Matrix Differentiation
- From: Jun Liu <junxliu@xxxxxxxxx>
- Date: Mon, 25 Jun 2007 17:59:08 EDT
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
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