Derivative of inner product
$begingroup$
If the inner product of some vector $mathbf{x}$ can be expressed as
$$langle mathbf{x}, mathbf{x}rangle_G = mathbf{x}^T Gmathbf{x}$$
where $G$ is some symmetric matrix, if I want the derivative of this inner product with respect to $mathbf{x}$, I should get a vector as a result since this is the derivative of a scalar function by a vector (https://en.wikipedia.org/wiki/Matrix_calculus#Scalar-by-vector).
Nevertheless, this formula tells me that I should get a row-vector, and not a normal vector.
$$frac{mathrm{d}}{mathrm{d} mathbf{x}} (mathbf{x}^TGmathbf{x}) = 2mathbf{x}^T G$$
(http://www.cs.huji.ac.il/~csip/tirgul3_derivatives.pdf)
which is a row-vector.
Why do I get this contradiction?
linear-algebra derivatives vectors inner-product-space
$endgroup$
add a comment |
$begingroup$
If the inner product of some vector $mathbf{x}$ can be expressed as
$$langle mathbf{x}, mathbf{x}rangle_G = mathbf{x}^T Gmathbf{x}$$
where $G$ is some symmetric matrix, if I want the derivative of this inner product with respect to $mathbf{x}$, I should get a vector as a result since this is the derivative of a scalar function by a vector (https://en.wikipedia.org/wiki/Matrix_calculus#Scalar-by-vector).
Nevertheless, this formula tells me that I should get a row-vector, and not a normal vector.
$$frac{mathrm{d}}{mathrm{d} mathbf{x}} (mathbf{x}^TGmathbf{x}) = 2mathbf{x}^T G$$
(http://www.cs.huji.ac.il/~csip/tirgul3_derivatives.pdf)
which is a row-vector.
Why do I get this contradiction?
linear-algebra derivatives vectors inner-product-space
$endgroup$
add a comment |
$begingroup$
If the inner product of some vector $mathbf{x}$ can be expressed as
$$langle mathbf{x}, mathbf{x}rangle_G = mathbf{x}^T Gmathbf{x}$$
where $G$ is some symmetric matrix, if I want the derivative of this inner product with respect to $mathbf{x}$, I should get a vector as a result since this is the derivative of a scalar function by a vector (https://en.wikipedia.org/wiki/Matrix_calculus#Scalar-by-vector).
Nevertheless, this formula tells me that I should get a row-vector, and not a normal vector.
$$frac{mathrm{d}}{mathrm{d} mathbf{x}} (mathbf{x}^TGmathbf{x}) = 2mathbf{x}^T G$$
(http://www.cs.huji.ac.il/~csip/tirgul3_derivatives.pdf)
which is a row-vector.
Why do I get this contradiction?
linear-algebra derivatives vectors inner-product-space
$endgroup$
If the inner product of some vector $mathbf{x}$ can be expressed as
$$langle mathbf{x}, mathbf{x}rangle_G = mathbf{x}^T Gmathbf{x}$$
where $G$ is some symmetric matrix, if I want the derivative of this inner product with respect to $mathbf{x}$, I should get a vector as a result since this is the derivative of a scalar function by a vector (https://en.wikipedia.org/wiki/Matrix_calculus#Scalar-by-vector).
Nevertheless, this formula tells me that I should get a row-vector, and not a normal vector.
$$frac{mathrm{d}}{mathrm{d} mathbf{x}} (mathbf{x}^TGmathbf{x}) = 2mathbf{x}^T G$$
(http://www.cs.huji.ac.il/~csip/tirgul3_derivatives.pdf)
which is a row-vector.
Why do I get this contradiction?
linear-algebra derivatives vectors inner-product-space
linear-algebra derivatives vectors inner-product-space
asked Nov 30 '18 at 9:15
The BoscoThe Bosco
541212
541212
add a comment |
add a comment |
4 Answers
4
active
oldest
votes
$begingroup$
For a smooth $f:mathbb{R}^ntomathbb{R}^m$, you have $df:mathbb{R}^ntomathcal{L}(mathbb{R}^n,mathbb{R}^m)$
Being differentiable is equivalent to:
$$
f(x+h)=f(x)+df(x)cdot h+o(|h|)
$$
In your case, $f(x)=langle x,x rangle_G$ and $m=1$, hence differential at $x$, $df(x)$ is in $mathcal{L}(mathbb{R}^n,mathbb{R})$. It's a linear form.
Let's be more explicit:
begin{align*}
f(x+h)=& langle x+h,x+h rangle_G \
=& underbrace{langle x,x rangle_G}_{f(x)} + underbrace{2langle x,h rangle_G }_{df(x)cdot h}+ underbrace{langle h,h rangle_G}_{in o(|h|)}\
end{align*}
Hence your differential is defined by
$$
df(x)cdot h = 2langle x,h rangle_G = (2x^tG)h
$$
where $2x^tG=left(partial_{x_1} f,dots,partial_{x_n} fright)$ is your "row" vector.
Note that, because $m=1$, you can also use a vector $nabla f(x)$ to represent $df(x)$ using the canonical scalar product. This vector is by definition the gradient of $f$:
$$
df(x)cdot h = langle nabla f(x),h rangle = langle 2Gx,h rangle
$$
where $nabla f(x)=2Gx=left(begin{array}{c}partial_{x_1} f \ ... \partial_{x_n} fend{array}right)$. This is your "column" vector.
$endgroup$
add a comment |
$begingroup$
The difference is in the fact the author in the second reference prefers to arrange the components of the gradient. In the first paragraph they state
Let $xin mathbb{R}^n$ (a column vector) and let $f : mathbb{R}^n to R$. The derivative of $f$ with respect to $x$ is a row vector:
$$
frac{partial f}{partial x} = left(frac{partial f}{partial x_1}, cdots , frac{partial f}{partial x_n} right)
$$
You can argue this is a better option than the first one (e.g. this answer), but at the end of the day is just a matter of notation. Pick the one you prefer and stick with it to avoid problems down the line
$endgroup$
add a comment |
$begingroup$
More generally, suppose we differentiate any scalar-valued function $f$ of a vector $mathbf{x}$ with respect to $mathbf{x}$. By the chain rule, $$df=sum_ifrac{partial f}{partial x_i}dx_i=boldsymbol{nabla}fcdot dmathbf{x}=boldsymbol{nabla}f^T dmathbf{x}.$$(Technically, I should write $df=(boldsymbol{nabla}f^T dmathbf{x})_{11}$ to take the unique entry of a $1times 1$ matrix.)
If you want to define the derivative of $f$ with respect to $mathbf{x}$ as the $dmathbf{x}$ coefficient in $df$, you use the last expression, obtaining the row vector $boldsymbol{nabla}f^T$. Defining it instead as the left-hand argument of the dot product, giving the column vector $boldsymbol{nabla}f$, is an alternative convention.
$endgroup$
add a comment |
$begingroup$
Why not use the Leibniz-rule? We have, where $langle .,.rangle$ denotes the standard inner product
$$D_p(langle x,xrangle_G)=2langle p,xrangle_G=2p^TGx=2langle p,Gxrangle.$$
Note that the derivative of $fcolonmathbb R^ntomathbb R$ is not a vector, but a linear form instead. The gradient $nabla^{langle .,.rangle_G}f$ in respect to the inner product $langle .,.rangle_G$ is the unique vector which represents this linear form in presence of the specified inner product. In our case we have
$$nabla^{langle .,.rangle_G}f(x)=2x,quadtext{that is}quad
D_p(langle x,xrangle_G)=langle p,2xrangle_G$$
whereas
$$nabla^{langle .,.rangle}f(x)=2Gx,quadtext{and that is}quad
D_p(langle x,xrangle_G)=langle p,2Gxrangle$$
$endgroup$
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
For a smooth $f:mathbb{R}^ntomathbb{R}^m$, you have $df:mathbb{R}^ntomathcal{L}(mathbb{R}^n,mathbb{R}^m)$
Being differentiable is equivalent to:
$$
f(x+h)=f(x)+df(x)cdot h+o(|h|)
$$
In your case, $f(x)=langle x,x rangle_G$ and $m=1$, hence differential at $x$, $df(x)$ is in $mathcal{L}(mathbb{R}^n,mathbb{R})$. It's a linear form.
Let's be more explicit:
begin{align*}
f(x+h)=& langle x+h,x+h rangle_G \
=& underbrace{langle x,x rangle_G}_{f(x)} + underbrace{2langle x,h rangle_G }_{df(x)cdot h}+ underbrace{langle h,h rangle_G}_{in o(|h|)}\
end{align*}
Hence your differential is defined by
$$
df(x)cdot h = 2langle x,h rangle_G = (2x^tG)h
$$
where $2x^tG=left(partial_{x_1} f,dots,partial_{x_n} fright)$ is your "row" vector.
Note that, because $m=1$, you can also use a vector $nabla f(x)$ to represent $df(x)$ using the canonical scalar product. This vector is by definition the gradient of $f$:
$$
df(x)cdot h = langle nabla f(x),h rangle = langle 2Gx,h rangle
$$
where $nabla f(x)=2Gx=left(begin{array}{c}partial_{x_1} f \ ... \partial_{x_n} fend{array}right)$. This is your "column" vector.
$endgroup$
add a comment |
$begingroup$
For a smooth $f:mathbb{R}^ntomathbb{R}^m$, you have $df:mathbb{R}^ntomathcal{L}(mathbb{R}^n,mathbb{R}^m)$
Being differentiable is equivalent to:
$$
f(x+h)=f(x)+df(x)cdot h+o(|h|)
$$
In your case, $f(x)=langle x,x rangle_G$ and $m=1$, hence differential at $x$, $df(x)$ is in $mathcal{L}(mathbb{R}^n,mathbb{R})$. It's a linear form.
Let's be more explicit:
begin{align*}
f(x+h)=& langle x+h,x+h rangle_G \
=& underbrace{langle x,x rangle_G}_{f(x)} + underbrace{2langle x,h rangle_G }_{df(x)cdot h}+ underbrace{langle h,h rangle_G}_{in o(|h|)}\
end{align*}
Hence your differential is defined by
$$
df(x)cdot h = 2langle x,h rangle_G = (2x^tG)h
$$
where $2x^tG=left(partial_{x_1} f,dots,partial_{x_n} fright)$ is your "row" vector.
Note that, because $m=1$, you can also use a vector $nabla f(x)$ to represent $df(x)$ using the canonical scalar product. This vector is by definition the gradient of $f$:
$$
df(x)cdot h = langle nabla f(x),h rangle = langle 2Gx,h rangle
$$
where $nabla f(x)=2Gx=left(begin{array}{c}partial_{x_1} f \ ... \partial_{x_n} fend{array}right)$. This is your "column" vector.
$endgroup$
add a comment |
$begingroup$
For a smooth $f:mathbb{R}^ntomathbb{R}^m$, you have $df:mathbb{R}^ntomathcal{L}(mathbb{R}^n,mathbb{R}^m)$
Being differentiable is equivalent to:
$$
f(x+h)=f(x)+df(x)cdot h+o(|h|)
$$
In your case, $f(x)=langle x,x rangle_G$ and $m=1$, hence differential at $x$, $df(x)$ is in $mathcal{L}(mathbb{R}^n,mathbb{R})$. It's a linear form.
Let's be more explicit:
begin{align*}
f(x+h)=& langle x+h,x+h rangle_G \
=& underbrace{langle x,x rangle_G}_{f(x)} + underbrace{2langle x,h rangle_G }_{df(x)cdot h}+ underbrace{langle h,h rangle_G}_{in o(|h|)}\
end{align*}
Hence your differential is defined by
$$
df(x)cdot h = 2langle x,h rangle_G = (2x^tG)h
$$
where $2x^tG=left(partial_{x_1} f,dots,partial_{x_n} fright)$ is your "row" vector.
Note that, because $m=1$, you can also use a vector $nabla f(x)$ to represent $df(x)$ using the canonical scalar product. This vector is by definition the gradient of $f$:
$$
df(x)cdot h = langle nabla f(x),h rangle = langle 2Gx,h rangle
$$
where $nabla f(x)=2Gx=left(begin{array}{c}partial_{x_1} f \ ... \partial_{x_n} fend{array}right)$. This is your "column" vector.
$endgroup$
For a smooth $f:mathbb{R}^ntomathbb{R}^m$, you have $df:mathbb{R}^ntomathcal{L}(mathbb{R}^n,mathbb{R}^m)$
Being differentiable is equivalent to:
$$
f(x+h)=f(x)+df(x)cdot h+o(|h|)
$$
In your case, $f(x)=langle x,x rangle_G$ and $m=1$, hence differential at $x$, $df(x)$ is in $mathcal{L}(mathbb{R}^n,mathbb{R})$. It's a linear form.
Let's be more explicit:
begin{align*}
f(x+h)=& langle x+h,x+h rangle_G \
=& underbrace{langle x,x rangle_G}_{f(x)} + underbrace{2langle x,h rangle_G }_{df(x)cdot h}+ underbrace{langle h,h rangle_G}_{in o(|h|)}\
end{align*}
Hence your differential is defined by
$$
df(x)cdot h = 2langle x,h rangle_G = (2x^tG)h
$$
where $2x^tG=left(partial_{x_1} f,dots,partial_{x_n} fright)$ is your "row" vector.
Note that, because $m=1$, you can also use a vector $nabla f(x)$ to represent $df(x)$ using the canonical scalar product. This vector is by definition the gradient of $f$:
$$
df(x)cdot h = langle nabla f(x),h rangle = langle 2Gx,h rangle
$$
where $nabla f(x)=2Gx=left(begin{array}{c}partial_{x_1} f \ ... \partial_{x_n} fend{array}right)$. This is your "column" vector.
edited Nov 30 '18 at 10:43
answered Nov 30 '18 at 10:09
Picaud VincentPicaud Vincent
1,33439
1,33439
add a comment |
add a comment |
$begingroup$
The difference is in the fact the author in the second reference prefers to arrange the components of the gradient. In the first paragraph they state
Let $xin mathbb{R}^n$ (a column vector) and let $f : mathbb{R}^n to R$. The derivative of $f$ with respect to $x$ is a row vector:
$$
frac{partial f}{partial x} = left(frac{partial f}{partial x_1}, cdots , frac{partial f}{partial x_n} right)
$$
You can argue this is a better option than the first one (e.g. this answer), but at the end of the day is just a matter of notation. Pick the one you prefer and stick with it to avoid problems down the line
$endgroup$
add a comment |
$begingroup$
The difference is in the fact the author in the second reference prefers to arrange the components of the gradient. In the first paragraph they state
Let $xin mathbb{R}^n$ (a column vector) and let $f : mathbb{R}^n to R$. The derivative of $f$ with respect to $x$ is a row vector:
$$
frac{partial f}{partial x} = left(frac{partial f}{partial x_1}, cdots , frac{partial f}{partial x_n} right)
$$
You can argue this is a better option than the first one (e.g. this answer), but at the end of the day is just a matter of notation. Pick the one you prefer and stick with it to avoid problems down the line
$endgroup$
add a comment |
$begingroup$
The difference is in the fact the author in the second reference prefers to arrange the components of the gradient. In the first paragraph they state
Let $xin mathbb{R}^n$ (a column vector) and let $f : mathbb{R}^n to R$. The derivative of $f$ with respect to $x$ is a row vector:
$$
frac{partial f}{partial x} = left(frac{partial f}{partial x_1}, cdots , frac{partial f}{partial x_n} right)
$$
You can argue this is a better option than the first one (e.g. this answer), but at the end of the day is just a matter of notation. Pick the one you prefer and stick with it to avoid problems down the line
$endgroup$
The difference is in the fact the author in the second reference prefers to arrange the components of the gradient. In the first paragraph they state
Let $xin mathbb{R}^n$ (a column vector) and let $f : mathbb{R}^n to R$. The derivative of $f$ with respect to $x$ is a row vector:
$$
frac{partial f}{partial x} = left(frac{partial f}{partial x_1}, cdots , frac{partial f}{partial x_n} right)
$$
You can argue this is a better option than the first one (e.g. this answer), but at the end of the day is just a matter of notation. Pick the one you prefer and stick with it to avoid problems down the line
answered Nov 30 '18 at 9:29
caveraccaverac
14.1k21130
14.1k21130
add a comment |
add a comment |
$begingroup$
More generally, suppose we differentiate any scalar-valued function $f$ of a vector $mathbf{x}$ with respect to $mathbf{x}$. By the chain rule, $$df=sum_ifrac{partial f}{partial x_i}dx_i=boldsymbol{nabla}fcdot dmathbf{x}=boldsymbol{nabla}f^T dmathbf{x}.$$(Technically, I should write $df=(boldsymbol{nabla}f^T dmathbf{x})_{11}$ to take the unique entry of a $1times 1$ matrix.)
If you want to define the derivative of $f$ with respect to $mathbf{x}$ as the $dmathbf{x}$ coefficient in $df$, you use the last expression, obtaining the row vector $boldsymbol{nabla}f^T$. Defining it instead as the left-hand argument of the dot product, giving the column vector $boldsymbol{nabla}f$, is an alternative convention.
$endgroup$
add a comment |
$begingroup$
More generally, suppose we differentiate any scalar-valued function $f$ of a vector $mathbf{x}$ with respect to $mathbf{x}$. By the chain rule, $$df=sum_ifrac{partial f}{partial x_i}dx_i=boldsymbol{nabla}fcdot dmathbf{x}=boldsymbol{nabla}f^T dmathbf{x}.$$(Technically, I should write $df=(boldsymbol{nabla}f^T dmathbf{x})_{11}$ to take the unique entry of a $1times 1$ matrix.)
If you want to define the derivative of $f$ with respect to $mathbf{x}$ as the $dmathbf{x}$ coefficient in $df$, you use the last expression, obtaining the row vector $boldsymbol{nabla}f^T$. Defining it instead as the left-hand argument of the dot product, giving the column vector $boldsymbol{nabla}f$, is an alternative convention.
$endgroup$
add a comment |
$begingroup$
More generally, suppose we differentiate any scalar-valued function $f$ of a vector $mathbf{x}$ with respect to $mathbf{x}$. By the chain rule, $$df=sum_ifrac{partial f}{partial x_i}dx_i=boldsymbol{nabla}fcdot dmathbf{x}=boldsymbol{nabla}f^T dmathbf{x}.$$(Technically, I should write $df=(boldsymbol{nabla}f^T dmathbf{x})_{11}$ to take the unique entry of a $1times 1$ matrix.)
If you want to define the derivative of $f$ with respect to $mathbf{x}$ as the $dmathbf{x}$ coefficient in $df$, you use the last expression, obtaining the row vector $boldsymbol{nabla}f^T$. Defining it instead as the left-hand argument of the dot product, giving the column vector $boldsymbol{nabla}f$, is an alternative convention.
$endgroup$
More generally, suppose we differentiate any scalar-valued function $f$ of a vector $mathbf{x}$ with respect to $mathbf{x}$. By the chain rule, $$df=sum_ifrac{partial f}{partial x_i}dx_i=boldsymbol{nabla}fcdot dmathbf{x}=boldsymbol{nabla}f^T dmathbf{x}.$$(Technically, I should write $df=(boldsymbol{nabla}f^T dmathbf{x})_{11}$ to take the unique entry of a $1times 1$ matrix.)
If you want to define the derivative of $f$ with respect to $mathbf{x}$ as the $dmathbf{x}$ coefficient in $df$, you use the last expression, obtaining the row vector $boldsymbol{nabla}f^T$. Defining it instead as the left-hand argument of the dot product, giving the column vector $boldsymbol{nabla}f$, is an alternative convention.
answered Nov 30 '18 at 9:42
J.G.J.G.
23.4k22237
23.4k22237
add a comment |
add a comment |
$begingroup$
Why not use the Leibniz-rule? We have, where $langle .,.rangle$ denotes the standard inner product
$$D_p(langle x,xrangle_G)=2langle p,xrangle_G=2p^TGx=2langle p,Gxrangle.$$
Note that the derivative of $fcolonmathbb R^ntomathbb R$ is not a vector, but a linear form instead. The gradient $nabla^{langle .,.rangle_G}f$ in respect to the inner product $langle .,.rangle_G$ is the unique vector which represents this linear form in presence of the specified inner product. In our case we have
$$nabla^{langle .,.rangle_G}f(x)=2x,quadtext{that is}quad
D_p(langle x,xrangle_G)=langle p,2xrangle_G$$
whereas
$$nabla^{langle .,.rangle}f(x)=2Gx,quadtext{and that is}quad
D_p(langle x,xrangle_G)=langle p,2Gxrangle$$
$endgroup$
add a comment |
$begingroup$
Why not use the Leibniz-rule? We have, where $langle .,.rangle$ denotes the standard inner product
$$D_p(langle x,xrangle_G)=2langle p,xrangle_G=2p^TGx=2langle p,Gxrangle.$$
Note that the derivative of $fcolonmathbb R^ntomathbb R$ is not a vector, but a linear form instead. The gradient $nabla^{langle .,.rangle_G}f$ in respect to the inner product $langle .,.rangle_G$ is the unique vector which represents this linear form in presence of the specified inner product. In our case we have
$$nabla^{langle .,.rangle_G}f(x)=2x,quadtext{that is}quad
D_p(langle x,xrangle_G)=langle p,2xrangle_G$$
whereas
$$nabla^{langle .,.rangle}f(x)=2Gx,quadtext{and that is}quad
D_p(langle x,xrangle_G)=langle p,2Gxrangle$$
$endgroup$
add a comment |
$begingroup$
Why not use the Leibniz-rule? We have, where $langle .,.rangle$ denotes the standard inner product
$$D_p(langle x,xrangle_G)=2langle p,xrangle_G=2p^TGx=2langle p,Gxrangle.$$
Note that the derivative of $fcolonmathbb R^ntomathbb R$ is not a vector, but a linear form instead. The gradient $nabla^{langle .,.rangle_G}f$ in respect to the inner product $langle .,.rangle_G$ is the unique vector which represents this linear form in presence of the specified inner product. In our case we have
$$nabla^{langle .,.rangle_G}f(x)=2x,quadtext{that is}quad
D_p(langle x,xrangle_G)=langle p,2xrangle_G$$
whereas
$$nabla^{langle .,.rangle}f(x)=2Gx,quadtext{and that is}quad
D_p(langle x,xrangle_G)=langle p,2Gxrangle$$
$endgroup$
Why not use the Leibniz-rule? We have, where $langle .,.rangle$ denotes the standard inner product
$$D_p(langle x,xrangle_G)=2langle p,xrangle_G=2p^TGx=2langle p,Gxrangle.$$
Note that the derivative of $fcolonmathbb R^ntomathbb R$ is not a vector, but a linear form instead. The gradient $nabla^{langle .,.rangle_G}f$ in respect to the inner product $langle .,.rangle_G$ is the unique vector which represents this linear form in presence of the specified inner product. In our case we have
$$nabla^{langle .,.rangle_G}f(x)=2x,quadtext{that is}quad
D_p(langle x,xrangle_G)=langle p,2xrangle_G$$
whereas
$$nabla^{langle .,.rangle}f(x)=2Gx,quadtext{and that is}quad
D_p(langle x,xrangle_G)=langle p,2Gxrangle$$
edited Nov 30 '18 at 16:21
answered Nov 30 '18 at 16:14
Michael HoppeMichael Hoppe
10.8k31834
10.8k31834
add a comment |
add a comment |
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