Re: matrix differentiation

*To*: mathgroup at smc.vnet.net*Subject*: [mg43813] Re: matrix differentiation*From*: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>*Date*: Tue, 7 Oct 2003 02:40:52 -0400 (EDT)*Organization*: Universitaet Leipzig*References*: <bllp5c$c1a$1@smc.vnet.net>*Reply-to*: kuska at informatik.uni-leipzig.de*Sender*: owner-wri-mathgroup at wolfram.com

Hi, can you tell us what * and " " mean in your notation ? and where is y in X'{(w'*X)(X'*w')}X is w'*X a inner product and what kin of product is (w'*X)(X'*w') and what man the List[] {} mean ??? Regards Jens Bp Sudheer wrote: > > 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