Math Problem Statement

Recall that for a vector ๐‘ฃ โˆˆ R^๐‘š, the transposed vector is denoted ๐‘ฃ^T. Use the upper/lower notation for components respectively partial derivations (๐œ•๐‘“^๐‘–)/(๐œ•๐‘ฆ^๐‘˜)=: ๐‘“^๐‘–_๐‘˜ and (๐œ•^2๐‘“^๐‘–)/(๐œ•๐‘ฆ^๐‘˜๐œ•๐‘ฆ^๐‘™)=: ๐‘“^๐‘–_(๐‘˜๐‘™) . We note by ๐‘“_๐‘ฆ the so-called Jacobian matrix of ๐‘“ = ๐‘“ (๐‘ฆ), that is the matrix with entries (๐‘“_๐‘ฆ )(๐‘–๐‘—) = ๐‘“^๐‘–_๐‘—, then ๐‘“^2_๐‘ฆ is the matrix product and ๐‘“(๐‘ฆ๐‘ฆ) has entries (๐‘“^๐‘–_(๐‘˜๐‘™)). Consider a function ๐‘“ : R^๐‘š โ†’ R^๐‘š ๐‘“ (๐‘ฆ) = (๐‘“^1(๐‘ฆ^1, . . . , ๐‘ฆ^๐‘š), . . . , ๐‘“^๐‘š (๐‘ฆ^1, . . . , ๐‘ฆ^๐‘š))^T. Show that the following identity holds (๐‘“_๐‘ฆ ๐‘“ )๐‘ฆ ๐‘“ = ๐‘“^T๐‘“(๐‘ฆ๐‘ฆ) ๐‘“ + ๐‘“^2_๐‘ฆ๐‘“

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