ON THE DERIVATIVES OF MATRIX POWERS

Authors
SEBASTIANI P
Citation
P. Sebastiani, ON THE DERIVATIVES OF MATRIX POWERS, SIAM journal on matrix analysis and applications, 17(3), 1996, pp. 640-648
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
17
Issue
3
Year of publication
1996
Pages
640 - 648
Database
ISI
SICI code
0895-4798(1996)17:3<640:OTDOMP>2.0.ZU;2-S
Abstract
We compute the derivatives of rational powers of a positive-definite m atrix when this Is either a function of a matrix or a scalar variable. In the latter case the result is generalised to real powers. The usef ulness of the results found is shown in two statistical applications.