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Optimization of functions of matrices with an application in statistics

✍ Scribed by Jean-Daniel Rolle


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
572 KB
Volume
234
Category
Article
ISSN
0024-3795

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The second-order derivatives of matrices
✍ Olga Dunajeva πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 207 KB

In this paper we derive the second-order derivatives of an orthogonal matrix of eigenvectors and of a matrix of eigenvalues of a real symmetric matrix. Obtained expressions depend on the first-order derivatives of these matrices, which were presented in Linear Algebra Appl. 264 (1997) 489. These res