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]

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# Matrix Derivative

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