0
votes
0answers
28 views

The derivative of matrix vector product with respect to matrix

Given function $$ f(M) = Mv$$ where $M$ has dimension $n \times n$, and $v$ is a vector with dimension $n \times 1$. What's the derivative of $f(M)$ with respect to $M$?
0
votes
2answers
60 views

Multiplication and derivation of 3D matrix

I have $A(q)=\begin{bmatrix}q_1 &q_2 & q_3\\ 2q_1 &3q_2 & 4q_3\\ 2q_1 &3q_1 & 10\\ \end{bmatrix}\tag 1$ $ q= {\left(\begin{array}{c}q_1\\q_2\\q_3\\q_4\\q_5\\q_6 ...
0
votes
0answers
41 views

How do you solve a linear transformation with no transformation matrix given?

I am stuck, I can't see how Tff was found with no transformation matrix. And now am being asked to find Tgg, help me http://oi60.tinypic.com/33yrplv.jpg
0
votes
1answer
43 views

I need help with linear transforms? Linear Algebra [closed]

In the question below, how was [T]ff found? I have tried but I can't understand how because I usually start from a given matrix with variables, but non is given here. website is here; ...
0
votes
1answer
34 views

Finding the area of a triangle from vertices? Linear Algebra

I pretty much did this problem, but I failed to get the few last blanks where they ask the area. Its confusing, they say its half the volume of matrix (u v w) in the start of the question. which means ...
1
vote
1answer
39 views

How to factor and reduce a huge determinant to simpler form? Linear Algebra

So, I have learned about cofactor expansion. But the cofactor expansion I know doesn't reduce the number of rows and colums to one matrix. I usually pick a colum, multiply each element in the column ...
0
votes
3answers
25 views

How do you know that rows are independent and what are the 120 terms?

I am having trouble with the question below, help me out;
0
votes
2answers
55 views

Suppose $(x,y,z)$, $(1,1,0)$, and $(1,2,1)$ lie on a plane through the origin.

What determinant is zero? What equation does this give for the plane? I need some help here, am pretty stuck
2
votes
1answer
24 views

Acquiring $Df(\mathbf{x})$

Sorry for the probably easy and silly question, but I try to teach myself linear algebra and I am stucked at "the derivative as a matrix" part. I know how to differentiate partially and I know how ...
1
vote
1answer
50 views

When is a given matrix-valued function the Jacobian of something?

Let $F$ be an $n\times m$ matrix of real-valued functions which are defined and smooth on a neighborhood of a point $p\in \mathbb{R}^m$. Under what conditions is it possible to find a smooth function ...
3
votes
0answers
17 views

$\sqrt{X}$ where $X$ is a positive definite matrix is smooth $C^{\infty}$ [duplicate]

I'm trying to prove the following statement. Let $P_n \subset Mat_{nxn}(\mathbb R)$ be the set of all symmetric positive definite matrices with real entries of size $n$x$n$. Let $\sqrt{}:P_n \to ...
0
votes
1answer
38 views

Why is this proof valid - inverse function theorem

Question from worksheet, I don't fully understand the solution the teacher gave. Question: let $S$ be the set of symmetric positive definite matrices of dimension $n$x$n$. Let $T: S \to S$, ...
2
votes
1answer
42 views

Find the differential of $f(A)=det(A^{-1}-A)$ where $A$ is invertible.

The question is if $A$ is an invertible matrix with real entries of size $n$. Is $f(A)=det(A^{-1}-A)$ differentiable? and what is the differential. I think I managed to show it's differentiable. the ...
2
votes
1answer
83 views

Gradient of matrix exponential function

Grateful if somebody could help me with the following. I am trying to find the gradient of the next expression: $$f(a_1, a_2, a_3, a_4)=\Vert R*y-x \Vert $$ where $y$ and $x$ are known 4x1 column ...
1
vote
0answers
72 views

How to compute time ordered Exponential?

So say you have a matrix dependent on a variable t: $$A(t)$$ how do you compute $$e^{A(t)}$$ It seems Sylvester's formula, my standard method of computing matrix exponentials can't be applied ...
2
votes
1answer
51 views

Proving a set of $2\times 3$ matrices is a manifold?

The way I have always been told to check if something is a manifold (I haven't had a whole lot of experience with them), is to check if the derivative of the function representing the loci of the ...
0
votes
1answer
32 views

Derivative of a function of a matrix $f(B) = x^T(AB)^ky$

I have a function of the form $f(B) = x^T(AB)^ky$ where $x$ and $y$ are column matrices, $A$ and $B$ are square matrices, and $B$ is a diagonal matrix, and $k$ is an integer constant. I want to find ...
2
votes
2answers
100 views

Question about Implicit function theorem

I was asked a simple question, show that $y+\sin y=x$ sets in the neighborhood of $(0,0)$ $y$ as a function of $x$, and find $\dfrac{dy}{dx}(0,0)$ Firstly, my naive solution would be: Since $lim_{y ...
1
vote
1answer
220 views

Determining the values of k for which the Matrix A has an inverse

I've been given this question in class, with the 3x3 matrix: 2 1 0 1 2 1 0 -3 k My job here is to find the values of k for which this matrix has an ...
0
votes
0answers
36 views

How to compute the Jacobian Matrix of the next system?

I have a little problem with notation and I do not know how to work it out. I have the next system $$ \dot x = A(x)x, $$ where $x \in \mathbb{R}^n$ and the square matrix $A(x)_{n\times n}$ has ...
0
votes
1answer
65 views

Check my answer - Differential of $P(A)=\det(A^{-1}-A)$

We are asked to find the differential of $P: GL_n(\mathbb R) \to \mathbb R$, $P(A)=\det(A^{-1}-A)$ and show it is differentiable. If we define $f(A)=\det(A)$ and $g(A)=A^{-1}-A$ then it is clear ...
0
votes
2answers
80 views

Minimizing the following objective function with matrices

Suppose $A$ and $B$ are known matrices, and we are to find matrix $X$ that minimizes the following function, $$\frac{1}{2}||X||^2+\frac{1}{2}||X^TAX-B||^2$$ Taking the relevant derivative w.r.t $X$ ...
2
votes
1answer
99 views

Differentiate vector norm by matrix

I've been trying to perform the following differentiation of a neural network: $$\frac{\delta||h(XW)\alpha-y||^2}{\delta W} = \frac{\delta}{\delta W}\sum_i(h(XW)_i\alpha-y_i)^2$$ Where $X$ and $W$ ...
1
vote
1answer
36 views

differential (Jacobi Matrix) of $f(A)=A^2$ where $A$ is a matrix - check my answer

I just want a quick verification that what I did here is correct: let $f(A)=A^2$ where $A$ is a n by n matrix with real entries. then $$D_f(A)=\lim_{t \to 0} \frac{f(A+tA)-f(A)}{t} = \lim_{t \to 0} ...
1
vote
2answers
67 views

What is the derivative of a vector with respect to its transpose?

I've already looked at Vector derivative w.r.t its transpose $\frac{d(Ax)}{d(x^T)}$, but I wasn't able to find the direct answer to my question in that question. What is the value of $$\frac{d}{dx} ...
2
votes
1answer
37 views

Local maximality implies global maximality?

Let $S$ be the unit sphere in $\mathbb R^n.$ For a given $A\in\operatorname{M}_n(\mathbb R),$ define $f:\mathbb R^n\mapsto\mathbb R$ as $f(x)=\langle x,Ax\rangle.$ Suppose $a\in S$ is an element ...
5
votes
1answer
132 views

Extended matrix function

I have a continuous matrix-valued function $f:\mathbb{R}^d\mapsto {\cal M}_{k\times d}$, with $d<k$, such that $f(x)$ is full rank for all $x\in\mathbb{R}^k$. Can I extend this function to be a ...
0
votes
1answer
31 views

Product rule type formula for $\nabla \cdot (M(x)v(x))$ where $M(x)$ is a matrix and $v(x)$ is a vector?

Let $M(x)$ be a $n\times n$ matrix with each element depending on $x$ a variable on $\mathbb{R}^n$. Let $v(x)$ be a vector. Is there a nice product rule formula for $\nabla \cdot (M(x)v(x))$?
0
votes
3answers
96 views

Why is this 'obviously' positive semi-definite?

Here is a snapshot from a book I am studying. I learned all about positive semi-definiteness, and in fact I know that this matrix they are showing is in fact PSD. What I do not know is how they ...
2
votes
1answer
2k views

Expressing the determinant of a sum of two matrices?

Can $$\det(A + B)$$ be expressed in terms of $$\det(A), \det(B), n$$ where $A,B$ are $n\times n$ matrices? # I made the edit to allow $n$ to be factored in.
2
votes
1answer
49 views

Second Order Derivative of a function $f:R^2\to R^2$

The Exercise: My Work: Part 1: $$ Df=\left( \begin{array}{ccc} D_1f_1 & D_2f_1\\ D_1f_2 & D_2f_2 \\\end{array} \right) $$ $$f_1(x,y)=\sin x+\sin y$$ $$f_2(x,y)=\cos x+\cos y$$ $$ ...
2
votes
0answers
44 views

Continuity of the orthogonal matrix-valued function

Given $d<k$. Suppose that $H:\mathbb{R}^k\rightarrow {\cal M}(\mathbb{R})_{d,k}$ is a continuous matrices-valued function such that $H(x)$ is full rank for every $x \in \mathbb{R}^k$. Now define a ...
3
votes
1answer
55 views

Vector by Matrix derivitive

According to wikipedia, there is no widely accepted definition of a Vector by Matrix derivative. I have a need of such a notion. For matrix w, and vector h. $$\mathbf{y=w \;h} $$ $$ ...
0
votes
1answer
28 views

simple partial derivative of constant times matrix?

Is the partial derivative of $cX$ w.r.t the real matrix $X$, given by $c$ or by $cI$, where $I$ is the identity, and $c$ is a constant scalar? please give a simple reasoning.
2
votes
2answers
62 views

transforming a vector from cartesian to spherical and cylindrical co-ordinate system

I know the formula(which i don't know how to copy here but it was in matrix form) for transforming a vector from cartesian system to spherical or cylindrical coordinate system. But, I want to know its ...
0
votes
1answer
84 views

Finding the determinant of an $n\times n$ matrix… and the inverse

Finding the determinant of a $2\times 2$ matrix is easy and the inverse is even easier. Finding the determinant of a $3\times 3$ matrix and its inverse is a little more difficult but still doable. ...
1
vote
0answers
68 views

The inverse matrix |${\delta}$| does it have an application

The jacobian is the determinant of |${\delta}$| this means that |${\delta}$| is invertible. Does this inverse have any use in the real world? Maybe I am not clear in my question: Does the inverse of ...
1
vote
1answer
62 views

How to derive curl in spherical coordinates

This is one of those questions where I know I am making a dumb mistake someplace and I am trying to check where it is. $$ \begin{vmatrix} \frac{\bf\hat r}{r^2\sin\theta} & ...
5
votes
2answers
142 views

Derivative of the trace of matrix product $(X^TX)^p$

Let $X$ be a squared matrix, We know that $\frac {\partial tr(X^TX)}{\partial X}$ is $2X$ But how about the case of $\frac {\partial tr((X^TX)^2)}{\partial X}$ or even $\frac {\partial ...
0
votes
1answer
108 views

Divergence calculation for jacobians

Suppose that u is suitably regular (e.g. $C^2(\mathbb{R}^N,\mathbb{R}^N)$ or $W^{1,2}(\mathbb{R}^N)^N$) and we write $$\det (\nabla u)=\nabla u^1 \cdot\sigma$$ for some $\sigma$ (obtained via the ...
0
votes
1answer
252 views

gradient of vector 2-norm

I have a function $f(\Theta) = \frac{1}{2N}\| y-\mathcal{X}(\Theta)\|_2^2$. Matrix $\Theta\in\mathbb{R}^{m_1\times m_2}$, $y=[y_1,\cdots,y_N]^T\in\mathbb{R}^N$ is the observation vector, and we use ...
0
votes
1answer
52 views

Conditions for linear independence of extended vector systems

Assume $$g: R^n \times R^m \rightarrow R^n$$ $$h: R^n \times R^m \rightarrow R$$ $$(x,y) \in R^n \times R^m$$ I would like to show that the following vectors are linearly independent: ...
1
vote
4answers
68 views

Differentiating second order term of Taylor polynomial (multivariable)

I am trying to derive Newton step in an iterative optimization. I know the step is: $$\Delta x=-H^{-1}g$$ where H is Hessian and $g$ is gradient of a vector function $f(x)$ at $x$. I also know the ...
0
votes
0answers
54 views

Calculating the Jacobian for sampled data

I am reading about the Jacobian matrix which I interpret as a generalized gradient. I would like to take my investigations a bit further, so I have constructed some sample data which I would like to ...
1
vote
1answer
147 views

Is there a general form for the derivative of a matrix to a power?

Let $S:Mat(2,2) \rightarrow Mat(2,2)$ be the squaring map $S(A)=A^2$ then $[DS(A)]B=AB+BA$. I was wondering if there was a general form for this solution ($S(A)=A^n$, then $[DS(A)]B =$...). I have ...
1
vote
1answer
720 views

Deducing that a matrix is indefinite using only its leading principal minors

$A$ is indefinite iff $A$ fits none of the above criteria. Equivalently, $A$ has both positive and negative eigenvalues. Also equivalently, $x^TAx$ is positive for at least one $x$ and ...
0
votes
2answers
54 views

Non-elementwise Matrix Derivatives

Let A,B,C,D,X be matrices. I'd like to perform a Gradient Descent minimization to the loss functin $$ tr[(AXBX^TC-D)^T(AXBX^TC-D)] $$ My question is, how to take the gradient efficiently w.r.t. $B$? ...
0
votes
1answer
134 views

Which is the correct Hessian matrix (the standard matrix of a bilinear form)?

Please note the typo in the first entry: $\frac {\partial^2f} {\partial x_1\partial x_2}$ should instead be $\frac{\partial^2f} {\partial x_1\partial x_1}$. Also, this Hessian matrix need not be ...
0
votes
1answer
52 views

Change of variable formula, hermitian matrices

Let \begin{align} (d\mathbf{H})= \bigwedge_{1\leq j\leq k\leq N} d h_{jj}^{(1)} \bigwedge_{1\leq j< k\leq N}d h_{jk}^{(2)} \ ... \bigwedge_{1\leq j< k\leq N}\ d h_{jk}^{(\beta)} \end{align} ...
0
votes
1answer
116 views

Differentiation of a unitary matrix

Let $\mathbf{U}$ be a unitary matrix ($\mathbf{UU}^\dagger=\mathbf{1}$). What does this implies for $d( \mathbf{ U U }^\dagger)$? Is it mathematically sound to say: \begin{equation} d\mathbf{U} ...