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How can I calculate the partial derivative $fracpartialpartial vecx fleft(Avecx + vecbright)$ using matrix calculus?


How to transform between two layout forms of matrix calculus?How can I differentiate the following using Matrix Calculus?How can I optimise a scalar function over a matrix?How do I deal with this Diag operator when differentiating with respect to a matrix?Matrix calculus: Show that $fracpartial A thetapartial theta=A^T$Partial derivative of a function with respect to a MatrixMatrix Differentiation of Fraction PowerHow to take partial derivative of a matrix with respect to another matrixWhy is $fracpartial operatornameTr(mathbf X^n)partial mathbf X=nleft(mathbf X^n-1right)^T ?$How to find $fracpartialpartial mathbfQleft(x_2^intercal (mathbfI_Totimes mathbfQ)^-1x_2right)$?













0












$begingroup$


I want to calculate $fracpartialpartial vecx fleft(Avecx + vecbright)$ where $vecx, vecb in mathbbR^n$ and $f: mathbbR^n rightarrow mathbbR^n$ which is applied element-wise. Is it correct that since both $vecx$ and $fleft(Avecx + vecbright)$ are vectors the partial derivative must be a Jacobian matrix? I tried applying the chain rule and various identities I have found on Wikipedia, but I am very unsure about the result:
$$fracpartialpartial vecx fleft(Avecx + vecbright) = fracpartialpartial vecx left(Avecx + vecbright)operatornamediagleft(f'left(Avecx + vecbright)right) = Aoperatornamediagleft(f'left(Avecx + vecbright)right)$$










share|cite|improve this question











$endgroup$
















    0












    $begingroup$


    I want to calculate $fracpartialpartial vecx fleft(Avecx + vecbright)$ where $vecx, vecb in mathbbR^n$ and $f: mathbbR^n rightarrow mathbbR^n$ which is applied element-wise. Is it correct that since both $vecx$ and $fleft(Avecx + vecbright)$ are vectors the partial derivative must be a Jacobian matrix? I tried applying the chain rule and various identities I have found on Wikipedia, but I am very unsure about the result:
    $$fracpartialpartial vecx fleft(Avecx + vecbright) = fracpartialpartial vecx left(Avecx + vecbright)operatornamediagleft(f'left(Avecx + vecbright)right) = Aoperatornamediagleft(f'left(Avecx + vecbright)right)$$










    share|cite|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      I want to calculate $fracpartialpartial vecx fleft(Avecx + vecbright)$ where $vecx, vecb in mathbbR^n$ and $f: mathbbR^n rightarrow mathbbR^n$ which is applied element-wise. Is it correct that since both $vecx$ and $fleft(Avecx + vecbright)$ are vectors the partial derivative must be a Jacobian matrix? I tried applying the chain rule and various identities I have found on Wikipedia, but I am very unsure about the result:
      $$fracpartialpartial vecx fleft(Avecx + vecbright) = fracpartialpartial vecx left(Avecx + vecbright)operatornamediagleft(f'left(Avecx + vecbright)right) = Aoperatornamediagleft(f'left(Avecx + vecbright)right)$$










      share|cite|improve this question











      $endgroup$




      I want to calculate $fracpartialpartial vecx fleft(Avecx + vecbright)$ where $vecx, vecb in mathbbR^n$ and $f: mathbbR^n rightarrow mathbbR^n$ which is applied element-wise. Is it correct that since both $vecx$ and $fleft(Avecx + vecbright)$ are vectors the partial derivative must be a Jacobian matrix? I tried applying the chain rule and various identities I have found on Wikipedia, but I am very unsure about the result:
      $$fracpartialpartial vecx fleft(Avecx + vecbright) = fracpartialpartial vecx left(Avecx + vecbright)operatornamediagleft(f'left(Avecx + vecbright)right) = Aoperatornamediagleft(f'left(Avecx + vecbright)right)$$







      matrix-calculus






      share|cite|improve this question















      share|cite|improve this question













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      share|cite|improve this question








      edited Mar 21 '16 at 15:12







      Lenar Hoyt

















      asked Mar 21 '16 at 14:49









      Lenar HoytLenar Hoyt

      534618




      534618




















          4 Answers
          4






          active

          oldest

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          1












          $begingroup$

          It will be in Jacobian form:



          $fracdelta (f_i)delta(x_j)(Ax+b) * A = Jf(Ax+b)*A$



          where $f(x_1,...,x_n) = (f_1(x_1,...,x_n),...f_n(x_1,...,x_n))$






          share|cite|improve this answer









          $endgroup$




















            3












            $begingroup$

            I'll assume that you have a specific function in mind, for which you know the derivative,
            $$eqalign
            fracdf(z)dz &= g(z) cr
            df &= g,dz cr
            $$

            When this function is applied element-wise to a vector argument,
            the Hadamard ($circ$) Product must be used in the differential
            $$eqalign
            df &= gcirc dz cr
            $$

            For this problem, define
            $$eqalign
            z &= Ax + b cr
            dz &= A,dx cr
            $$

            then the differential of your function is
            $$eqalign
            df &= gcirc dz cr
            &= G,dz cr
            &= GA,dx cr
            fracpartial fpartial x &= GA cr
            $$

            where the matrix
            $,G = rm Diag(g)$






            share|cite|improve this answer











            $endgroup$




















              1












              $begingroup$

              Yes, it is a Jacobian matrix. When I get confused with vectors/tensors ("was there a transpose?"), I always start writing down a couple of components and then try to infer what the general expression is.



              If you tried but still can't figure it out, read further. Let's compute the derivative of the $i$-th component of $f$ with respect of the $j$-th componente of $x$. To do this, don't forget that every component of $Ax+b$ depends on $x_j$, so we need to use the chain rule $n$ times.



              $$
              partial_x_j(f_i(Ax+b)) =\
              (partial_x_1f_i)(Ax+b)cdot partial_x_j(Ax+b)_1+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_j(Ax+b)_n\
              =(partial_x_1f_i)(Ax+b)cdot partial_x_ja_1j+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_ja_nj\
              =(nabla f_i)(Ax+b)cdot a_j
              $$
              where $a_j$ is the $j$-th column of $A$. So how does this read when we put all the components together? The entry $J_ij$ of the Jacobian is what we just computed. Well, $J_ij$ is the product of the $i$-th row of $J_f$ with the $j$-th column of $A$. Therefore, denoting products with $*$ to not confuse with function evaluation,
              $$
              J_f(Ax+b) = J_f(Ax+b)*A.
              $$






              share|cite|improve this answer









              $endgroup$




















                0












                $begingroup$

                What is your definition of $fracpartialpartial vec x$?



                If we use the definition
                $$
                fracpartial g partial vec x(vec a) = lim_h to 0 fracg(a+h vec x)-g(a)h,
                $$
                (for a function $g:mathbb R^n to mathbb R$), then the usual rules of limits should give the answer $A$.






                share|cite|improve this answer









                $endgroup$













                  Your Answer





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                  4 Answers
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                  4 Answers
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                  1












                  $begingroup$

                  It will be in Jacobian form:



                  $fracdelta (f_i)delta(x_j)(Ax+b) * A = Jf(Ax+b)*A$



                  where $f(x_1,...,x_n) = (f_1(x_1,...,x_n),...f_n(x_1,...,x_n))$






                  share|cite|improve this answer









                  $endgroup$

















                    1












                    $begingroup$

                    It will be in Jacobian form:



                    $fracdelta (f_i)delta(x_j)(Ax+b) * A = Jf(Ax+b)*A$



                    where $f(x_1,...,x_n) = (f_1(x_1,...,x_n),...f_n(x_1,...,x_n))$






                    share|cite|improve this answer









                    $endgroup$















                      1












                      1








                      1





                      $begingroup$

                      It will be in Jacobian form:



                      $fracdelta (f_i)delta(x_j)(Ax+b) * A = Jf(Ax+b)*A$



                      where $f(x_1,...,x_n) = (f_1(x_1,...,x_n),...f_n(x_1,...,x_n))$






                      share|cite|improve this answer









                      $endgroup$



                      It will be in Jacobian form:



                      $fracdelta (f_i)delta(x_j)(Ax+b) * A = Jf(Ax+b)*A$



                      where $f(x_1,...,x_n) = (f_1(x_1,...,x_n),...f_n(x_1,...,x_n))$







                      share|cite|improve this answer












                      share|cite|improve this answer



                      share|cite|improve this answer










                      answered Mar 21 '16 at 15:18









                      crbahcrbah

                      1,08246




                      1,08246





















                          3












                          $begingroup$

                          I'll assume that you have a specific function in mind, for which you know the derivative,
                          $$eqalign
                          fracdf(z)dz &= g(z) cr
                          df &= g,dz cr
                          $$

                          When this function is applied element-wise to a vector argument,
                          the Hadamard ($circ$) Product must be used in the differential
                          $$eqalign
                          df &= gcirc dz cr
                          $$

                          For this problem, define
                          $$eqalign
                          z &= Ax + b cr
                          dz &= A,dx cr
                          $$

                          then the differential of your function is
                          $$eqalign
                          df &= gcirc dz cr
                          &= G,dz cr
                          &= GA,dx cr
                          fracpartial fpartial x &= GA cr
                          $$

                          where the matrix
                          $,G = rm Diag(g)$






                          share|cite|improve this answer











                          $endgroup$

















                            3












                            $begingroup$

                            I'll assume that you have a specific function in mind, for which you know the derivative,
                            $$eqalign
                            fracdf(z)dz &= g(z) cr
                            df &= g,dz cr
                            $$

                            When this function is applied element-wise to a vector argument,
                            the Hadamard ($circ$) Product must be used in the differential
                            $$eqalign
                            df &= gcirc dz cr
                            $$

                            For this problem, define
                            $$eqalign
                            z &= Ax + b cr
                            dz &= A,dx cr
                            $$

                            then the differential of your function is
                            $$eqalign
                            df &= gcirc dz cr
                            &= G,dz cr
                            &= GA,dx cr
                            fracpartial fpartial x &= GA cr
                            $$

                            where the matrix
                            $,G = rm Diag(g)$






                            share|cite|improve this answer











                            $endgroup$















                              3












                              3








                              3





                              $begingroup$

                              I'll assume that you have a specific function in mind, for which you know the derivative,
                              $$eqalign
                              fracdf(z)dz &= g(z) cr
                              df &= g,dz cr
                              $$

                              When this function is applied element-wise to a vector argument,
                              the Hadamard ($circ$) Product must be used in the differential
                              $$eqalign
                              df &= gcirc dz cr
                              $$

                              For this problem, define
                              $$eqalign
                              z &= Ax + b cr
                              dz &= A,dx cr
                              $$

                              then the differential of your function is
                              $$eqalign
                              df &= gcirc dz cr
                              &= G,dz cr
                              &= GA,dx cr
                              fracpartial fpartial x &= GA cr
                              $$

                              where the matrix
                              $,G = rm Diag(g)$






                              share|cite|improve this answer











                              $endgroup$



                              I'll assume that you have a specific function in mind, for which you know the derivative,
                              $$eqalign
                              fracdf(z)dz &= g(z) cr
                              df &= g,dz cr
                              $$

                              When this function is applied element-wise to a vector argument,
                              the Hadamard ($circ$) Product must be used in the differential
                              $$eqalign
                              df &= gcirc dz cr
                              $$

                              For this problem, define
                              $$eqalign
                              z &= Ax + b cr
                              dz &= A,dx cr
                              $$

                              then the differential of your function is
                              $$eqalign
                              df &= gcirc dz cr
                              &= G,dz cr
                              &= GA,dx cr
                              fracpartial fpartial x &= GA cr
                              $$

                              where the matrix
                              $,G = rm Diag(g)$







                              share|cite|improve this answer














                              share|cite|improve this answer



                              share|cite|improve this answer








                              edited Mar 20 at 17:46

























                              answered Mar 21 '16 at 16:43









                              lynnlynn

                              2,116177




                              2,116177





















                                  1












                                  $begingroup$

                                  Yes, it is a Jacobian matrix. When I get confused with vectors/tensors ("was there a transpose?"), I always start writing down a couple of components and then try to infer what the general expression is.



                                  If you tried but still can't figure it out, read further. Let's compute the derivative of the $i$-th component of $f$ with respect of the $j$-th componente of $x$. To do this, don't forget that every component of $Ax+b$ depends on $x_j$, so we need to use the chain rule $n$ times.



                                  $$
                                  partial_x_j(f_i(Ax+b)) =\
                                  (partial_x_1f_i)(Ax+b)cdot partial_x_j(Ax+b)_1+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_j(Ax+b)_n\
                                  =(partial_x_1f_i)(Ax+b)cdot partial_x_ja_1j+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_ja_nj\
                                  =(nabla f_i)(Ax+b)cdot a_j
                                  $$
                                  where $a_j$ is the $j$-th column of $A$. So how does this read when we put all the components together? The entry $J_ij$ of the Jacobian is what we just computed. Well, $J_ij$ is the product of the $i$-th row of $J_f$ with the $j$-th column of $A$. Therefore, denoting products with $*$ to not confuse with function evaluation,
                                  $$
                                  J_f(Ax+b) = J_f(Ax+b)*A.
                                  $$






                                  share|cite|improve this answer









                                  $endgroup$

















                                    1












                                    $begingroup$

                                    Yes, it is a Jacobian matrix. When I get confused with vectors/tensors ("was there a transpose?"), I always start writing down a couple of components and then try to infer what the general expression is.



                                    If you tried but still can't figure it out, read further. Let's compute the derivative of the $i$-th component of $f$ with respect of the $j$-th componente of $x$. To do this, don't forget that every component of $Ax+b$ depends on $x_j$, so we need to use the chain rule $n$ times.



                                    $$
                                    partial_x_j(f_i(Ax+b)) =\
                                    (partial_x_1f_i)(Ax+b)cdot partial_x_j(Ax+b)_1+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_j(Ax+b)_n\
                                    =(partial_x_1f_i)(Ax+b)cdot partial_x_ja_1j+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_ja_nj\
                                    =(nabla f_i)(Ax+b)cdot a_j
                                    $$
                                    where $a_j$ is the $j$-th column of $A$. So how does this read when we put all the components together? The entry $J_ij$ of the Jacobian is what we just computed. Well, $J_ij$ is the product of the $i$-th row of $J_f$ with the $j$-th column of $A$. Therefore, denoting products with $*$ to not confuse with function evaluation,
                                    $$
                                    J_f(Ax+b) = J_f(Ax+b)*A.
                                    $$






                                    share|cite|improve this answer









                                    $endgroup$















                                      1












                                      1








                                      1





                                      $begingroup$

                                      Yes, it is a Jacobian matrix. When I get confused with vectors/tensors ("was there a transpose?"), I always start writing down a couple of components and then try to infer what the general expression is.



                                      If you tried but still can't figure it out, read further. Let's compute the derivative of the $i$-th component of $f$ with respect of the $j$-th componente of $x$. To do this, don't forget that every component of $Ax+b$ depends on $x_j$, so we need to use the chain rule $n$ times.



                                      $$
                                      partial_x_j(f_i(Ax+b)) =\
                                      (partial_x_1f_i)(Ax+b)cdot partial_x_j(Ax+b)_1+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_j(Ax+b)_n\
                                      =(partial_x_1f_i)(Ax+b)cdot partial_x_ja_1j+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_ja_nj\
                                      =(nabla f_i)(Ax+b)cdot a_j
                                      $$
                                      where $a_j$ is the $j$-th column of $A$. So how does this read when we put all the components together? The entry $J_ij$ of the Jacobian is what we just computed. Well, $J_ij$ is the product of the $i$-th row of $J_f$ with the $j$-th column of $A$. Therefore, denoting products with $*$ to not confuse with function evaluation,
                                      $$
                                      J_f(Ax+b) = J_f(Ax+b)*A.
                                      $$






                                      share|cite|improve this answer









                                      $endgroup$



                                      Yes, it is a Jacobian matrix. When I get confused with vectors/tensors ("was there a transpose?"), I always start writing down a couple of components and then try to infer what the general expression is.



                                      If you tried but still can't figure it out, read further. Let's compute the derivative of the $i$-th component of $f$ with respect of the $j$-th componente of $x$. To do this, don't forget that every component of $Ax+b$ depends on $x_j$, so we need to use the chain rule $n$ times.



                                      $$
                                      partial_x_j(f_i(Ax+b)) =\
                                      (partial_x_1f_i)(Ax+b)cdot partial_x_j(Ax+b)_1+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_j(Ax+b)_n\
                                      =(partial_x_1f_i)(Ax+b)cdot partial_x_ja_1j+cdots+(partial_x_nf_i)(Ax+b)cdot partial_x_ja_nj\
                                      =(nabla f_i)(Ax+b)cdot a_j
                                      $$
                                      where $a_j$ is the $j$-th column of $A$. So how does this read when we put all the components together? The entry $J_ij$ of the Jacobian is what we just computed. Well, $J_ij$ is the product of the $i$-th row of $J_f$ with the $j$-th column of $A$. Therefore, denoting products with $*$ to not confuse with function evaluation,
                                      $$
                                      J_f(Ax+b) = J_f(Ax+b)*A.
                                      $$







                                      share|cite|improve this answer












                                      share|cite|improve this answer



                                      share|cite|improve this answer










                                      answered Mar 21 '16 at 15:15









                                      bartgolbartgol

                                      5,0781420




                                      5,0781420





















                                          0












                                          $begingroup$

                                          What is your definition of $fracpartialpartial vec x$?



                                          If we use the definition
                                          $$
                                          fracpartial g partial vec x(vec a) = lim_h to 0 fracg(a+h vec x)-g(a)h,
                                          $$
                                          (for a function $g:mathbb R^n to mathbb R$), then the usual rules of limits should give the answer $A$.






                                          share|cite|improve this answer









                                          $endgroup$

















                                            0












                                            $begingroup$

                                            What is your definition of $fracpartialpartial vec x$?



                                            If we use the definition
                                            $$
                                            fracpartial g partial vec x(vec a) = lim_h to 0 fracg(a+h vec x)-g(a)h,
                                            $$
                                            (for a function $g:mathbb R^n to mathbb R$), then the usual rules of limits should give the answer $A$.






                                            share|cite|improve this answer









                                            $endgroup$















                                              0












                                              0








                                              0





                                              $begingroup$

                                              What is your definition of $fracpartialpartial vec x$?



                                              If we use the definition
                                              $$
                                              fracpartial g partial vec x(vec a) = lim_h to 0 fracg(a+h vec x)-g(a)h,
                                              $$
                                              (for a function $g:mathbb R^n to mathbb R$), then the usual rules of limits should give the answer $A$.






                                              share|cite|improve this answer









                                              $endgroup$



                                              What is your definition of $fracpartialpartial vec x$?



                                              If we use the definition
                                              $$
                                              fracpartial g partial vec x(vec a) = lim_h to 0 fracg(a+h vec x)-g(a)h,
                                              $$
                                              (for a function $g:mathbb R^n to mathbb R$), then the usual rules of limits should give the answer $A$.







                                              share|cite|improve this answer












                                              share|cite|improve this answer



                                              share|cite|improve this answer










                                              answered Mar 21 '16 at 14:56









                                              Fredrik MeyerFredrik Meyer

                                              15.3k24165




                                              15.3k24165



























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