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