Matrix Calculus (Matrix-vector derivatives)

How to find derivatives of functions consisting of matrices and vectors? For example:
$$f(x) =x^TA^TAx$$
As I understand $$A^TA$$ can be treated as constant? How to treat $$x^T$$
My intuition tells me that somehow derivative should be taken in terms of product, but not sure product of what?


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Mathe Mathe
  • @Mathe wow, that's great. I will tip you a coffee next time when I will top up my balance. Thanks.

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    • Mathe Mathe

      Yes, I can. I would be happy to.

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    • Mathe Mathe

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    • @Mathe posted it here

  • @Mathe would you like to explain how backpropagation works? I want to see some example of it for simple MPL(1 input, 1 hidden and 1 output layers). Particularly interested in how Chain Rule is used there

    • Mathe Mathe

      I can, but I would need some time to prepare it. When do you want this?

    • today by the end of the day, how much would you like to get?

    • CEST time btw

    • Mathe Mathe

      I would have to rush some things, but I could have it in about 5 hours. Because you want such an specific example, I would charge you $70

    • @Mathe oh, that’s too much for me. Sorry for bothering you…

    • Mathe Mathe

      No problem. If you are interested I could give you a discount that I have more free time.

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