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 a matrix.” For example, if A is a matrix of parameters and Ã the corresponding matrix of estimators, it is often necessary to consider the distribution of
We have a convention to handle what we wish to mean by the expectation of a random matrix, but there is no convention regarding the “covariance matrix” of a matrix. Similarly, there is a literature regarding aspects of the (limiting) distribution of sequences of vectors, but not for matrices.
$$\tilde A - A$$
KeywordsDistinct Element Symmetric Matrice Characteristic Root Permutation Matrix Great Common Divisor
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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