Matrix Derivative

  • Thread starter sauravrt
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  • #1
sauravrt
15
0
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:

Answers and Replies

  • #2
elibj123
240
2
Yes it is.
 

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