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April 6th, 2015, 11:04 AM  #1 
Newbie Joined: Apr 2015 From: Iran Posts: 2 Thanks: 0  Derivative of norm of a Gram matrix's diagonal
I have a matrix X of size mbyn. I need to calculate derivative of the following function of X with respect to X: $\displaystyle f(X)=diag(X^TX)_2^2$ where $\displaystyle diag()$ returns diagonal elements of a matrix into a vector. How can I calculate $\displaystyle \frac {\partial f(X)} {\partial X}$? Please help me. Thanks in advance! 

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derivative, diagonal, gram, matrix, norm 
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