How to differentiate complex vector matrix expressions (quadratic forms, parametrically dependent matrices)? In mathematics, this is done by creating rules; I don’t know anything about other software packages.
For example:
Q1=x^T*A*x, and dQ1/dx=???
Q2=x^T*B(x)*x, and dQ2/dx=???
x is a vector, and A and B are matrices.
I know how to differentiate this manually, but I need Mathcad to do it automatically.
Hi,
Numerical differentiation you simply use the differentiation operator. It is that simple.
Cheers
Terry
I forgot to clarify: x is a vector, and A and B are matrices. Sorry
Maybe the built-in "Jacob" function could be of help
Mathcad/Prime isn't really good at vector functions and I found no way to avoid having to write the vector [x0 x1 x2] in the explicit way in the definition of f(x).