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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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