On two matrix derivatives by Kollo and von Rosen
Heinz Neudecker · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 2003
The article establishes relationships between the matrix derivatives of Fwith respect to Xas introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both Xand F have the same dimension.