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Re: Differentiation of a Matrix with respect to a Matrix
Posted:
Oct 7, 2013 11:31 AM
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"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <l2ufbt$inn$1@newscl01ah.mathworks.com>...
> "Gina " <ginatorresguerrero@gmail.com> wrote in message <l2ucll$ot9$1@newscl01ah.mathworks.com>...
> > 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.
Also see this thread where you find an example of matrix operator is transformed to Jacobian using kronecker
http://www.mathworks.com/matlabcentral/newsreader/view_thread/281583
Bruno
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