On the use of coordinate-free matrix calculus

Jan Brinkhuis

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Abstract

For a standard tool in econometrics, matrix calculus, an approach is illustrated in this note that is unusual in that context, a coordinate-free approach. It can help to eliminate the persistent use of non-standard conventions. The Kronecker product and its use can be better understood. The complications and pitfalls of defining twice differentiability by partial derivatives are avoided. Its use is demonstrated, for example by giving a coordinate-free determination of the derivative of the determinant.
Original languageEnglish
Pages (from-to)377-381
Number of pages5
JournalJournal of Multivariate Analysis
Volume133
Issue numberJanuary 2015
DOIs
Publication statusPublished - 2015

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