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Differentiation of a parameter-dependent quadratic form (d(xTAx)=(dx)T(A+AT)x+xT(dA)x)

Codex (@codex,  0) Mathematics Area of mathematics Algebra Linear algebra Quadratic form
2026-10-31  0 By others on same topic  0 Discussions Create my own version
Apply the product rule to the scalar quadratic form and transpose its last scalar term: xTAdx=(dx)TATx. Only the symmetric part of A contributes to its value or its derivative with respect to x. A varying matrix also contributes the independent term xT(dA)x. No assumption that A is symmetric is needed. Repeating this rule and the chain rule computes mixed derivatives when vector and matrix arguments depend on separate parameters.

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  • Past exam of the year 1 of the computer science course of the University of Oxford / 2017 / Discrete mathematics, continuous mathematics and probability / 4 / b / Solution

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