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




Re: Differentiation of a Matrix with respect to a Matrix
Posted:
Oct 7, 2013 11:31 AM


"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^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.
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



