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Real analysis differentiation of a real function defined by a matrix 
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#1
Dec808, 08:07 PM

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1. The problem statement, all variables and given/known data
Suppose A is a real nxn matrix and f: R^n > R is definted by f(v)=v^tAv (where v^t denotes the transpose of v). Prove that the derivative of f satisfies (f'(v))(w) = v^t (A+A^t)w 2. Relevant equations 3. The attempt at a solution I'm kinda lost here and I really don't know where to start. I know I have to show that the derivative "is" the linear map v^t(A+A^t) but I think the transpose is confusing me. Thanks in advance! 


#2
Dec808, 08:19 PM

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The key things to remember are
. The differentiation rules . Every 1x1 matrix is its own transpose I'm not sure why you didn't think of simply trying to apply the differentiation rules to v^{T}Av. Isn't that normally the first thing you think of for a differentiation problem? 


#3
Dec808, 10:12 PM

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#4
Dec808, 10:16 PM

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Real analysis differentiation of a real function defined by a matrix
Well, if you haven't really proven much about derivatives, and you're expected to solve this problem... that means the few things you do know should be enough!
So what do you know about derivatives of vector functions? The definition, at least? 


#5
Dec808, 10:56 PM

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#6
Dec808, 10:59 PM

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I bet you also know an explicit formula relating the function, the derivative, and the remainder.
(p.s. is that an "if" or an "if and only if"?) 


#7
Dec808, 11:05 PM

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p.p.s. just to make sure it's clear, since a lot of people overlook it  the problem you are asked to answer is
Verify that this function is the derivative of that function.You were not asked to answer How would you have figured out that this function is the derivative of that function if you weren't told what it is? 


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