Abstract:
The structure of a matrix derivative on a matrix valued function is defined. Matrix product and chain rules are developed which provide significant simplifications for ob...Show MoreMetadata
Abstract:
The structure of a matrix derivative on a matrix valued function is defined. Matrix product and chain rules are developed which provide significant simplifications for obtaining derivatives of compound matrix structures, and some closed-form structures for Taylor's expansions of a matrix in terms of derivatives and elements of a second matrix are given.
Published in: IEEE Transactions on Automatic Control ( Volume: 15, Issue: 2, April 1970)