Symmetric Matrix Derivatives with Applications
作者:
CharlesE. McCulloch,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1982)
卷期:
Volume 77,
issue 379
页码: 679-682
ISSN:0162-1459
年代: 1982
DOI:10.1080/01621459.1982.10477872
出版商: Taylor & Francis Group
关键词: Matrix derivatives;Symmetric matrices;Multivariate normal information matrix;Vec (·) matrix operators;Vech (·) matrix operators
数据来源: Taylor
摘要:
Dwyer (1967) provided extensive formulas for matrix derivatives, many of which are for derivatives with respect to symmetric matrices. The results of his article are only for symmetric matrices whose (j, i) element is considered to differ from the (i, j) element even though their scalar values are equal. A simple result is given that extends the use of Dwyer's formulas to symmetric matrices in which the (i, j) element is considered functionally equal to the (j, i) element. Application of the results are illustrated by deriving the multivariate normal information matrix.
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