Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

ON DIFFERENTIABILITY OF THE MATRIX TRACE OPERATOR AND ITS APPLICATIONS

  • Dulov, E.V. (Ulyanovsk State University) ;
  • Andrianova, N.A. (Department of Mathematics and Mechanics Ulyanovsk State University)
  • Published : 2001.01.01

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Abstract

This article is devoted to “forgotten” and rarely used technique of matrix analysis, introduced in 60-70th and enhanced by authors. We will study the matrix trace operator and it’s differentiability. This idea generalizes the notion of scalar derivative for matrix computations. The list of the most common derivatives is given at the end of the article. Additionally we point out a close connection of this technique with a least square problem in it’s classical and generalized case.

Keywords

References

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