On 2 Apr 2003 at 13:51, Fernando De la Torre wrote: One good reference for matrix derivatives (with a 45 page chapter on the topic) is David A. Harville: Matrix Algebra From A Statisticians Perspective.
Kjetil Halvorsen > Hi all, > > I want to make the matrix derivative of an expression like: > > min over B of sum_i A_i B(B^TW_iB^T)^-1 B^TA_i subject to > B^TB=Identity. > > where B^T denotes transpose of B and it is an arbitrary matrix. > > Do you know any good reference book which show how to make derivatives > w.r.t. the pseudo-inverse or in general > any good reference for matrix derivatives. Or any goo trick to minimize a > similar expression w.r.t. matrix B with constraints? > > Thanks very much in advance. If possible send an e-mail to [EMAIL PROTECTED] > > Take care. > > > > > > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
