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Patterned matrix derivatives |
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| Authors: | D S Tracy K G Jinadasa |
| Abstract: | A general procedure for obtaining matrix derivatives of functions of nonlinear patterned matrices is proposed. The method is extended to obtain the Jacobians of patterned matrix transformations. Nel (1980) and Wiens (1985) consider the linear patterned cases. The procedure proposed here takes care of these cases as well. |
| Keywords: | Matrix derivatives patterned matrices Jacobians information matrix |