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A note on matrix differentiation

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Author Info
Kowal, Pawel

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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.

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File URL: http://mpra.ub.uni-muenchen.de/1239/
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File URL: http://mpra.ub.uni-muenchen.de/3917/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 1239.

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Date of creation: Dec 2006
Date of revision: Jun 2007
Handle: RePEc:pra:mprapa:1239

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Related research
Keywords: matrix differentiation generalized Kronecker products

Find related papers by JEL classification:
C00 - Mathematical and Quantitative Methods - - General - - - General

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