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Local Sensitivity Analysis and Matrix Derivatives

  • Wolfgang Polasek
Part of the Theory and Decision Library book series (TDLU, volume 32)

Abstract

This paper discusses two types of matrix by matrix derivatives; the B-type derivative, introduced by Balestra (1976) and the new defined A-type derivative, because of the arrangement in a “anti-Kronecker” type fashion. Both types of derivatives are linked by permutation matrices (also called commutation matrices by Magnus & Neudecker (1979)), a special type of 0/1-matrices. Section 2.1 gives a- short introduction to matrix derivatives, while the algebra of derivatives implied by these concepts can be found in Balestra (1976) and in Polasek (1980). A-and B-type derivatives allow different partitions of derivative matrices and therefore different ways of interpretations.

Keywords

Local Resistance American Statistical Association Kronecker Product Local Sensitivity Global Sensitivity Analysis 
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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References

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Copyright information

© D. Reidel Publishing Company 1982

Authors and Affiliations

  • Wolfgang Polasek
    • 1
  1. 1.Institute of StatisticsUniversity of ViennaViennaAustria

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