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MathGroup Archive 2003

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matrix differentiation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg43792] matrix differentiation
  • From: Bp Sudheer <phani.sudheer at hut.fi>
  • Date: Sat, 4 Oct 2003 02:05:19 -0400 (EDT)
  • Reply-to: phani.sudheer at hut.fi
  • Sender: owner-wri-mathgroup at wolfram.com

Hi 

   I want to differentiate an expression like 

f(y) = X'{(w'*X)(X'*w')}X with respect X where each of these elements are 
matrices. 

X is of the order N X 1 matrix 
w is of the order N X N matrix 
f(y) is of the order of 1 X 1 matrix

X' is the transpose of X and w' is the transpose of w 

if X = [x0 x1] ( for eg ) and say N = 2 

Can any one help me how do i get the gradient of f(y) with respect to X

Regds
Sudheer


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