- #1
sauravrt
- 15
- 0
I'm trying to do a matrix derivative.
\theta , \text{a scalar, is my parameter for derivative}
\mathbf{y} is an Nx1 vector independent of \theta
\mathbf{R}
is an NxN Hermitian matrix a function of \theta
Is the following correct?
<br /> \frac{\partial \mathbf{y^H R^{-1} y}}{\partial \theta} = \mathbf{y^H} \frac{\partial \mathbf{R^{-1}}}{\partial \theta} \mathbf{y}<br />
\theta , \text{a scalar, is my parameter for derivative}
\mathbf{y} is an Nx1 vector independent of \theta
\mathbf{R}
is an NxN Hermitian matrix a function of \theta
Is the following correct?
<br /> \frac{\partial \mathbf{y^H R^{-1} y}}{\partial \theta} = \mathbf{y^H} \frac{\partial \mathbf{R^{-1}}}{\partial \theta} \mathbf{y}<br />
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