Recent content by abhisheksingh

Here it goes: d{(y-Ab)' (AKA')^-1 (y-Ab)} = d{(y-Ab)'(AKA')^-1} (y-Ab) + (y-Ab)' (AKA')^-1 d{(y-Ab)} = [d{(y-Ab)'} (AKA')^-1 + (y-Ab)' d{(AKA')^-1}] (y-Ab) - (y-Ab)' (AKA')^-1 (dA) b = -[b' (dA)' (AKA')^-1 + (y-Ab)' d{(AKA')^-1}] (y-Ab) - (y-Ab)' (AKA')^-1 (dA) b After this, how to...

hi Hurkyl, can you help me in this? thanks , abhishek.

I am not able to differentiate it. If I expand the terms and apply chain rule, there are terms which involve differentiation of matrix wrt. a matrix, which will result in some kronecker product terms, while the size of final derivative has to be m x n. Probably I am missing something.

Hi , I am stuck with the problem of finding derivative wrt. A of following function: Def: y - column vector of size mx1 A - matrix of size m x n b - column vector of size n x 1 K - matrix of size n x n y' - denotes the transpose K^-1 - denotes inverse f(A) = (y - Ab)' (AKA')^-1...