Gradient of matrix $b^{T}x$












0














I'm trying to understand my exam solution from the lecturer, but I got confused over one small thing in the solution.





Problem: Consider $f(x)=frac{1}{2}x^{T}Ax - b^{T}x$



Where $A=begin{bmatrix}2&1\1&4end{bmatrix}$ , $b=begin{bmatrix}0\7end{bmatrix}$ and $x=begin{bmatrix}x\yend{bmatrix}$



Caclulate $nabla f(x)$.



Solution:
From the theory we know that if $A$ is symmetric, we get



$nabla f(x)= Ax - b^{T}$



$nabla f(x)=begin{bmatrix}2x+y\x+4y-7end{bmatrix}$





Is it a typo on the answer, where $Ax-b^{T}$ should've been written as $Ax-b$?



If it should've been written as $b$, then I understand why we have $-7$ in the 2nd row.



Thank you










share|cite|improve this question




















  • 1




    Yes, $nabla b^{T}x = b$.
    – Math Lover
    Nov 27 '18 at 20:15










  • Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
    – JIM BOY
    Nov 27 '18 at 20:29












  • Give a look to this other answer: math.stackexchange.com/questions/3013384/…
    – caverac
    Nov 27 '18 at 21:00


















0














I'm trying to understand my exam solution from the lecturer, but I got confused over one small thing in the solution.





Problem: Consider $f(x)=frac{1}{2}x^{T}Ax - b^{T}x$



Where $A=begin{bmatrix}2&1\1&4end{bmatrix}$ , $b=begin{bmatrix}0\7end{bmatrix}$ and $x=begin{bmatrix}x\yend{bmatrix}$



Caclulate $nabla f(x)$.



Solution:
From the theory we know that if $A$ is symmetric, we get



$nabla f(x)= Ax - b^{T}$



$nabla f(x)=begin{bmatrix}2x+y\x+4y-7end{bmatrix}$





Is it a typo on the answer, where $Ax-b^{T}$ should've been written as $Ax-b$?



If it should've been written as $b$, then I understand why we have $-7$ in the 2nd row.



Thank you










share|cite|improve this question




















  • 1




    Yes, $nabla b^{T}x = b$.
    – Math Lover
    Nov 27 '18 at 20:15










  • Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
    – JIM BOY
    Nov 27 '18 at 20:29












  • Give a look to this other answer: math.stackexchange.com/questions/3013384/…
    – caverac
    Nov 27 '18 at 21:00
















0












0








0







I'm trying to understand my exam solution from the lecturer, but I got confused over one small thing in the solution.





Problem: Consider $f(x)=frac{1}{2}x^{T}Ax - b^{T}x$



Where $A=begin{bmatrix}2&1\1&4end{bmatrix}$ , $b=begin{bmatrix}0\7end{bmatrix}$ and $x=begin{bmatrix}x\yend{bmatrix}$



Caclulate $nabla f(x)$.



Solution:
From the theory we know that if $A$ is symmetric, we get



$nabla f(x)= Ax - b^{T}$



$nabla f(x)=begin{bmatrix}2x+y\x+4y-7end{bmatrix}$





Is it a typo on the answer, where $Ax-b^{T}$ should've been written as $Ax-b$?



If it should've been written as $b$, then I understand why we have $-7$ in the 2nd row.



Thank you










share|cite|improve this question















I'm trying to understand my exam solution from the lecturer, but I got confused over one small thing in the solution.





Problem: Consider $f(x)=frac{1}{2}x^{T}Ax - b^{T}x$



Where $A=begin{bmatrix}2&1\1&4end{bmatrix}$ , $b=begin{bmatrix}0\7end{bmatrix}$ and $x=begin{bmatrix}x\yend{bmatrix}$



Caclulate $nabla f(x)$.



Solution:
From the theory we know that if $A$ is symmetric, we get



$nabla f(x)= Ax - b^{T}$



$nabla f(x)=begin{bmatrix}2x+y\x+4y-7end{bmatrix}$





Is it a typo on the answer, where $Ax-b^{T}$ should've been written as $Ax-b$?



If it should've been written as $b$, then I understand why we have $-7$ in the 2nd row.



Thank you







matrices vector-analysis differential






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Nov 27 '18 at 21:21

























asked Nov 27 '18 at 20:12









JIM BOY

356




356








  • 1




    Yes, $nabla b^{T}x = b$.
    – Math Lover
    Nov 27 '18 at 20:15










  • Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
    – JIM BOY
    Nov 27 '18 at 20:29












  • Give a look to this other answer: math.stackexchange.com/questions/3013384/…
    – caverac
    Nov 27 '18 at 21:00
















  • 1




    Yes, $nabla b^{T}x = b$.
    – Math Lover
    Nov 27 '18 at 20:15










  • Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
    – JIM BOY
    Nov 27 '18 at 20:29












  • Give a look to this other answer: math.stackexchange.com/questions/3013384/…
    – caverac
    Nov 27 '18 at 21:00










1




1




Yes, $nabla b^{T}x = b$.
– Math Lover
Nov 27 '18 at 20:15




Yes, $nabla b^{T}x = b$.
– Math Lover
Nov 27 '18 at 20:15












Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
– JIM BOY
Nov 27 '18 at 20:29






Could you please elaborate how the transpose of $b$ becomes $b$? And do you think it is a typo where $b^{T}$ in the answer should've been written as $b$?
– JIM BOY
Nov 27 '18 at 20:29














Give a look to this other answer: math.stackexchange.com/questions/3013384/…
– caverac
Nov 27 '18 at 21:00






Give a look to this other answer: math.stackexchange.com/questions/3013384/…
– caverac
Nov 27 '18 at 21:00












2 Answers
2






active

oldest

votes


















2














There is no typo, you need to transpose $b$ if you want to compute its scalar product with $x$ (quick check, treat this as a normal matrix-matrix multiplication: the dimensions would not agree without transposition!).



And yes, $nabla (b^Tx) = b$.



In this case, since there are only two components, we can compute everything by hand. You can then understand how this generalizes, once you figure out what happens when applying the gradient.



We have:



$$b^Tx = begin{bmatrix} 0 & 7end{bmatrix} cdot begin{bmatrix} x \ y end{bmatrix} = 0x + 7y$$



and since



$$nabla = begin{bmatrix} frac{partial}{partial x} \ frac{partial}{partial y} end{bmatrix},$$



you can compute



$$nabla (b^Tx) = begin{bmatrix} frac{partial}{partial x} (0x + 7y) \ frac{partial}{partial y} (0x + 7y) end{bmatrix} = begin{bmatrix} 0 \ 7 end{bmatrix}.$$






share|cite|improve this answer





















  • Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
    – JIM BOY
    Nov 27 '18 at 21:14








  • 1




    Oh, sure, that is right.
    – alrigazzi
    Nov 28 '18 at 19:15



















1














Call a column vector $vec{x}$. Indicate $x^1$ for the 1st component, $x^2$ for the second, and so on. Square of a component will be $(x^1)^2$ Will be the first component (usually x coponent) squared.



$x^i$ will be used to represent the i_th component or the whole vector.



The transpose of vector will be represented with a lowered index $x_i$ is $vec{x}^T$



Inner products can only be performed between a column vector and a row vector, so one vector is addressed by lower indices, the other by vectors. Matching indicies imply a sum.



So $b^Tx=b_ix^i=b_xx_x+b_yx_y+b_zx_z$



$nabla(b^Tx)=frac{partial}{partial x^j}(b_ix^i)$



By the product rule:



$frac{partial}{partial x^j}(b_ix^i)=frac{partial b_i}{partial x_j}x^i+b_ifrac{partial x^i}{partial x^j}$



But $vec{b}$ isa constant, so the derivatives of any component is 0. $frac{partial x_j}{partial x_i}$ is 0 unless the indices match, in which case the value is 1.



So the other term gives us $b_j$, establishing the expected result.






share|cite|improve this answer























  • Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
    – JIM BOY
    Nov 27 '18 at 23:04






  • 1




    Yep. the $delta^i_k$ makes that happen.
    – TurlocTheRed
    Nov 27 '18 at 23:08











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2 Answers
2






active

oldest

votes








2 Answers
2






active

oldest

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active

oldest

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active

oldest

votes









2














There is no typo, you need to transpose $b$ if you want to compute its scalar product with $x$ (quick check, treat this as a normal matrix-matrix multiplication: the dimensions would not agree without transposition!).



And yes, $nabla (b^Tx) = b$.



In this case, since there are only two components, we can compute everything by hand. You can then understand how this generalizes, once you figure out what happens when applying the gradient.



We have:



$$b^Tx = begin{bmatrix} 0 & 7end{bmatrix} cdot begin{bmatrix} x \ y end{bmatrix} = 0x + 7y$$



and since



$$nabla = begin{bmatrix} frac{partial}{partial x} \ frac{partial}{partial y} end{bmatrix},$$



you can compute



$$nabla (b^Tx) = begin{bmatrix} frac{partial}{partial x} (0x + 7y) \ frac{partial}{partial y} (0x + 7y) end{bmatrix} = begin{bmatrix} 0 \ 7 end{bmatrix}.$$






share|cite|improve this answer





















  • Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
    – JIM BOY
    Nov 27 '18 at 21:14








  • 1




    Oh, sure, that is right.
    – alrigazzi
    Nov 28 '18 at 19:15
















2














There is no typo, you need to transpose $b$ if you want to compute its scalar product with $x$ (quick check, treat this as a normal matrix-matrix multiplication: the dimensions would not agree without transposition!).



And yes, $nabla (b^Tx) = b$.



In this case, since there are only two components, we can compute everything by hand. You can then understand how this generalizes, once you figure out what happens when applying the gradient.



We have:



$$b^Tx = begin{bmatrix} 0 & 7end{bmatrix} cdot begin{bmatrix} x \ y end{bmatrix} = 0x + 7y$$



and since



$$nabla = begin{bmatrix} frac{partial}{partial x} \ frac{partial}{partial y} end{bmatrix},$$



you can compute



$$nabla (b^Tx) = begin{bmatrix} frac{partial}{partial x} (0x + 7y) \ frac{partial}{partial y} (0x + 7y) end{bmatrix} = begin{bmatrix} 0 \ 7 end{bmatrix}.$$






share|cite|improve this answer





















  • Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
    – JIM BOY
    Nov 27 '18 at 21:14








  • 1




    Oh, sure, that is right.
    – alrigazzi
    Nov 28 '18 at 19:15














2












2








2






There is no typo, you need to transpose $b$ if you want to compute its scalar product with $x$ (quick check, treat this as a normal matrix-matrix multiplication: the dimensions would not agree without transposition!).



And yes, $nabla (b^Tx) = b$.



In this case, since there are only two components, we can compute everything by hand. You can then understand how this generalizes, once you figure out what happens when applying the gradient.



We have:



$$b^Tx = begin{bmatrix} 0 & 7end{bmatrix} cdot begin{bmatrix} x \ y end{bmatrix} = 0x + 7y$$



and since



$$nabla = begin{bmatrix} frac{partial}{partial x} \ frac{partial}{partial y} end{bmatrix},$$



you can compute



$$nabla (b^Tx) = begin{bmatrix} frac{partial}{partial x} (0x + 7y) \ frac{partial}{partial y} (0x + 7y) end{bmatrix} = begin{bmatrix} 0 \ 7 end{bmatrix}.$$






share|cite|improve this answer












There is no typo, you need to transpose $b$ if you want to compute its scalar product with $x$ (quick check, treat this as a normal matrix-matrix multiplication: the dimensions would not agree without transposition!).



And yes, $nabla (b^Tx) = b$.



In this case, since there are only two components, we can compute everything by hand. You can then understand how this generalizes, once you figure out what happens when applying the gradient.



We have:



$$b^Tx = begin{bmatrix} 0 & 7end{bmatrix} cdot begin{bmatrix} x \ y end{bmatrix} = 0x + 7y$$



and since



$$nabla = begin{bmatrix} frac{partial}{partial x} \ frac{partial}{partial y} end{bmatrix},$$



you can compute



$$nabla (b^Tx) = begin{bmatrix} frac{partial}{partial x} (0x + 7y) \ frac{partial}{partial y} (0x + 7y) end{bmatrix} = begin{bmatrix} 0 \ 7 end{bmatrix}.$$







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Nov 27 '18 at 21:10









alrigazzi

363




363












  • Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
    – JIM BOY
    Nov 27 '18 at 21:14








  • 1




    Oh, sure, that is right.
    – alrigazzi
    Nov 28 '18 at 19:15


















  • Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
    – JIM BOY
    Nov 27 '18 at 21:14








  • 1




    Oh, sure, that is right.
    – alrigazzi
    Nov 28 '18 at 19:15
















Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
– JIM BOY
Nov 27 '18 at 21:14






Thanks. Now I get it how $nabla b^{T}x = b$. What I mean by typo is on the answer. My lecturer wrote $-b^{T}$. It should be $-b$ right?
– JIM BOY
Nov 27 '18 at 21:14






1




1




Oh, sure, that is right.
– alrigazzi
Nov 28 '18 at 19:15




Oh, sure, that is right.
– alrigazzi
Nov 28 '18 at 19:15











1














Call a column vector $vec{x}$. Indicate $x^1$ for the 1st component, $x^2$ for the second, and so on. Square of a component will be $(x^1)^2$ Will be the first component (usually x coponent) squared.



$x^i$ will be used to represent the i_th component or the whole vector.



The transpose of vector will be represented with a lowered index $x_i$ is $vec{x}^T$



Inner products can only be performed between a column vector and a row vector, so one vector is addressed by lower indices, the other by vectors. Matching indicies imply a sum.



So $b^Tx=b_ix^i=b_xx_x+b_yx_y+b_zx_z$



$nabla(b^Tx)=frac{partial}{partial x^j}(b_ix^i)$



By the product rule:



$frac{partial}{partial x^j}(b_ix^i)=frac{partial b_i}{partial x_j}x^i+b_ifrac{partial x^i}{partial x^j}$



But $vec{b}$ isa constant, so the derivatives of any component is 0. $frac{partial x_j}{partial x_i}$ is 0 unless the indices match, in which case the value is 1.



So the other term gives us $b_j$, establishing the expected result.






share|cite|improve this answer























  • Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
    – JIM BOY
    Nov 27 '18 at 23:04






  • 1




    Yep. the $delta^i_k$ makes that happen.
    – TurlocTheRed
    Nov 27 '18 at 23:08
















1














Call a column vector $vec{x}$. Indicate $x^1$ for the 1st component, $x^2$ for the second, and so on. Square of a component will be $(x^1)^2$ Will be the first component (usually x coponent) squared.



$x^i$ will be used to represent the i_th component or the whole vector.



The transpose of vector will be represented with a lowered index $x_i$ is $vec{x}^T$



Inner products can only be performed between a column vector and a row vector, so one vector is addressed by lower indices, the other by vectors. Matching indicies imply a sum.



So $b^Tx=b_ix^i=b_xx_x+b_yx_y+b_zx_z$



$nabla(b^Tx)=frac{partial}{partial x^j}(b_ix^i)$



By the product rule:



$frac{partial}{partial x^j}(b_ix^i)=frac{partial b_i}{partial x_j}x^i+b_ifrac{partial x^i}{partial x^j}$



But $vec{b}$ isa constant, so the derivatives of any component is 0. $frac{partial x_j}{partial x_i}$ is 0 unless the indices match, in which case the value is 1.



So the other term gives us $b_j$, establishing the expected result.






share|cite|improve this answer























  • Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
    – JIM BOY
    Nov 27 '18 at 23:04






  • 1




    Yep. the $delta^i_k$ makes that happen.
    – TurlocTheRed
    Nov 27 '18 at 23:08














1












1








1






Call a column vector $vec{x}$. Indicate $x^1$ for the 1st component, $x^2$ for the second, and so on. Square of a component will be $(x^1)^2$ Will be the first component (usually x coponent) squared.



$x^i$ will be used to represent the i_th component or the whole vector.



The transpose of vector will be represented with a lowered index $x_i$ is $vec{x}^T$



Inner products can only be performed between a column vector and a row vector, so one vector is addressed by lower indices, the other by vectors. Matching indicies imply a sum.



So $b^Tx=b_ix^i=b_xx_x+b_yx_y+b_zx_z$



$nabla(b^Tx)=frac{partial}{partial x^j}(b_ix^i)$



By the product rule:



$frac{partial}{partial x^j}(b_ix^i)=frac{partial b_i}{partial x_j}x^i+b_ifrac{partial x^i}{partial x^j}$



But $vec{b}$ isa constant, so the derivatives of any component is 0. $frac{partial x_j}{partial x_i}$ is 0 unless the indices match, in which case the value is 1.



So the other term gives us $b_j$, establishing the expected result.






share|cite|improve this answer














Call a column vector $vec{x}$. Indicate $x^1$ for the 1st component, $x^2$ for the second, and so on. Square of a component will be $(x^1)^2$ Will be the first component (usually x coponent) squared.



$x^i$ will be used to represent the i_th component or the whole vector.



The transpose of vector will be represented with a lowered index $x_i$ is $vec{x}^T$



Inner products can only be performed between a column vector and a row vector, so one vector is addressed by lower indices, the other by vectors. Matching indicies imply a sum.



So $b^Tx=b_ix^i=b_xx_x+b_yx_y+b_zx_z$



$nabla(b^Tx)=frac{partial}{partial x^j}(b_ix^i)$



By the product rule:



$frac{partial}{partial x^j}(b_ix^i)=frac{partial b_i}{partial x_j}x^i+b_ifrac{partial x^i}{partial x^j}$



But $vec{b}$ isa constant, so the derivatives of any component is 0. $frac{partial x_j}{partial x_i}$ is 0 unless the indices match, in which case the value is 1.



So the other term gives us $b_j$, establishing the expected result.







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Nov 28 '18 at 16:56

























answered Nov 27 '18 at 21:50









TurlocTheRed

838311




838311












  • Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
    – JIM BOY
    Nov 27 '18 at 23:04






  • 1




    Yep. the $delta^i_k$ makes that happen.
    – TurlocTheRed
    Nov 27 '18 at 23:08


















  • Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
    – JIM BOY
    Nov 27 '18 at 23:04






  • 1




    Yep. the $delta^i_k$ makes that happen.
    – TurlocTheRed
    Nov 27 '18 at 23:08
















Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
– JIM BOY
Nov 27 '18 at 23:04




Thanks. What I mean by typo is on the answer. My lecturer wrote $−b^T$. It should be $−b$ right?
– JIM BOY
Nov 27 '18 at 23:04




1




1




Yep. the $delta^i_k$ makes that happen.
– TurlocTheRed
Nov 27 '18 at 23:08




Yep. the $delta^i_k$ makes that happen.
– TurlocTheRed
Nov 27 '18 at 23:08


















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