I need to find second derivative that is : $\partial_{X}^{2} \mbox{Tr} \left(\left(X^{\frac{3}{2}}AX^{\frac{3}{2}}\right)^{\frac{1}{2}}\right)$ with respect to $X$ where both $A$ and $X$ are symmetric $nxn$ matrices. The equation (139) page 15 of matrix cook book seems useful $\frac{\partial Tr(AX)}{\partial X}=A +A^{T}-AoI$ , where $AoI$ is hadamard elementwise product. But I am confused since I have trace of squareroot. Any help is appreciated.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.