Towards a unified framework of matrix derivatives

• Main Authors: Xu, Jianyu, Li, Guoqi, Wen, Changyun, Wu, Kun, Deng, Lei
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2018
• Subjects: Matrix Derivatives; DRNTU::Engineering::Electrical and electronic engineering; Index Notation
• Online Access: https://hdl.handle.net/10356/89062; http://hdl.handle.net/10220/46090
• Institution: Nanyang Technological University

The need of processing and analyzing massive statistics simultaneously requires the derivatives of matrix-to-scalar functions (scalar-valued functions of matrices) or matrix-to-matrix functions (matrix-valued functions of matrices). Although derivatives of a matrix-to-scalar function have already be...