A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0

DOI10.1016/0047-259X(80)90088-3zbMath0422.62064MaRDI QIDQ1133865

Heinz Neudecker

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationmatrix differential calculusminimization of functions of positive semidefinite matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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Cites Work

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• Minimisation of functions of a positive semidefinite matrix A subject to AX=0
• Some Applications of Matrix Derivatives in Multivariate Analysis
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products

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