This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X).
Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.
@article{urn:eudml:doc:40314,
title = {A note on the matrix Haffian.},
journal = {Q\"uestii\'o},
volume = {24},
year = {2000},
pages = {419-424},
zbl = {1138.15302},
mrnumber = {MR1821217},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40314}
}
Neudecker, Heinz. A note on the matrix Haffian.. Qüestiió, Tome 24 (2000) pp. 419-424. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40314/