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Derivatives of (e.g.) functions between matrices

  1. Sep 8, 2009 #1
    Hi there all,

    I've been doing some work to try and keep myself sharp over the holidays but I've reached a point where I'm doing maths I have no notes for, and one particular topic has me completely stuffed - a few more difficult derivatives, primarily between matrices.

    http://www.dpmms.cam.ac.uk/site2002/Teaching/IB/AnalysisII/2008-2009/08sheet4.pdf [Broken]

    This is my last worksheet and although I managed to fumble my way through the first 2 parts of Q6, I haven't got a clue how to approach Qns 2, the rest of 6, all of 7, 8, and 10 - i.e. the majority of the questions! I can't find the definition of a derivative for these situations anywhere online, nor for 'continuously differentiable' in cases other than R^n.

    However much help I can get, even things like just definitions or an example of one of these questions would be really really appreciated, this is the only thing I can't seem to get moving on in all my work so the more assistance I can get the better.

    Thankyou -very- much in advance!
     
    Last edited by a moderator: May 4, 2017
  2. jcsd
  3. Sep 9, 2009 #2

    Mark44

    Staff: Mentor

    For 2, the problem is to show that, for A [itex]\in[/itex] Mn, and f(A) = A4, that f is differentiable, and to find a formula for Df |A.

    The usual way to find a derivative is to evaluate the limit of the difference quotient. That is, to evaluate this limit:
    [tex]\lim_{H \rightarrow 0}H^{-1}[f(A + H) - f(A)][/tex]

    The obvious differences between this limit and the form you've no doubt seen before are 1) 0 is the nxn zero matrix, and 2) instead of dividing by h, we're multiplying by H-1.

    This same tactic might be of help to you in #6 as well.
     
    Last edited by a moderator: May 4, 2017
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