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