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anishpatel/matrix-derivatives.md

Created July 12, 2018 21:31
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matrix-derivatives.md

$$ L(A,F) = \frac{1}{K}|R\circ(S-AF)|_2^2. $$

Compute the partial derivatives of $L$ with respect $A$ and $F$. Show that $$\frac{\partial L}{\partial A} = \frac{-2}{K}[R\circ(S-AF)]F^\top.$$ and $$\frac{\partial L}{\partial F} = \frac{-2}{K}A^\top[R\circ(S-AF)].$$

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