# Matrix Derivative

1. Feb 27, 2010

### sauravrt

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

Last edited: Feb 27, 2010
2. Feb 28, 2010

Yes it is.