On the concept of matrix derivative

J.R. Magnus

On the concept of matrix derivative

J.R. Magnus

Research output: Contribution to journal › Article › Scientific › peer-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 language	English
Pages (from-to)	2200-2206
Journal	Journal of Multivariate Analysis
Volume	101
Publication status	Published - 2010

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title = "On the concept of matrix derivative",

abstract = "We discuss how to generalize the concept of vector derivative to matrix derivative, propose two definitions, a {\textquoteleft}broad{\textquoteright} and a {\textquoteleft}narrow{\textquoteright} one, compare the two definitions, and argue in favor of the narrow definition.",

author = "J.R. Magnus",

year = "2010",

language = "English",

volume = "101",

pages = "2200--2206",

journal = "Journal of Multivariate Analysis",

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publisher = "Academic Press Inc.",

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VL - 101

SP - 2200

EP - 2206

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

On the concept of matrix derivative

Abstract

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