can you please help me with the derivative of this function? I also need second derivative (need it for Hessian matrix) and I have no clue how to do it. Can you please help me?
$f(x)=\frac{1}{4}(x^TQx)^2 + \frac{1}{2}x^TAx + b^Tx$
can you please help me with the derivative of this function? I also need second derivative (need it for Hessian matrix) and I have no clue how to do it. Can you please help me?
$f(x)=\frac{1}{4}(x^TQx)^2 + \frac{1}{2}x^TAx + b^Tx$
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Derivative is done with chain rule
$$\nabla f(x)=\frac{1}{2}(x^TQx)(Q+Q^T)x+\frac{1}{2}(A+A^T)x+b$$
I recomend you read https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf, it is a great book.