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MathGroup Archive 2003

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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


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