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Topic: Differentiation of a Matrix with respect to a Matrix
Replies: 4   Last Post: Oct 7, 2013 11:31 AM

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Bruno Luong

Posts: 9,822
Registered: 7/26/08
Re: Differentiation of a Matrix with respect to a Matrix
Posted: Oct 7, 2013 10:11 AM
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"Gina " <> wrote in message <l2ucll$ot9$>...
> if i have a function f=AX^2-BX-C, 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.


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