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On the Formal Differentiation of Traces and Determinants

Datos Bibliográficos

ID19291663
AutoresPeter H Schonemann (autor de correspondencia)
Año1985
Volumen20
Número2
Páginas113-139
Fecha de publicación1985-04-01
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaMultivariate Behavioral Research (JOURNAL)
Identificadores de la revistaISSN: 0027-3171 • E-ISSN: 1532-7906
EditorialInforma UK Limited (PUBLISHER • GB)
DOI10.1207/s15327906mbr2002_1
PMID26771405
OpenAlexW2033711720
IdiomaEN
Citas recibidas2
Referencias citadas22

A compact notation for obtaining and handling matrices of partial derivatives is suggested in an attempt to generalize "symbolic vector differentiation" to matrices of independent variables. The proposed technique differs from methods advocated by Dwyer and MacPhail (1948) and Wrobleski (1963) in several respects, notably in a deliberate limitation on the classes of scalar functions considered: traces and determinants. To narrow interest to these two classes of scalar matrix functions allows one to invoke certain algebraic identities which simplifies the problem, because (a) the treatment of traces of products of matrices can be reduced to that of a few representatives of large equivalence classes of such products, all having the same formal derivative, and because (b) the more involved task of differentiating determinants of matrix products can be translated into the more amenable problem of differentiating the traces of such products. A number of illustrative examples are included in an attempt to show that the above limitation is not as serious as might at first appear, because traces and determinants apply to a wide range of psychometric and statistical problems

Algebra over a field · Algebraic number · Arithmetic · Equivalence (formal languages) · Matrix (chemical analysis) · Notation · Pure mathematics · Range (aeronautics) · Scalar (mathematics) · Vector space · Computer Science · Mathematics · Sensory Analysis and Statistical Methods · Theoretical Computer Science

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  • An introduction to multivariate statistical analysis

    T W Anderson•An introduction to multivariate…•1984

  • Orthogonal Rotation to Congruence

    Open Access•Norman Cliff•Psychometrika•1966

  • Relations Between Two Sets of Variates

    Harold Hotelling•Biometrika•1936

  • A Method for Synthesis of Factor Analysis Studies

    Ledyard R Tucker•1951

  • A Generalized Solution of the Orthogonal Procrustes Problem

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  • The Approximation of One Matrix by Another of Lower Rank

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  • Analysis of a complex of statistical variables into principal components.

    H Hotelling•Journal of Educational Psychology•1933

Obras citantes distintas2
Citas por año0,04
Intervalo de citas1973 - 2011 (39)
Velocidad de citaciónhistorical
Altamente citadoNo
Tipos de citaNeutras: 1

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