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