Vector/Matrix Calculus
Calculus has its own limits :)
Definition:
matrix calculus is a specialised notation for doing multivariable calculus. It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that can be treated as single entities.
The six kinds of derivatives that we are going to discuss can be organised in a matrix as below.
Scalar By Scalar:
If y is defined as continuous and differentiable function of x for the range (x1, x2) such that.
And it’s equal to the slope of function y at point x=t. It can also be understood as rate of change y w.r.t to infinitely small change in x.
Ex:
Vector by Scalar:
Ex:
Matrix by Scalar:
Ex:
Scalar By Vector:
Let y is a scalar function of n independent variables such that
Then the derivative of y w.r.t to vector x is given by the vector equation
Ex:
Vector By Vector:
Ex:
Scalar By Matrix
Ex: