Abstract

The derivative of a function defined on a set of matrices is given, utilizing the Penrose pseudoinverse, which yields a natural extension of differentiation in the univariate calculus. An investigation is made of the relationship of this derivative with the Fréchet derivative, the Gâteaux differential and results obtained by Dwyer and MacPhail, as well as other derivatives of matrix functions defined by Rinehart and Neudecker.

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