Gradient function using matrix notation

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  • #1
hotvette
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Main Question or Discussion Point

I think I'm having a brain freeze. I'm trying to determine grad f where f(x) = 1/2 xTQx + qTx. I can get to the point where df = (xTQ + qT)dx, but I don't know how to get to the final result grad f = Qx + q.

Can someone explain it?
 
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  • #2
tiny-tim
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hi hotvette! :smile:

Hint: use xTQx = ∑ij Qijxixj, qTx = ∑i qixi :wink:
 
  • #3
quasar987
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What is df = (xTQ + qT)dx supposed to mean?

Using the definition of the derivative Df, I calculated that the matrix of Df (that is, grad(f)) is, is ½(Qx+xQ)+q. If Q is a symmetric matrix, then xQ=Qx and we find your result grad(f)=Qx+q.
 
  • #4
hotvette
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tiny-tim and quasar987,

Thanks for your replies. The calculus classes I had (l-o-n-g time a go) never used matrix notation, so I'm trying to learn it on my own. I've been using this:

http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/calculus.html#deriv_linear

as a guide and was following the terminology in the link. I'm treating dx as a vector quantity (e.g. dx = [dx1, dx2, ..., dxn]T). I'm just having a hard time deriving the expression for grad f based on the info in the link. Also, sorry, but I don't see where the sum notation leads.
 
  • #5
tiny-tim
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  • #6
hotvette
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eugh! :yuck: I've never come across that terminology before, and I find it really confusing
I don't follow it very well either. I'd be delighted to use an understandable alternative. Are there any online references you'd recommend?
 

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