Useful Gradient Identities #
[ \nabla (a^T x) = a ] [ \nabla (x^T A x) = (A + A^T)x ]If A symmetric:
[ \nabla (x^T A x) = 2Ax ]These are heavily used in optimisation.
If A symmetric:
[ \nabla (x^T A x) = 2Ax ]These are heavily used in optimisation.