Differentiating Vectors: Solve the Problem Now!

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    Derivative Vectors
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SUMMARY

This discussion focuses on the differentiation of vectors and matrices, specifically addressing the equations involving the variables ##y, \hat{y},## and ##\lambda##. The user seeks clarity on the differentiation process, particularly how to derive ##\frac{\partial J}{\partial \hat y}## and ##\frac{\partial J}{\partial \lambda}##. The differentiation employs the product rule and constant multiple rule, leading to the simplification of the equations. The final results indicate that both partial derivatives are set to zero for optimization purposes.

PREREQUISITES
  • Understanding of vector calculus and matrix differentiation
  • Familiarity with the product rule and constant multiple rule in calculus
  • Knowledge of optimization techniques in mathematical contexts
  • Basic concepts of linear algebra, particularly regarding matrices and vectors
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  • Study the product rule and constant multiple rule in vector calculus
  • Learn about matrix differentiation techniques and their applications
  • Explore optimization methods in calculus, focusing on setting derivatives to zero
  • Review linear algebra concepts related to matrix operations and vector spaces
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Students and professionals in mathematics, engineering, and data science who are looking to deepen their understanding of vector differentiation and optimization techniques.

maistral
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Hi. I have this problem with differentiating vectors.

Primarily because I have no experience at all (or whatsoever) about differentiating vectors. I am at a total loss here. I even have no idea regarding the difficulty of this (thus the [ I ] prefix). Please help me.

How did the two equations below come out? Can someone show me formulas on how did these appear? What happened to the T? :H:cry::cry::cry:

I did search for resources over the net about formulas and I got even more confused.

The bolded variables are matrices... or vectors. I think.

14kzl1z.png
 
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maistral said:
Hi. I have this problem with differentiating vectors.

Primarily because I have no experience at all (or whatsoever) about differentiating vectors. I am at a total loss here. I even have no idea regarding the difficulty of this (thus the [ I ] prefix). Please help me.

How did the two equations below come out? Can someone show me formulas on how did these appear? What happened to the T? :H:cry::cry::cry:

I did search for resources over the net about formulas and I got even more confused.

The bolded variables are matrices... or vectors. I think.

View attachment 195869
It seems to me that A and V-1 are square matrices, and that ##y, \hat{y}##, and ##\lambda## are vectors of a suitable size to make the multiplication operation defined.
To get ##\frac{\partial J}{\partial \hat y}##, they used the product rule for the first term, what amounts to the constant multiple rule for the second term. After this, it appears that they then did some simplification to get their answer into the form you show.
To get ##\frac{\partial J}{\partial \lambda}##, they differentiated ##-2\lambda^TA\hat y##, which would result in ##-2A\hat y##.
Further, it appears to me that both partials were then set to 0.
 

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