I need to find (dy)/(dx) for the following y = norm(A^Tx−b)_2^2 where A in R^(3 xx 3) , b in R^(3x1), x in R^(3x1), y in R, and norm(.)_2 is the euclidean norm so for example norm(z)_2^2=z^T z for z in R^(3x1)

Arectemieryf0

Arectemieryf0

Answered question

2022-07-22

I need to find d y d x for the following
y = | | A T x b | | 2 2 where A R 3 x 3 , b R 3 x 1 , x R 3 x 1 , y R , and | | . | | 2 is the euclidean norm so for example | | z | | 2 2 = z T z for z R 3 x 1 . I'm familiar with the chain rule but I've never really used it in this way. Also, I'm not sure what R 3 x 3 represents and how I can use it with the chain rule.

Answer & Explanation

Urijah Hahn

Urijah Hahn

Beginner2022-07-23Added 13 answers

Establish the vector
z = A T x  b
In terms of this new vector, rewrite the function. then determine its gradient and differential.
y = z T z d y = 2 z T d z = 2 z T ( A T d x ) = ( 2 A z ) T d x  y  x = 2 A z = 2 A ( A T x  b )  
The symbol R m × n denotes a matrix of real numbers with m rows and n columns.

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