Math Problem Statement
Recall that for a vector ๐ฃ โ R^๐, the transposed vector is denoted ๐ฃ^T. Use the upper/lower notation for components respectively partial derivations (๐๐^๐)/(๐๐ฆ^๐)=: ๐^๐_๐ and (๐^2๐^๐)/(๐๐ฆ^๐๐๐ฆ^๐)=: ๐^๐_(๐๐) . We note by ๐_๐ฆ the so-called Jacobian matrix of ๐ = ๐ (๐ฆ), that is the matrix with entries (๐_๐ฆ )(๐๐) = ๐^๐_๐, then ๐^2_๐ฆ is the matrix product and ๐(๐ฆ๐ฆ) has entries (๐^๐_(๐๐)). Consider a function ๐ : R^๐ โ R^๐ ๐ (๐ฆ) = (๐^1(๐ฆ^1, . . . , ๐ฆ^๐), . . . , ๐^๐ (๐ฆ^1, . . . , ๐ฆ^๐))^T. Show that the following identity holds (๐_๐ฆ ๐ )๐ฆ ๐ = ๐^T๐(๐ฆ๐ฆ) ๐ + ๐^2_๐ฆ๐
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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