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Matrix Derivative

  1. Feb 27, 2010 #1
    I'm trying to do a matrix derivative.
    [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]
     
    Last edited: Feb 27, 2010
  2. jcsd
  3. Feb 28, 2010 #2
    Yes it is.
     
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