A SPECIAL Derivative of Matrix Determinant (tensor involved)

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SUMMARY

The discussion focuses on calculating the derivative of the determinant of a Hessian matrix, denoted as H(g(x)), with respect to a point x in a three-dimensional space. The user correctly identifies the formula for the derivative of the determinant of a matrix, \frac{\partial (det(\bold{H}))}{\partial \bold{H}}=det(\bold{H})\cdot\bold{H}^-^1, but encounters issues when applying the chain rule to derive \frac{\partial (det(\bold{H}))}{\partial \bold{x}}. The resulting product of the Hessian inverse and the third derivative tensor yields a 3x3x3 tensor instead of the expected 3x1 vector. The user seeks clarification on the correct approach to resolve this discrepancy.

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  • Understanding of matrix calculus, specifically determinants and their derivatives
  • Familiarity with Hessian matrices and their properties
  • Knowledge of tensor calculus, particularly third-order tensors
  • Proficiency in applying the chain rule in multivariable calculus
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roger1318
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There is a surface defined by setting implicit function g(x)=0, where x is a 3 by 1 column vector, denoting a point on the surface;

3X1 vector [tex]\nabla[/tex]g(x) is the Gradient(surface normal at point x;

3X3 matrix H(g(x)) = [tex]\nabla^2[/tex](g(x)) is the Hessian Matrix;

3X3X3 tensor [tex]\nabla^3g(\bold{x})[/tex] is [tex]\frac{\partial \bold{H}}{\partial \bold{x}}[/tex]

The goal is to find [tex]{\color{red}\frac{\partial (det(\bold{H}))}{\partial \bold{x}}}[/tex] ; which should be a 3X1 vector since the determinant of H is a scalar.

I found the formula for calculating the derivative of the determinant of a square matrix with respect to itself at (http://en.wikipedia.org/wiki/Matrix_calculus" ), which in my case here is a 3X3 matrix.

[tex]\frac{\partial (det(\bold{H}))}{\partial \bold{H}}=det(\bold{H})\cdot\bold{H}^-^1}[/tex]

But what I want is the derivative with respect to that point x, not with respect to the matrix itself in the conventional sense.

So I attempted to use chain rule as we do in most cases:

[tex]\frac{\partial (det(\bold{H}))}{\partial \bold{x}}=\frac{\partial (det(\bold{H}))}{\partial \bold{H}}\cdot\frac{\partial \bold{H}}{\partial \bold{x}}=det(\bold{H})\cdot \underline{\bold{H}^-^1}}\cdot \underline{\underline{\nabla^3 g(\bold{x})}}[/tex]

Now here comes the problem:
[tex]{\color{blue}\bold{H}^-^1}}[/tex] is a 3X3 matrix and [tex]{\color{blue}\nabla^3g(\bold{x})}[/tex] is 3X3X3 tensor; their multiplication product is still a 3X3X3 tensor but not the 3X1 vector as expected.

I am pretty sure something must've gone wrong; anybody could tell me where? And how am I supposed to deal with this determinant derivative issue? If for some reason the chain rule doesn't apply here, what rule should I use to get the 3X1 vector?

Any comments are much appreciated!
 
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