IDEAS home Printed from https://ideas.repec.org/p/ags/amstas/293075.html
   My bibliography  Save this paper

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

Author

Listed:
  • Magus, J
  • Neudecker, H

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.

Suggested Citation

  • Magus, J & Neudecker, H, 1984. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," University of Amsterdam, Actuarial Science and Econometrics Archive 293075, University of Amsterdam, Faculty of Economics and Business.
    • Handle: RePEc:ags:amstas:293075
    DOI: 10.22004/ag.econ.293075
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/293075/files/amsterdam051.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.293075?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    Research Methods/ Statistical Methods;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:amstas:293075. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/feuvanl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.