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April 6th, 2015, 12:04 PM   #1
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Derivative of norm of a Gram matrix's diagonal

I have a matrix X of size m-by-n. 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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