Hi again
I need to stick with the pure linear algebraic derivation at the moment, but thanks anyway. I may come back to you later on that, as I am also interested in the geometric interpretation.
Anyway, I think I have solved it. Basically, it revolves around the "rule" that the derivative of b'Ab with respect to b is (A+A')b, or in the case at hand, where A is symmetric, 2Ab. This can be proved as follows.
A is an n x n symmetric matrix. b is a n x 1 column vector.
\mathbf{b'Ab}=\overset{n}{\underset{i=1}{\sum}}\overset{n}{\underset{j=1}{\sum}}b_{i}a_{ij}b_{j}
=\overset{n}{\underset{i=1}{\sum}}b_{i}^{2}a_{ii}+\overset{n}{\underset{i\neq j}{\sum}}\overset{n}{\underset{j\neq i}{\sum}}b_{i}a_{ij}b_{j}
[sigh]
I can't get LaTex to display properly, as you can see above. I created it in Lyx and have tested it here
http://www.codecogs.com/latex/eqneditor.php that it displays correctly. I can't post the rest of the proof in Latex as it just displays the Latex code:
\frac{\partial(\mathbf{\mathbf{b}'}\mathbf{Ab})}{\partial b_{k}}&=2b_{k}a_{kk}+2\overset{n}{\underset{i\neq k}{\sum}}a_{ki}b_{i}
What am I doing wrong with this Latex ?
The rest of the proof is to form the partial derivative with respect to a general b sub k and to notice that this is just 2 times the elements of the vector Ab, so the derivative with respect to the whole vector b is 2 times the vector Ab.
