How to calculate the following $ fracpartialpartial x log (det X(x))$?
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How to calculate the following
$$ fracpartialpartial x log (det X(x))$$
where $X$ is a matrix in $mathbbR^ntimes n$ which is a function of $xin mathbbR^d$?
linear-algebra multivariable-calculus derivatives matrix-calculus
add a comment |Â
up vote
2
down vote
favorite
How to calculate the following
$$ fracpartialpartial x log (det X(x))$$
where $X$ is a matrix in $mathbbR^ntimes n$ which is a function of $xin mathbbR^d$?
linear-algebra multivariable-calculus derivatives matrix-calculus
1
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
1
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
How to calculate the following
$$ fracpartialpartial x log (det X(x))$$
where $X$ is a matrix in $mathbbR^ntimes n$ which is a function of $xin mathbbR^d$?
linear-algebra multivariable-calculus derivatives matrix-calculus
How to calculate the following
$$ fracpartialpartial x log (det X(x))$$
where $X$ is a matrix in $mathbbR^ntimes n$ which is a function of $xin mathbbR^d$?
linear-algebra multivariable-calculus derivatives matrix-calculus
edited Jul 23 at 7:17


user550103
502213
502213
asked Jul 23 at 6:16
user85361
331215
331215
1
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
1
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57
add a comment |Â
1
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
1
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57
1
1
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
1
1
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57
add a comment |Â
2 Answers
2
active
oldest
votes
up vote
1
down vote
accepted
beginequation
fracpartialpartial xlog(det(X(x))) = frac1det(X(x)) trleft(adj(X(x)) dX(x)right)
endequation
Edit:
"d" implies the gradient operator in the covariant form, which acts on the provided (1,1)-tensor in the usual way, making it a (2,1)-tensor.
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
 |Â
show 4 more comments
up vote
1
down vote
The gradient of $log det X$ with respect to the entries of $X$ is $X^-1$, so the total derivative with respect to $x$ is $sum_i sum_j (X^-1(x))_ij (X'_ij(x))$. Here, $X_ij(x)$ denotes the $i,j$-entry of $X(x)$, and $X'_ij$ denotes the derivative of this entry with respect to $x$. $X^-1(x)$ denotes the matrix inverse of $X(x)$.
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
beginequation
fracpartialpartial xlog(det(X(x))) = frac1det(X(x)) trleft(adj(X(x)) dX(x)right)
endequation
Edit:
"d" implies the gradient operator in the covariant form, which acts on the provided (1,1)-tensor in the usual way, making it a (2,1)-tensor.
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
 |Â
show 4 more comments
up vote
1
down vote
accepted
beginequation
fracpartialpartial xlog(det(X(x))) = frac1det(X(x)) trleft(adj(X(x)) dX(x)right)
endequation
Edit:
"d" implies the gradient operator in the covariant form, which acts on the provided (1,1)-tensor in the usual way, making it a (2,1)-tensor.
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
 |Â
show 4 more comments
up vote
1
down vote
accepted
up vote
1
down vote
accepted
beginequation
fracpartialpartial xlog(det(X(x))) = frac1det(X(x)) trleft(adj(X(x)) dX(x)right)
endequation
Edit:
"d" implies the gradient operator in the covariant form, which acts on the provided (1,1)-tensor in the usual way, making it a (2,1)-tensor.
beginequation
fracpartialpartial xlog(det(X(x))) = frac1det(X(x)) trleft(adj(X(x)) dX(x)right)
endequation
Edit:
"d" implies the gradient operator in the covariant form, which acts on the provided (1,1)-tensor in the usual way, making it a (2,1)-tensor.
edited Jul 23 at 7:56
answered Jul 23 at 7:01


Michael Paris
451111
451111
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
 |Â
show 4 more comments
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Do we have $X(x) fracpartialpartial xlog(det(X(x)))= tr(fracpartialpartial xX(x))$
– user85361
Jul 23 at 7:17
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
Is the result a vector or a matrix? What is the dimension of the result?
– user85361
Jul 23 at 7:29
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
It's just in mathrmR
– Michael Paris
Jul 23 at 7:34
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
$mathrmR$? How it is possible that a derivative with respect to a vector becomes only in $mathrmR$.?
– user85361
Jul 23 at 7:39
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
Oh, my bad. Should be in R^d then. Didn't notice that x in R^d.
– Michael Paris
Jul 23 at 7:41
 |Â
show 4 more comments
up vote
1
down vote
The gradient of $log det X$ with respect to the entries of $X$ is $X^-1$, so the total derivative with respect to $x$ is $sum_i sum_j (X^-1(x))_ij (X'_ij(x))$. Here, $X_ij(x)$ denotes the $i,j$-entry of $X(x)$, and $X'_ij$ denotes the derivative of this entry with respect to $x$. $X^-1(x)$ denotes the matrix inverse of $X(x)$.
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
add a comment |Â
up vote
1
down vote
The gradient of $log det X$ with respect to the entries of $X$ is $X^-1$, so the total derivative with respect to $x$ is $sum_i sum_j (X^-1(x))_ij (X'_ij(x))$. Here, $X_ij(x)$ denotes the $i,j$-entry of $X(x)$, and $X'_ij$ denotes the derivative of this entry with respect to $x$. $X^-1(x)$ denotes the matrix inverse of $X(x)$.
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
add a comment |Â
up vote
1
down vote
up vote
1
down vote
The gradient of $log det X$ with respect to the entries of $X$ is $X^-1$, so the total derivative with respect to $x$ is $sum_i sum_j (X^-1(x))_ij (X'_ij(x))$. Here, $X_ij(x)$ denotes the $i,j$-entry of $X(x)$, and $X'_ij$ denotes the derivative of this entry with respect to $x$. $X^-1(x)$ denotes the matrix inverse of $X(x)$.
The gradient of $log det X$ with respect to the entries of $X$ is $X^-1$, so the total derivative with respect to $x$ is $sum_i sum_j (X^-1(x))_ij (X'_ij(x))$. Here, $X_ij(x)$ denotes the $i,j$-entry of $X(x)$, and $X'_ij$ denotes the derivative of this entry with respect to $x$. $X^-1(x)$ denotes the matrix inverse of $X(x)$.
answered Jul 23 at 6:32
angryavian
34.6k12874
34.6k12874
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
add a comment |Â
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
Thank you. Although it must be very easy, I'm a little confused. Could you please show it in matrix notation form?
– user85361
Jul 23 at 6:52
add a comment |Â
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1
Do you know how to express a determinant as a sum? It will be a step in the right direction (Jacobi's formula). Also know that "inner times outer" applies here as well.
– Michael Paris
Jul 23 at 6:26
@MichaelParis, no, I don't know. Would you please explain a little?
– user85361
Jul 23 at 6:53
1
en.m.wikipedia.org/wiki/Jacobi%27s_formula. The determinant of a matrix has a couple of useful representations as a sum, one of which can be used to simplify your expression
– Michael Paris
Jul 23 at 6:57