Linear Algebra : Matrix Calculus

Study concepts, example questions & explanations for Linear Algebra

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Example Questions

Example Question #11 : Linear Algebra

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Example Question #12 : The Gradient

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Example Question #13 : The Gradient

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Example Question #14 : The Gradient

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Example Question #11 : Matrix Calculus

Evaluate the gradient vector of  at .

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The gradient of  is the vector of partial first derivatives 

. Find these derivatives:

 

 

Evaluate  and :

 

 

The gradient vector is 

Example Question #16 : The Gradient

Define  as follows:

Evaluate the Jacobian matrix of  at .

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The Jacobian matrix of a function   is the matrix of partial first derivatives

Find each partial first derivative, and evaluate the expression at .

 

 

 

 

The Jacobian matrix at  is .

Example Question #1 : The Hessian

Set up a Hessian Matrix from the following equation,

 

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Recall what a hessian matrix is:

 

         

 

Now let's calculate each second order derivative separately, and then put it into the matrix.

 

Now we put each entry into its place in the Hessian Matrix, and it should look like

 

 

Example Question #2 : The Hessian

Find the Hessian of the following function.

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Recall the Hessian

   

 

So lets find the partial derivatives, and then put them into matrix form.

      

 

Now lets put them into the matrix

 

 

 

 

Example Question #1 : The Hessian

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Example Question #4 : The Hessian

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