I'm trying to do a matrix derivative.(adsbygoogle = window.adsbygoogle || []).push({});

[tex] \theta , \text{a scalar, is my parameter for derivative} [/tex]

[tex]\mathbf{y}[/tex] is an Nx1 vector independent of [tex] \theta [/tex]

[tex]\mathbf{R} [/tex]

is an NxN Hermitian matrix a function of [tex]\theta[/tex]

Is the following correct?

[tex]

\frac{\partial \mathbf{y^H R^{-1} y}}{\partial \theta} = \mathbf{y^H} \frac{\partial \mathbf{R^{-1}}}{\partial \theta} \mathbf{y}

[/tex]

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Matrix Derivative

**Physics Forums | Science Articles, Homework Help, Discussion**