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On the concept of matrix derivative

Article ID Journal Published Year Pages File Type
1146477 Journal of Multivariate Analysis 2010 7 Pages PDF
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.

Keywords
15A57Matrix derivativeDefinitions
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Preview
On the concept of matrix derivative
Authors
Jan R. Magnus,
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Journal
Journal of Multivariate Analysis
Journal: Journal of Multivariate Analysis
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15A57
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