Hello Sherjil,
Sorry for the misunderstanding, it isn't a line of code but latex math
expression (or at least supposed to be :-))
An example (in latex syntax) would be:
\partial(X^{-1}) = - X^{-1}(\partial X ) X^{-1}
Thanks,
Amit
On Jun 30, 9:21 am, SherjilOzair <[email protected]> wrote:
> Hello Amit,
> The line of code you have given is not clear. Could you give a more
> concrete example of a functionality that you're expecting ?
>
> If you want to calculate the hessian of a function, Sympy has a
> hessian function which takes in a function and a list of variables of
> the function, and returns the hessian matrix of size m * m, where m is
> number of variables.
>
> In [4]: f = x**2*y
>
> In [5]: f
> Out[5]:
> 2
> x ⋅y
>
> In [6]: syms = [x,y]
>
> In [7]: hessian(f, syms)
> Out[7]:
> ⎡2⋅y 2⋅x⎤
> ⎢ ⎥
> ⎣2⋅x 0 ⎦
>
> As to about other matrix calculus functions, it would help if you
> could show what exactly do you want along with the corresponding
> output you expect.
>
> -Sherjil Ozair
>
> On Jun 30, 7:10 am, Amit <[email protected]> wrote:
>
>
>
>
>
>
>
> > Hi,
>
> > I am studying machine learning and lately I had to do some matrix
> > calculus. I am using the 'The Matrix cookbook' to calculate things
> > like the gradient and hessian of expressions like:
>
> > {Z \alpha}^T (Z^T diag(\alpha) Z - ...)^{-1} Z \alpha
>
> > where Z is a matrix and alpha a vector. This can get pretty ugly and
> > tedious when done by hand.
> > I looked for some automatic way to do this i.e. a CAS, but didn't find
> > any (I am looking for something that can do this symbolically and not
> > numerically).
> > I was wandering why is it so. Is it too complicated? or maybe its not
> > well defined?
>
> > Thanks,
> > Amit
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