 1239 |
| Depositing User: | Pawel Kowal |
| Date Deposited: | 22 Dec 2006 |
| Last Modified: | 27 Sep 2019 07:55 |
| 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. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/1239 |
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