Lecture 2 Part 1: Derivatives in Higher Dimensions: Jacobians and Matrix Functions

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Derivatives, Gradients, Jacobians and Hessians โ€“ Oh My!

This article explains how these four things fit together and shows some examples of what they are used for. Derivatives Derivatives are the most fundamental concept in calculus. If you have a functโ€ฆ

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The real vectorization vec(โ‹…) stacks the input columns into a vector. The Kronecker product โŠ— is related by vec(ABC) = (Cแต€ โŠ— B) vec(B).

We can similarly define a complex version vecc(โ‹…) = [vec(Re(โ‹…)); vec(Im(โ‹…))], with a corresponding #Kronecker product kroncc(โ‹…,โ‹…) such that vecc(ABC) = kroncc(Cแต€, B) vecc(B).

Does anyone know of any literature that discusses the relevant properties of vecc and kroncc? They naturally appear when computing #Jacobians of functions of complex matrices.