Matrix differential calculus with applications to simple, Hadamard, and Kronecker products

J Magus and H Neudecker

No 293075, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

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.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 32
Date: 1984-09
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293075

DOI: 10.22004/ag.econ.293075

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