Thread: Matrix differentiation

I've never done matrix differentiation before, and I want to differentiate this:

with respect to . I'm told that, using the product rule, we get:

.

(In the above, X, Y and are all column matrices). Can someone very quickly run through this for me please? Thanks.

Originally Posted by Amanda1990

I've never done matrix differentiation before, and I want to differentiate this:

with respect to . I'm told that, using the product rule, we get:

.

(In the above, X, Y and are all column matrices). Can someone very quickly run through this for me please? Thanks.

they can't be all column matrices because then wouldn't be defined. post the correct version of your problem if you still want to get help.

Yes, sorry. What I meant to say was that Y is an n x 1 column vector, X is an n x 2 matrix and is a 2 x 1 matrix.

(Although I think the idea is the same if X is just a n x p matrix and is a p x 1 matrix for a general p).