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ISSN: 2644-1381

# On some Derivatives of Vector-Matrix Products Useful for Statistics Volume 1 - Issue 2

Michele Nichelatti*

• Service of Biostatistics, Fondazione Malattie del Sangue, Milan, Italy

Received: December 17, 2018;   Published: December 20, 2018

Corresponding author: Michele Nichelatti, Service of Biostatistics, Fondazione Malattie del Sangue, Milan, Italy

DOI: 10.32474/CTBB.2018.01.000110

## Mini Review

In this brief description, we will use the numerator layout [1], and will tacitly assume that all products are conformable.

The derivative of the linear form 𝒰t𝒱 with respect to the vector 𝒱is given as

and since 𝒰t𝒱 is a scalar, we are facing a particular case of the derivative of a scalar λ with respect to a vector, e.g., ∂𝒱λ=(∂𝒱1λ ..... ∂𝒱nλ) and it must also be ∂𝒱(𝒰t𝒱)=∂𝒱(𝒱t𝒰) . Moreover, it is easy to demonstrate that using the denominator layout, the derivative would have been ∂𝒱(𝒰t𝒱)=𝒰

If both 𝒰 and 𝒱 vectors are function of a third vector 𝒵, we get

which, in the case 𝒰=𝒱=𝒲 reduces to

Dealing with a linear transform 𝒰=a𝒱, if A is 𝓂×𝓂 we have

and if 𝒱 is a function of a vector 𝒲𝒱 we get

From definition of bilinear form, we obtain, for 𝒰tA𝒱 the derivative

while, for a quadratic form 𝒰tA𝒱(where A is 𝓃 × 𝓃), we get

so that, if A is a symmetric matrix, say, for A = XtX, then

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