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MathGroup Archive 1999

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vector derivation of quadratic forms

  • To: mathgroup at smc.vnet.net
  • Subject: [mg19332] vector derivation of quadratic forms
  • From: Nicolas Clerc <Nicolas.Clerc at hec.unil.ch>
  • Date: Mon, 16 Aug 1999 02:14:59 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

Hi Mathematica folks,

Let x and y be nx1 vectors and let B a nxn symetric matrix. I have to
derive a probability density function which involves terms like x'Bx and
x'y with respect to the vector x.

How can I obtain the derivative of a function with respect to a vector in a
matrix form?

Exemple:
In: D[x'Bx,x]
Expected Out: 2x'B

Many thanks in advance for your support,

Nicolas

---------------------------------------------------------
Nicolas CLERC
University of Lausanne
CH - 1015 LAUSANNE


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