Munich Personal RePEc Archive

A note on differentiating matrices

Kowal, Pawel (2006): A note on differentiating matrices.

There is a more recent version of this item available.
[thumbnail of MPRA_paper_1239.pdf]

Download (328kB) | Preview


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.

Available Versions of this Item

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.