Vectorization of Matrices and Matrix Functions: Matrix Differentiation

  • Phoebus J. Dhrymes

Abstract

It is frequently more convenient to write a matrix in vector form. For lack of a suitable term we have coined for this operation the phrase “vectorization of matrices.” For example, if A is a matrix of parameters and à the corresponding matrix of estimators it is often necessary to consider the distribution of
$$\tilde A - A.$$

Keywords

Quadratic Form Matrix Function Dimension Matrice Matrix Differentiation Suitable Term 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1978

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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