Math Problem Statement
Recall that for a vector π£ β R^π, the transposed vector is denoted π£^T. Use the upper/lower notation for components respectively partial derivations (ππ^π)/(ππ¦^π)=: π^π_π and (π^2π^π)/(ππ¦^πππ¦^π)=: π^π_(ππ) . We note by π_π¦ the so-called Jacobian matrix of π = π (π¦), that is the matrix with entries (π_π¦ )(ππ) = π^π_π, then π^2_π¦ is the matrix product and π(π¦π¦) has entries (π^π_(ππ)). Consider a function π : R^π β R^π π (π¦) = (π^1(π¦^1, . . . , π¦^π), . . . , π^π (π¦^1, . . . , π¦^π))^T. Show that the following identity holds (π_π¦ π )π¦ π = π^Tπ(π¦π¦) π + π^2_π¦π
Solution
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Math Problem Analysis
Mathematical Concepts
Vector calculus
Matrix calculus
Jacobian matrix
Hessian matrix
Formulas
Product rule for matrix derivatives
Theorems
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Suitable Grade Level
Advanced undergraduate level
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