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Vector, Matrix, and Tensor Derivatives

Vector, Matrix, and Tensor DerivativesErik Learned-MillerThe purpose of this document is to help you learn to take Derivatives of vectors, matrices,and higher order tensors (arrays with three dimensions or more), and to help you takederivativeswith respect tovectors, matrices, and higher order Simplify, simplify, simplifyMuch of the confusion in taking Derivatives involving arrays stems from trying to do toomany things at once. These things include taking Derivatives of multiple componentssimultaneously, taking Derivatives in the presence of summation notation, and applying thechain rule.

derivative. From the de nition of matrix-vector multiplication, the value ~y 3 is computed by taking the dot product between the 3rd row of W and the vector ~x: ~y 3 = XD j=1 W 3;j ~x j: (2) At this point, we have reduced the original matrix equation (Equation 1) to a scalar equation. This makes it much easier to compute the desired derivatives.

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