On the concept of matrix derivative

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.

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Year of publication:	2010
Authors:	Magnus, Jan R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 9, p. 2200-2206
Publisher:	Elsevier
Subject:	Matrix calculus Matrix derivative Definitions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861536