Hi all,
I need help proving the result:
Let g(x) = x'Mx, where M is a n-by-n real constant matrix and x' denotes the transpose of vector x. Then the derivative of g(x) = (M + M')x.
I was thinking of using product rule on x'(Mx) to get Mx + x'M, but apparently this is incorrect as the dimensions of Mx and x'M don't even match and so cannot be grouped together to get (M + M')x.
Please help.
Thank you.
Regards,
Rayne