Fernando I have some notes that might help: http://www4.ncsu.edu/~pfackler/MATCALC.ps
Note that there are at least two ways to define matrix derivatives in common use and they are transposes of each other. If I recall correctly Graham's book uses the transpose of the way I have it in my notes. His way yields dAx/dx=A', which can cause confusion. Paul Fernando De la Torre wrote: > Hi all, > > I want to make the matrix derivative of an expression like: > > min over B of sum_i A_i B(B^TW_iB^T)^-1 B^TA_i subject to > B^TB=Identity. > > where B^T denotes transpose of B and it is an arbitrary matrix. > > Do you know any good reference book which show how to make derivatives > w.r.t. the pseudo-inverse or in general > any good reference for matrix derivatives. Or any goo trick to minimize a > similar expression w.r.t. matrix B with constraints? > > Thanks very much in advance. If possible send an e-mail to [EMAIL PROTECTED] > > Take care. -- Paul L. Fackler Department of Agricultural and Applied Economics North Carolina State University Raleigh NC 27695-8109 phone: 919-515-4535 fax: 919-515-1824 email: [EMAIL PROTECTED] web site: www4.ncsu.edu/~pfackler . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
