On the concept of matrix derivative

Jan Magnus ()

Journal of Multivariate Analysis, 2010, vol. 101, issue 9, 2200-2206

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: Matrix; calculus; Matrix; derivative; Definitions (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (12)

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