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I was wondering how this was derived

$f(x)= h(g(x))$

$f''(x) = g'(x)^T\nabla^2{h(g(x)}g'(x) + \nabla(g(x))^Tg''(x)$

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migrated from stats.stackexchange.com Jan 10 '13 at 8:13

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What are the domains of the various functions? It appears that $f$ is a function of one variable, $h$ is a function with domain some subset of $\mathbb{R}^d$, and $g$ is a vector-valued function on one variable? I am basing the above on the notations you used. –  Willie Wong Jan 10 '13 at 9:09

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