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On the concept of matrix derivative |
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| Authors: | Jan R Magnus |
| Institution: | Department of Econometrics & OR, Tilburg University, The Netherlands |
| Abstract: | We discuss how to generalize the concept of vector derivative to matrix derivative, propose two definitions, a ‘broad’ and a ‘narrow’ one, compare the two definitions, and argue in favor of the narrow definition. |
| Keywords: | 1501 15A57 15A72 |
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