On two matrix derivatives by Kollo and von Rosen.
Neudecker, Heinz
SORT, Tome 27 (2003), p. 153-164 / Harvested from Biblioteca Digital de Matemáticas
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The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.

Publié le : 2003-01-01
DMLE-ID : 3064 
@article{urn:eudml:doc:40445,
     title = {On two matrix derivatives by Kollo and von Rosen.},
     journal = {SORT},
     volume = {27},
     year = {2003},
     pages = {153-164},
     mrnumber = {MR2036658},
     zbl = {1274.15040},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40445}
}

Neudecker, Heinz. On two matrix derivatives by Kollo and von Rosen.. SORT, Tome 27 (2003) pp. 153-164. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40445/