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Math Help - Derivative of the coherence function

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    Derivative of the coherence function

    Hi. First of all I don't know if this belongs in the Linear Algebra forum or the Calculus forum (its a bit of both!) so apologies if its in the wrong place!

    I am trying to find analytical expression for the derivative of the coherence (or correlation) function of a matrix.

    So M(C) is the coherence matrix of some positive-definite, symmetrical, real or complex, matrix C. such that:

    m_{ij}=c_{ij}/(c_{ii}c_{jj})^{1/2}

    Is it possible to get an analytical expression for dM/dC ? I'm not sure how differentiation works for matrix functions which operate on different elements within the matrix.

    Any help you can offer would be greatly appreciated.

    Thanks

    Mark
    Last edited by mrkdsmith; September 24th 2010 at 04:47 AM. Reason: Moving to anoter forum
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