On the concept of matrix derivative

J.R. Magnus

Research output: Contribution to journalArticleScientificpeer-review

Abstract

We discuss how to generalize the concept of vector derivative to matrix derivative, propose two definitions, a ‘broad’ and a ‘narrow’ one, compare the two definitions, and argue in favor of the narrow definition.
Original languageEnglish
Pages (from-to)2200-2206
JournalJournal of Multivariate Analysis
Volume101
Publication statusPublished - 2010

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Matrix Derivative
Derivatives
Derivative
Generalise
Concepts

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Magnus, J.R. / On the concept of matrix derivative. In: Journal of Multivariate Analysis. 2010 ; Vol. 101. pp. 2200-2206.
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Magnus, JR 2010, 'On the concept of matrix derivative', Journal of Multivariate Analysis, vol. 101, pp. 2200-2206.

On the concept of matrix derivative. / Magnus, J.R.

In: Journal of Multivariate Analysis, Vol. 101, 2010, p. 2200-2206.

Research output: Contribution to journalArticleScientificpeer-review

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AU - Magnus, J.R.

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JO - Journal of Multivariate Analysis

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