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On the concept of matrix derivative

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  • Magnus, Jan R.

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.

Suggested Citation

  • Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
    • Handle: RePEc:eee:jmvana:v:101:y:2010:i:9:p:2200-2206
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    References listed on IDEAS

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    1. Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.
    2. Robert Boik, 2008. "Newton Algorithms for Analytic Rotation: an Implicit Function Approach," Psychometrika, Springer;The Psychometric Society, vol. 73(2), pages 231-259, June.
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    Cited by:

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    3. Brinkhuis, Jan, 2015. "On the use of coordinate-free matrix calculus," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 377-381.
    4. Stephen Pollock, 2011. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 11/34, Division of Economics, School of Business, University of Leicester, revised Jul 2011.
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