
Re: Differentiation of a Matrix with respect to a Matrix
Posted:
Oct 7, 2013 10:10 AM


"Gina " <ginatorresguerrero@gmail.com> wrote in message <l2ucll$ot9$1@newscl01ah.mathworks.com>... > if i have a function f=AX^2BXC, where A,B,C are constant square matrices, I need to do differentiation of f respect to X variable which also is a square matrix, how should it be?
If you differentiate f, you'll find the derivative is
Y > A*X*Y + A*Y*X  B*Y
Use kroneker if you want to vectorize the above matrix products.
Bruno

