The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix

DOI10.1016/S0024-3795(97)00016-5zbMath0891.15020MaRDI QIDQ1369317

Heinz Neudecker, Tõnu Kollo

Publication date: 6 July 1998

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesrandom matrixreal symmetric matrixconvergence in distributionsderivatives of functions of matricesorthogonal eigenmatrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Matrices over function rings in one or more variables (15A54)

Related Items (3)

The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized \(F\)-statistic ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ Approximation of the non-null distribution of generalized \(T^2\)-statistics

Cites Work

• Unnamed Item
• Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices

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