I want to find Gradient and hessian of $log(1+x^TAx)$ where $A$ is positive semi definite.
My attempt: $\nabla = x^T(A+A^T)/1+x^TAx$
Hessian = $(A+A^T)(1+x^TAx)-(x^T(A+A^T))^Tx^T(A+A^T)/(1+x^TAx)^2$
Is that correct?
I want to find Gradient and hessian of $log(1+x^TAx)$ where $A$ is positive semi definite.
My attempt: $\nabla = x^T(A+A^T)/1+x^TAx$
Hessian = $(A+A^T)(1+x^TAx)-(x^T(A+A^T))^Tx^T(A+A^T)/(1+x^TAx)^2$
Is that correct?
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