I know how to handle x.T*A and A*x, but I'm not sure how to handle the
derivative if it appears in the middle of an term. It probably can be
handled, but I think that case would get a bit messy.
Cheers,
Tim.
On 29 Apr 2014, at 0:01, Matthew Rocklin wrote:
I'd love to have someone implement matrix derivative. This shouldn't
be
hard for someone who understands them well.
On Mon, Apr 28, 2014 at 7:37 PM, Aaron Meurer <[email protected]>
wrote:
These little issues with the transpose are the reason this isn't
implemented yet.
Aaron Meurer
On Mon, Apr 28, 2014 at 2:18 PM, Tim Lahey <[email protected]>
wrote:
It's only 2*A*x is A is symmetric (A.T = A). Otherwise it's (A.T +
A).
That said, I don't think Matrix Expressions support derivatives at
the
moment.
Cheers,
Tim.
On 2014-04-28, at 1:27 PM, Gustavo <[email protected]>
wrote:
Can I have matrices and vectors A and x with compatible but
unspecified
dimensions. And get diff(x.T * A * x , x) return 2*A*x ?
Thanks,
Gustavo
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