Unformatted text preview: by x > 1 Ax 2 where x = [ x > 1 x > 2 ] > , x 1 is an m × 1 vector, x 2 is an n × 1 vector, and A is an m × n matrix. Find the gradient vector and Hessian matrix of f . (2 points) (b) Let X be an m × n matrix Deﬁne g : < mn → < by a function that maps x = vec( X ) to a > Xb where a is an m × 1 vector, b is an n × 1 vector. Find the gradient vector and Hessian matrix of g . (2 points) 1...
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 Fall '07
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 Linear Algebra, Matrices, hessian matrix, gradient vector, Atsushi Inoue

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