Hi,
I am trying to differentiate the following. It contains matrices, vectors and hermitian transposes. I am not really getting the result I should be.
Differentiate J with respect to a. All the bold letters represent a matrix or vector. T is the transpose.
J= P + a^T*R*a - a^T*r- r^T*a
So far I have,
dJ/da = a^T * (R + R^T) - r^T - r^T
I am supposed to eventually get a - R^-1 * r.
What am I doing wrong?
Thank you in advance.