The article establishes relationships between the matrix derivatives of Fwith respect to Xas introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative.
The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both Xand F have the same dimension.
CitationNeudecker, Heinz. "On two matrix derivatives by Kollo and von Rosen". SORT, 2003, Vol. 27, núm. 2