- #1
- 1,010
- 11
Referring to:
http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/calculus.html#deriv_quad
Is there an easy way to illustrate why the following is true?
[tex]d(x^TCx) = x^T(C+C^T)dx[/tex]
My attempt at using the product rule doesn't seem to work:
[tex]A = x^TC[/tex]
[tex]B = x[/tex]
[tex]d(AB) = (dA)B + A(dB) = d(x^TC)x + x^TC[/tex]
http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/calculus.html#deriv_quad
Is there an easy way to illustrate why the following is true?
[tex]d(x^TCx) = x^T(C+C^T)dx[/tex]
My attempt at using the product rule doesn't seem to work:
[tex]A = x^TC[/tex]
[tex]B = x[/tex]
[tex]d(AB) = (dA)B + A(dB) = d(x^TC)x + x^TC[/tex]
Last edited: