My Math Forum Derivative of norm of a Gram matrix's diagonal

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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 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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