Some results on functions of matrix argument†
This research is supported by the National Research Council of Canada grant No. A – 3057 and FAPESP (Brasil) grant No. 75 1902.
Abstract
A number of integrals of scalar variables are extended to the case of matrix variables. Functions where the argument is a positive definite symmetric matrix are considered in this article. With the help of a generalized matrix transform a number of results are derived which are extensions of the corresponding results in the univariate cases.