Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
Magus, J; Neudecker, H
1984

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Abstract

A method of matrix differential calculus based on differentials is presented. Several definitions of matrix derivatives are examined, but only one is retained. The resulting formulae are applied to matrix functions of a more complicated character.

Details

Title
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
Keywords
Author(s)
Magus, J
Neudecker, H
Subject(s)
Issue Date
1984-09
Publication Type
Report
DOI and Other Identifiers
10.22004/ag.econ.293075
Record Identifier
https://ageconsearch.umn.edu/record/293075
Language
English
Total Pages
32
Series Statement
AE 19/84
Record Appears in
University of Amsterdam, Actuarial Science and Econometrics Archive

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