MathGroup Archive 1999

[Date Index] [Thread Index] [Author Index]

Search the Archive

vector derivation of quadratic forms


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


  • Prev by Date: Re: Re: Re: Subscripts, Doh!!!
  • Next by Date: Re: Simple edit ...
  • Previous by thread: Re: Control Function With NDsolve
  • Next by thread: InverseLaplaceTransform problems