A note on differentiating matrices

Pawel Kowal ()

MPRA Paper from University Library of Munich, Germany

Abstract: This paper presents a set of rules for matrix differentiation with respect to a vector of parameters, using the flattered representation of derivatives, i.e. in form of a matrix. We also introduce a new set of Kronecker tensor products of matrices. Finally we consider a problem of differentiating matrix determinant, trace and inverse.

Keywords: matrix differentiation; generalized Kronecker products (search for similar items in EconPapers)
JEL-codes: C00 (search for similar items in EconPapers)
Date: 2006-12-21
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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https://mpra.ub.uni-muenchen.de/3917/1/MPRA_paper_3917.pdf revised version (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:1239

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