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About the concept of the matrix derivative

✍ Scribed by A.-M. Parring


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
553 KB
Volume
176
Category
Article
ISSN
0024-3795

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The derivative of an orthogonal matrix o
✍ TΓ΄nu Kollo; Heinz Neudecker πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 136 KB

The authors supply the derivative of an orthogonal matrix of eigenvectors of a real symmetric matrix. To illustrate the applicability of their result they consider a real symmetric random matrix for which a more or less standard convergence in distribution is assumed to hold. The well-known delta me