All Questions
Tagged with derivations linear-algebra
3 questions
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]...