Thanks,
I covers the basics pretty well, but the Matrix Cookbook has
considerably more involved identities that aren't explained. I'm going
to check out some of the references and hopefully find more details.
Cheers,
Tim.
On 3 May 2014, at 20:25, Aaron Meurer wrote:
I guess I was thinking of
https://en.wikipedia.org/wiki/Matrix_derivative. I didn't read it too
closely, so I can't say too much about it. I was mostly just impressed
that it kept track of the identities for both conventions.
Aaron Meurer
On Sat, May 3, 2014 at 7:12 PM, Tim Lahey <[email protected]> wrote:
What's it categorized as in Wikipedia? I'll take a look.
Cheers,
Tim.
On 3 May 2014, at 20:07, Aaron Meurer wrote:
Wikipedia seemed to be OK the last time I looked at it. It even
split
things out based on the two Jabobian conventions.
Aaron Meurer
On Sat, May 3, 2014 at 5:06 PM, Tim Lahey <[email protected]>
wrote:
I commented on that issue. That result is actually correct.
The problem I have with the matrix cookbook is that it's just a
list of
results, with no explanation on how each are derived. I've never
found a
good reference for this in general. If someone knows of one, I'd
appreciate
it.
I think the latest version of the cookbook is slightly newer
because
equation 61 doesn't match with the specific issue anymore.
Cheers,
Tim.
On 3 May 2014, at 14:47, Aaron Meurer wrote:
I think it's all explained in the matrix cookbook. See
https://github.com/sympy/sympy/issues/5858. The question I have
regarding the cookbook is, what is the minimum set of rules that
need
to be implemented from which the rest can be derived?
Aaron Meurer
On Mon, Apr 28, 2014 at 11:46 PM, Tim Lahey <[email protected]>
wrote:
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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