Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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?
    \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. jcsd
  3. Feb 28, 2010 #2
    Yes it is.
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook