What is the partial derivative of this expression with respect to T:
$$‖X−PTV‖^2$$ Where ∥.∥ is the Frobenius norm, and X,P, T and V are matrices. thanks.
What is the partial derivative of this expression with respect to T:
$$‖X−PTV‖^2$$ Where ∥.∥ is the Frobenius norm, and X,P, T and V are matrices. thanks.
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Let $Y = (PTV-X)$, then $$\eqalign{ \phi &= \|Y\|_F^2 = Y:Y \cr d\phi &= 2Y:dY = 2Y:P\,dT\,V = 2P^TYV^T:dT \cr \frac{\partial\phi}{\partial T}&= 2P^TYV^T = 2P^T(PTV-X)V^T \cr }$$ where colon (:) denotes the trace/Frobenius product, i.e. $$A:B={\rm tr}(A^TB)$$