The derivative of an orthogonal matrix o
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Tรดnu Kollo; Heinz Neudecker
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Article
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1997
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Elsevier Science
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English
โ 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