Saturday, January 13, 2024

Can you show the derivative X-transpose.X wrt x?

Certainly! Let's assume that XX is a column vector (a matrix with only one column). In that case, XTX^T is the transpose of XX, and X⋅XTX \cdot X^T results in a square matrix.

Let X=[x1,x2,…,xn]TX = [x_1, x_2, \ldots, x_n]^T, where xix_i represents the elements of the column vector XX.

Now, let's find the derivative of XT⋅XX^T \cdot X with respect to XX. The result will be a matrix of the same size as XX.

∂(XT⋅X)∂X\frac{\partial (X^T \cdot X)}{\partial X}

∂(XT⋅X)∂X=∂∂X([x1x2⋮xn]⋅[x1,x2,…,xn])\frac{\partial (X^T \cdot X)}{\partial X} = \frac{\partial}{\partial X} \left( \begin{bmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{bmatrix} \cdot [x_1, x_2, \ldots, x_n] \right)

=∂∂X(x12+x22+…+xn2)= \frac{\partial}{\partial X} \left( x_1^2 + x_2^2 + \ldots + x_n^2 \right)

=[2x12x2⋮2xn]= \begin{bmatrix} 2x_1 \\ 2x_2 \\ \vdots \\ 2x_n \end{bmatrix}

So, the derivative of XT⋅XX^T \cdot X with respect to XX is a column vector with each element being twice the corresponding element of XX:

∂(XT⋅X)∂X=[2x12x2⋮2xn]\frac{\partial (X^T \cdot X)}{\partial X} = \begin{bmatrix} 2x_1 \\ 2x_2 \\ \vdots \\ 2x_n \end{bmatrix}

If you want, you can take the 2 out from the column vector in the final result.

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