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