Matrix Differentiation



Suppose x is a column vector, and v' denotes its transpose, for a quadratic scalar function f

f = x' * A * x

I want to calculate df/dx. Assuming that A is symmetric, we can get

df/dx = 2Ax

However, if A is a function of x, i.e A = g(x), how can I compute df/dx?


Any answer or reference would be very much appreciated!

Jun
.