Hello Aaron,

Thanks for pointing out this thread (I did search the group but missed
it):
http://groups.google.com/group/sympy/browse_thread/thread/7a4ab2af17b3c10d/90ba1a6bebb59eb9

I am talking about a similar idea but I am looking also for calculus
operations like differentiation.

Thanks,
Amit

On Jun 30, 9:37 am, Aaron Meurer <[email protected]> wrote:
> I think he wants to do things with symbolic matrices, like what
> Matthew proposed in another thread.  Differentiating matrices
> symbolically is indeed tricky because you have to be careful about
> commutativity.
>
> Aaron Meurer
>
>
>
>
>
>
>
> On Thu, Jun 30, 2011 at 12:21 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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