Hello, I'm investigating several CA systems currently and I am wondering if
Axiom has certain capabilities.
Specifically:
(A) Differentiation through indefinite sums with respect to
indexed/subscripted variables. E.g., D( sum(p[i]*x[i],i)^2, j ) -- 2* p[j]
* sum(p[i]*x[i],i)
(B) Matrix Calculus.
Mike,
These are interesting ideas but I don't know how to do what you
want in the current version of Axiom.
Where is this Matrix Cookbook you mention?
Tim Daly
___
Axiom-mail mailing list
Axiom-mail@nongnu.org
The Matrix Cookbook is available online at:
http://orion.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf
It is simply a collection of matrix properties which are proved elsewhere.
I have done enough matrix calculus to know a basic approach (very similar
to the derivatives for indexed tensors in Maxima)
One other note - I forgot a logarithm in my example:
D( ln( sum(p[k]*multivariate_normal(mu[k], Sigma), k) ) -- ...
On Tue, Feb 26, 2013 at 8:39 PM, Mike Valenzuela mickle.mo...@gmail.comwrote:
The Matrix Cookbook is available online at:
http://orion.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf
