I have to evaluate the derivative $$ \frac{\partial\det\mathcal{U}}{\partial F} $$ where $\mathcal{U}=\sqrt{F^TF}$ and $F$ is a $m\times n$ real matrix. Any suggestion would be appreciated.
Thank you all, guys!! You helped me a lot.
I have to evaluate the derivative $$ \frac{\partial\det\mathcal{U}}{\partial F} $$ where $\mathcal{U}=\sqrt{F^TF}$ and $F$ is a $m\times n$ real matrix. Any suggestion would be appreciated.
Thank you all, guys!! You helped me a lot.
On
Hint.
Name $f(F) = \det \sqrt{F^T F}$ You can write $f= f_3 \circ f_2 \circ f_1$ as the function composition of
$$\begin{array}{l|rcl} f_1 : & \mathcal M_{m,n}(\mathbb R) & \longrightarrow & \mathcal S^+(\mathbb R^n) \subseteq \mathcal M_{n}(\mathbb R) \\ & F & \longmapsto & F^T F \end{array}$$
$$\begin{array}{l|rcl} f_2 : & \mathcal S^+(\mathbb R^n) & \longrightarrow & \mathcal S^+(\mathbb R^n) \\ & M & \longmapsto & \sqrt{M} \end{array}$$
$$\begin{array}{l|rcl} f_3 : & \mathcal M_{n} & \longrightarrow & \mathbb R \\ & M & \longmapsto & \det M \end{array}$$
And finally
$$\begin{array}{l|rcl} f : & \mathcal M_{m,n}(\mathbb R) & \longrightarrow & \mathbb R \\ & F & \longmapsto & \det \sqrt{F^T F} \end{array}$$
You want to compute the Fréchet derivative $f^\prime$ of $f$. Applying the chain rule twice, you have: $$f^\prime(F)=(f_3^\prime((f_2 \circ f_1)(F))) \circ f_2^\prime(f_1(F)) \circ f_1^\prime(F)$$
Now you have to find the Fréchet derivative of $f_1$, $f_2$ and $f_3$.
You have (Jacobi Formula): $$f_3^\prime(F).H = \text{tr}(\text{adj}(F)H)$$ and (based on the derivative of a bilinear function between vector spaces)
$$f_1^\prime(F).H=F^T H + H^T F$$
The most difficult is to compute $f_2^\prime$. That can be done using Implicit function theorem, knowing that $$(f_2(F))^2=F^T F$$ See Derivative (or differential) of symmetric square root of a matrix for more details on that last point.
You can also approach the problem using differentials instead of the chain rule. It is easy to work with differentials, because algebraically they act like ordinary matrices.
Define a new matrix variable $W$, and its differential $$\eqalign{ W &= U^2 = F^TF = W^T \cr dW &= 2\,\operatorname{sym}(F^T\,dF)\cr }$$where $\operatorname{sym}(A)=\frac{1}{2}\,(A+A^T)$ is the symmetrization operation.
Now you want to find the gradient of $$\eqalign{ g &= \det(U) = \sqrt{\det W} \cr }$$ but it's more convenient work with its logarithm instead $$\eqalign{ h &= \log(g) = \frac{1}{2}\,\log\det W\cr dh &= d\log(g) = \frac{1}{2}\,d\operatorname{tr}\log W \cr \frac{dg}{g} &= \frac{1}{2}\,W^{-1}:dW \cr dg &= \frac{g}{2}\,W^{-1}:dW \cr &= g\,W^{-1}:\operatorname{sym}(F^T\,dF) \cr &= g\,\operatorname{sym}(W^{-1}):F^T\,dF \cr &= g\,W^{-1}:F^T\,dF \cr &= g\,FW^{-1}:dF \cr \cr }$$ where colon denotes the double-dot (aka Frobenius) product, which can be defined as $$A:B=\operatorname{tr}(A^TB)$$
So the gradient of interest is $$\eqalign{ \frac{\partial g}{\partial F} &= gFW^{-1} \cr &= F(F^TF)^{-1}\det\sqrt{F^TF} \cr }$$