I have to find- $$\nabla\|x^HAx - b\|_2^2,$$ where $x$ is a vector and $A$ is a $4\times 4$ hermitian matrix. I am trying to solve it by using identities given in https://en.wikipedia.org/wiki/Matrix_calculus but I am not able to figure out which identity suits my problem. I would appreciate if anyone tells me how to tackle this problem.
2026-04-09 05:26:16.1775712376
Find $\nabla \|x^HAx - b\|_2^2$
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$$\nabla_x\|x^HAx - b\|_2^2 = \nabla_x(x^HAx - b)^2=4(x^HAx - b)Ax$$