Hence, the derivative of d/dx (x*x') is (d/dx)x*x'+x*x

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In summary, the derivative of d/dx (x*x') where x is a vector and x' denotes x transpose is defined as the product of the derivative matrices of the individual matrices A and B. Using the product formula, the relation on the open interval (α,β) can be derived and it is shown that the derivative of AA^T is equal to the sum of the product of the derivative of A and A^T, and the product of A and the derivative of A^T.
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Fernando Revilla
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I quote a question from Yahoo! Answers

What is the derivative of d/dx (x*x') where x is a vector and x' denotes x transpose (note that x*x' is a matrix, and not the norm of x!)

I have given a link to the topic there so the OP can see my response.
 
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In general, if $A=[a_{ij}(x)],\;B=[b_{ij}(x)]$ are matrices $n\times n$ with $a_{ij}(x)$ and $b_{ij}(x)$ differentiable real funtions defined on the open interval $(\alpha,\beta)$, its derivative matrices are defined by $$\frac{d}{dx}A=\left[\frac{d}{dx}a_{ij}(x)\right],\;\frac{d}{dx}B=\left[\frac{d}{dx}b_{ij}(x)\right]$$ Using the product formula: $$A(x)B(x)=C(x)=[c_{ij}(x)] \quad \left(c_{ij}(x)=\sum_{k=1}^na_{ik}(x)b_{kj}(x) \right)$$
it is easy to prove the relation on $(\alpha,\beta)$ $$\frac{d}{dx}(AB)=\left(\frac{d}{dx}A\right)B+A \left(\frac{d}{dx}B\right) $$
as a consequence $$\frac{d}{dx}(AA^T)=\left(\frac{d}{dx}A\right)A^T+A\left(\frac{d}{dx}A^T\right)=\left(\frac{d}{dx}A\right)A^T+A\left(\frac{d}{dx}A\right)^T$$
 

FAQ: Hence, the derivative of d/dx (x*x') is (d/dx)x*x'+x*x

What is the derivative of AA^T?

The derivative of AA^T is a matrix with the same dimensions as AA^T, where each element is the derivative of the corresponding element in AA^T.

How do you calculate the derivative of AA^T?

To calculate the derivative of AA^T, you need to apply the product rule for derivatives. This involves taking the derivative of each term in AA^T and then multiplying it by the other term while keeping the order of multiplication the same.

Why is the derivative of AA^T important?

The derivative of AA^T is important because it allows us to calculate the rate of change of AA^T with respect to a variable. This can be useful in many fields, such as physics, engineering, and economics.

Can the derivative of AA^T be negative?

Yes, the derivative of AA^T can be negative. The sign of the derivative depends on the values of the elements in AA^T and the variable with respect to which the derivative is taken.

Is the derivative of AA^T always defined?

No, the derivative of AA^T is not always defined. It is only defined when the elements in AA^T are differentiable with respect to the variable of interest. If any element in AA^T is not differentiable, then the derivative of AA^T is not defined.

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