Math Problem Statement

Recall that for a vector 𝑣 ∈ R^π‘š, the transposed vector is denoted 𝑣^T. Use the upper/lower notation for components respectively partial derivations (πœ•π‘“^𝑖)/(πœ•π‘¦^π‘˜)=: 𝑓^𝑖_π‘˜ and (πœ•^2𝑓^𝑖)/(πœ•π‘¦^π‘˜πœ•π‘¦^𝑙)=: 𝑓^𝑖_(π‘˜π‘™) . We note by 𝑓_𝑦 the so-called Jacobian matrix of 𝑓 = 𝑓 (𝑦), that is the matrix with entries (𝑓_𝑦 )(𝑖𝑗) = 𝑓^𝑖_𝑗, then 𝑓^2_𝑦 is the matrix product and 𝑓(𝑦𝑦) has entries (𝑓^𝑖_(π‘˜π‘™)). Consider a function 𝑓 : R^π‘š β†’ R^π‘š 𝑓 (𝑦) = (𝑓^1(𝑦^1, . . . , 𝑦^π‘š), . . . , 𝑓^π‘š (𝑦^1, . . . , 𝑦^π‘š))^T. Show that the following identity holds (𝑓_𝑦 𝑓 )𝑦 𝑓 = 𝑓^T𝑓(𝑦𝑦) 𝑓 + 𝑓^2_𝑦𝑓

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