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1 vote
1 answer
293 views

Hessian matrix of vectorized matrix product

I need to find the Hessian Matrix of $f(X,Y) = C \operatorname{vec} (A X^{-1} Y)$ where $C$ and $A$ are constant matrices and $X$ and $Y$ are the variable matrices. This would be a vector function of ...
2 votes
0 answers
107 views

Gradient of QZ decomposition

Let $A$ and $B$ be an $m \times n$ matrix of rank $ k_1 \le \min(m,n) $ and $ k_2 \le \min(m,n) $. Then the QZ decomposition or the generalized Schur decomposition is $A = USV^T$ and $B = UTV^T $, ...
5 votes
3 answers
762 views

Does there exist another form of the derivative for polynomials?

Let $F : \mathbb{R}[X] \rightarrow \mathbb R[X]$ be a linear map and let $H \in \mathbb{R}[u,x,y,z]$ be a polynomial. Suppose that $$ F(P \cdot Q) = H(F(P),F(Q),P,Q)$$ for all $P, Q \in \mathbb{R}[X]...