How to calculate the derivative of matrix w.r.t another matrix?
- To: mathgroup at smc.vnet.net
- Subject: [mg46704] How to calculate the derivative of matrix w.r.t another matrix?
- From: "Fred" <f0z6305 at labs.tamu.edu>
- Date: Tue, 2 Mar 2004 00:14:30 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
I have a problem of calculating the derivative of dxm matrix A with respect
to another dxm matrix B,
where A= [a1 a2 ... am] and B =[b1 b2 ... bm] with
ai and bj are vectors.
Actually the matrix A itself is the first order derivative
of a scalar J with respect to B, i.e., A = dJ/dB,
where a1 = dJ/db1, a2 = dJ/db1, and so on.
Now dA/dB is the second order derivative
dA/dB = dJ^2/(dBdB')
= [dJ/db1 dJ/db1 ... dJ/dbm]/d[b1 b2 ... bm].
So anybody have some idea on how to derive the formulation
Thanks for your point on this problem.
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