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

Is there an easy way to illustrate why the following is true?

[tex]d(x^TCx) = x^T(C+C^T)dx[/tex]

My attempt at using the product rule doesn't seem to work:

[tex]A = x^TC[/tex]

[tex]B = x[/tex]

[tex]d(AB) = (dA)B + A(dB) = d(x^TC)x + x^TC[/tex]

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# Matrix Calculus

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