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B4. Some Derivatives of Scalar Value Functions With Respect to a Vector

The first derivative of the scalar product of two Vectors $\vec{a}$ and $\vec{p}$ is

\begin{displaymath}
\frac{\partial \vec{a} \vec{p}}
{\partial \vec{p}} =
\frac{\partial \vec{p} \vec{a}}
{\partial \vec{p}} = \vec{a}
\end{displaymath} (B6)

if vector $\vec{a}$ is independent of $\vec{p}$.

The derivative of the matrix built by the product of $\vec{p}^{\cal T} \mathcal{A} \vec{p}$ is


\begin{displaymath}
\frac{\partial \vec{p}^{\cal T} \mathcal{A} \vec{p}}
{\part...
...} =
\left ( \mathcal{A} + \mathcal{A}^{\cal T} \right) \vec{p}
\end{displaymath} (B7)

if the matrix $\mathcal{A}$ is quadratic and independent of $\vec{p}$.




R. Plasun