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Determine the differential and derivative of $F(X) = X^{-2}$ in which the variable X is an n x n-matrix.

I computed the differential by using the product rule. So I first wrote $$ f(X)= X^{-1} X^{-1} $$, so $$ d(f(x))= d(X^{-1})(X^{-1}) + (X^{-1})d(X^{-1}) = (-X^{-1})d(X)(X^{-1})(X^{-1}) -(X^{-1})(X^{-1})d(X)(X^{-1}). $$ Did I compute this correctly? And how do I find the derivative now? Thanks a lot in advance.

Edit: I computed the derivative and I think it should be -((X^-2)' tensor (X^-1)) -((X^-1)'tensor(X^-2)). Could anyone give any feedback on whether I did this correctly (a prime denotes a transpose)?

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1 Answer 1

up vote 1 down vote accepted

Your map $f$ is the composition of $g(X)=X^2$ and $h(X)=X^{-1}$.

The differential of the first one is $$ dg_X(H)=XH+HX $$ and for the second one, it is $$ dh_X(H)=-X^{-1}HX^{-1}. $$

By the chain rule, $$ df_X(H)=dh_{g(X)}\circ dg_X(H)=dh_{X^2}(XH+HX) $$ $$ =-X^{-2}(XH+HX)X^{-2}=-X^{-1}HX^{-2}-X^{-2}HX^{-1}. $$

So yes, you are correct. But your notations are slightly confusing. Only slightly.

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Hahaha ok, thanks a lot. And now how do I find the derivative? By vectorising? –  dreamer Feb 24 '13 at 15:28
    
Could you please check if I computed the derivative correctly? –  dreamer Feb 24 '13 at 15:35
1  
@user48288 Yes, you are correct. Provided $-X^{-1}d(X)X^{-2}$ means $H\longmapsto -X^{-1}HX^{-2}$. But I believe that's what you meant. –  1015 Feb 24 '13 at 15:37
    
Yes thats what I meant. Thanks a lot. I think I finally start to become acquainted with computing these kinds of differentials and derivatives :). Thanks a lot again for all your help recently :). –  dreamer Feb 24 '13 at 15:40
1  
@user48288 You're most welcome. –  1015 Feb 24 '13 at 15:41

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