       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>
• 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

```

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