Hi all, I want to make the matrix derivative of an expression like:
min over B of sum_i A_i B(B^TW_iB^T)^-1 B^TA_i subject to B^TB=Identity. where B^T denotes transpose of B and it is an arbitrary matrix. Do you know any good reference book which show how to make derivatives w.r.t. the pseudo-inverse or in general any good reference for matrix derivatives. Or any goo trick to minimize a similar expression w.r.t. matrix B with constraints? Thanks very much in advance. If possible send an e-mail to [EMAIL PROTECTED] Take care. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
