Matrix Derivation: What if the derivative, but matrices?
mathematicslinear-algebracalculus
What if the derivative, but matrices?
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You're likely referring to matrix calculus or the derivative of a matrix-valued function. In essence, this involves extending the concept of differentiation to matrix-valued functions. The derivative of a matrix with respect to a scalar is straightforward - it's simply the matrix of derivatives of each element. However, when differentiating with respect to a matrix or vector, things get more complex, involving concepts like the Jacobian matrix and matrix derivatives.
Key Takeaways
Matrix calculus extends differentiation to matrix-valued functions
Derivative of a matrix w.r.t. a scalar is the matrix of derivatives of its elements
Differentiating w.r.t. a matrix involves concepts like the Jacobian matrix
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