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Matrix Calculus Problems With Solutions

The document presents a series of matrix calculus problems involving derivatives, gradients, and Hessians for various functions defined on matrices and vectors. It includes tasks such as computing the shape of derivatives, expressing derivatives in different notations, and applying properties of symmetric matrices. The problems require knowledge of matrix operations and calculus concepts like the Jacobian and Hessian matrices.

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Yash Jonjale
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187 views1 page

Matrix Calculus Problems With Solutions

The document presents a series of matrix calculus problems involving derivatives, gradients, and Hessians for various functions defined on matrices and vectors. It includes tasks such as computing the shape of derivatives, expressing derivatives in different notations, and applying properties of symmetric matrices. The problems require knowledge of matrix operations and calculus concepts like the Jacobian and Hessian matrices.

Uploaded by

Yash Jonjale
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Matrix Calculus Problems

1. Let f : Rm×n → R be defined by f (X) = ∥X∥2F .


∂f
(a) What is the shape of ∂X
?
∂f
(b) Express ∂X
in terms of X.
2. The numerator-layout and denominator-layout notations for derivatives differ in the
placement of transposes. Given
∂y
(numerator-layout),
∂x
rewrite this derivative in denominator-layout form.
3. Let a ∈ Rn be a constant vector and define f (x) = a⊤ x. Compute ∇x f .
4. Let A ∈ Rn×n be a constant symmetric matrix and define g(x) = x⊤ Ax.
(a) Find ∇x g.
∂2g
(b) Compute the Hessian matrix ∂x ∂x⊤
.
5. Define h : Rn → Rm by h(x) = Ax, where A ∈ Rm×n .
(a) Determine the Jacobian matrix of h.
(b) State its dimensions and entries.
∂f
6. Let A ∈ Rp×q be constant and f (X) = tr(AX), with X ∈ Rp×q . Compute ∂X
.
∂f
7. For invertible X ∈ Rn×n , let f (X) = ln det(X). Use Jacobi’s formula to show ∂X
=
(X −1 )⊤ .
8. Let f (X) = X −1 .
(a) Show that d(X −1 ) = −X −1 (dX)X −1 .
∂ vec(X −1 )
(b) Write the derivative ∂ vec(X)
.
9. Given the numerator-layout derivative
∂y
∈ R1×pq ,
∂X
express the same derivative in denominator-layout form
∂y
∈ Rpq×1 .
∂X
10. For F (X) = ∥X∥2F = tr(X ⊤ X), show that
∂F
= 2X.
∂X
(Hint: use tr(X ⊤ X) = Xij2 .)
P
i,j

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