Derivative of $f = {rm tr} left[ U^T ; {rm unvec} left( B {rm vec}(X) right) right]$ w.r.t. $X$?
up vote
-1
down vote
favorite
Let a block diagonal matrix reads $$B := {rm blkdiag}left(A_1, cdots, A_i, cdots, A_N right) in mathbb{R}^{MN times KN} ,$$ where $A_i in mathbb{R}^{M times K}$.
How to take the derivative of $f = {rm tr} left[ U^T ; {rm unvec} left( B {rm vec}(X) right) right]$, where $U in mathbb{R}^{M times N}$ and $X in mathbb{R}^{K times N}$ w.r.t. $X$?
multivariable-calculus matrix-calculus
add a comment |
up vote
-1
down vote
favorite
Let a block diagonal matrix reads $$B := {rm blkdiag}left(A_1, cdots, A_i, cdots, A_N right) in mathbb{R}^{MN times KN} ,$$ where $A_i in mathbb{R}^{M times K}$.
How to take the derivative of $f = {rm tr} left[ U^T ; {rm unvec} left( B {rm vec}(X) right) right]$, where $U in mathbb{R}^{M times N}$ and $X in mathbb{R}^{K times N}$ w.r.t. $X$?
multivariable-calculus matrix-calculus
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49
add a comment |
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
Let a block diagonal matrix reads $$B := {rm blkdiag}left(A_1, cdots, A_i, cdots, A_N right) in mathbb{R}^{MN times KN} ,$$ where $A_i in mathbb{R}^{M times K}$.
How to take the derivative of $f = {rm tr} left[ U^T ; {rm unvec} left( B {rm vec}(X) right) right]$, where $U in mathbb{R}^{M times N}$ and $X in mathbb{R}^{K times N}$ w.r.t. $X$?
multivariable-calculus matrix-calculus
Let a block diagonal matrix reads $$B := {rm blkdiag}left(A_1, cdots, A_i, cdots, A_N right) in mathbb{R}^{MN times KN} ,$$ where $A_i in mathbb{R}^{M times K}$.
How to take the derivative of $f = {rm tr} left[ U^T ; {rm unvec} left( B {rm vec}(X) right) right]$, where $U in mathbb{R}^{M times N}$ and $X in mathbb{R}^{K times N}$ w.r.t. $X$?
multivariable-calculus matrix-calculus
multivariable-calculus matrix-calculus
asked Nov 25 at 19:20
learning
275
275
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49
add a comment |
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49
add a comment |
1 Answer
1
active
oldest
votes
up vote
1
down vote
accepted
Define the vectors
$$eqalign{
x &= {rm vec}(X) cr
u &= {rm vec}(U) cr
}$$
Write your function in terms of the vectors. Then find the differential and gradient.
$$eqalign{
f &= u^TBx = (B^Tu)^Tx cr
df &= (B^Tu)^T,dx cr
frac{partial f}{partial x} &= B^Tu cr
}$$
Now de-vectorize this to obtain a matrix result.
$$eqalign{
frac{partial f}{partial X} &= {rm unvec}(B^Tu) cr
}$$
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Define the vectors
$$eqalign{
x &= {rm vec}(X) cr
u &= {rm vec}(U) cr
}$$
Write your function in terms of the vectors. Then find the differential and gradient.
$$eqalign{
f &= u^TBx = (B^Tu)^Tx cr
df &= (B^Tu)^T,dx cr
frac{partial f}{partial x} &= B^Tu cr
}$$
Now de-vectorize this to obtain a matrix result.
$$eqalign{
frac{partial f}{partial X} &= {rm unvec}(B^Tu) cr
}$$
add a comment |
up vote
1
down vote
accepted
Define the vectors
$$eqalign{
x &= {rm vec}(X) cr
u &= {rm vec}(U) cr
}$$
Write your function in terms of the vectors. Then find the differential and gradient.
$$eqalign{
f &= u^TBx = (B^Tu)^Tx cr
df &= (B^Tu)^T,dx cr
frac{partial f}{partial x} &= B^Tu cr
}$$
Now de-vectorize this to obtain a matrix result.
$$eqalign{
frac{partial f}{partial X} &= {rm unvec}(B^Tu) cr
}$$
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Define the vectors
$$eqalign{
x &= {rm vec}(X) cr
u &= {rm vec}(U) cr
}$$
Write your function in terms of the vectors. Then find the differential and gradient.
$$eqalign{
f &= u^TBx = (B^Tu)^Tx cr
df &= (B^Tu)^T,dx cr
frac{partial f}{partial x} &= B^Tu cr
}$$
Now de-vectorize this to obtain a matrix result.
$$eqalign{
frac{partial f}{partial X} &= {rm unvec}(B^Tu) cr
}$$
Define the vectors
$$eqalign{
x &= {rm vec}(X) cr
u &= {rm vec}(U) cr
}$$
Write your function in terms of the vectors. Then find the differential and gradient.
$$eqalign{
f &= u^TBx = (B^Tu)^Tx cr
df &= (B^Tu)^T,dx cr
frac{partial f}{partial x} &= B^Tu cr
}$$
Now de-vectorize this to obtain a matrix result.
$$eqalign{
frac{partial f}{partial X} &= {rm unvec}(B^Tu) cr
}$$
answered Nov 25 at 20:19
greg
7,3251720
7,3251720
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3013264%2fderivative-of-f-rm-tr-left-ut-rm-unvec-left-b-rm-vecx-r%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Just clarification. does "unvec" operation creates matrix, that is reverse operation of a "vec"?
– user550103
Nov 25 at 19:24
@user550103. yes, that's correct.
– learning
Nov 25 at 19:25
What hapened when you evaluated $$f(X+H)-f(X)$$ with $H$ small?
– Did
Nov 25 at 19:49