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Student Support Forum: 'Derivatives with respective to a matrix' topicStudent Support Forum > General > "Derivatives with respective to a matrix"

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rozyang
12/10/06 05:03am

Derivatives of a scalar objective function with respective to a matrix are widely used in optimization. The basic rules can be found in

http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3274/pdf/imm3274.pdf

However, they are not built in Mathematica. Does anybody know how to do this or is there any existing package can achieve this.

An expamle is: how to get the partial derivatives of Norm[V-W.W'.V,Frobenius] with respect to W?

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Author Date Posted
Derivatives with respective to a matrix rozyang 12/10/06 05:03am
Re: Derivatives with respective to a matrix Forum Modera... 12/19/06 09:35am
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