Matrix Differentiation - Denominator Layout

Overview


In the denominator layout, if the denominator is a column vector and the numerator is a scalar, the result is a column vector. That is, the derivative mimics the vector status of the numerator.
{% \vec{x} = \begin{bmatrix} x_1 \\ x_2 \\ x_3 \\ \end{bmatrix} %}
Then we have
{% \frac{dt}{d \vec{x}} = \begin{bmatrix} \frac{dt}{x_1} \\ \frac{dt}{x_2} \\ \frac{dt}{x_3} \\ \end{bmatrix} %}
If we have another vector {% \vec{y} %} then we have
{% \vec{y} = \begin{bmatrix} y_1 \\ y_2 \\ y_3 \\ \end{bmatrix} %}
Then
{% \frac{d\vec{y}}{dt} = \begin{bmatrix} \frac{dy_1}{dt} & \frac{dy_2}{dt} & \frac{y_3}{dt} \\ \end{bmatrix} %}
That is, if the column vector is in the denominator, the derivative is then a row vector.

Lastly, this allows us to write the derivative of one column vector by another column vector as a matrix.
{% \frac{d\vec{x}}{d\vec{y}} = \begin{bmatrix} \frac{dx_1}{dy_1} &\frac{dx_2}{dy_1} & \frac{dx_3}{dy_1} \\ \frac{dx_1}{dy_2} &\frac{dx_2}{dy_2} & \frac{dx_3}{dy_2} \\ \frac{dx_1}{dy_3} &\frac{dx_2}{dy_3} & \frac{dx_3}{dy_3} \\ \end{bmatrix} %}

Formulas



Below we list some common formulas for differentiating vectors and matrices.

bold Capital letters are Matrices
bold lower case letters are vectors (column vectors)
letters are scalars

{% \frac{\partial{\vec{a}^T \vec{x}}}{\partial x} = \frac{\partial{\vec{x}^T \vec{a}}}{\partial x} = \vec{a} %}
{% \frac{\partial A \vec{x}}{\partial \vec{x}} = A^T %}
{% \frac{\partial \vec{x}^T A \vec{x}}{\partial \vec{x}} = (A + A^T)\vec{x} %}

Chain Rule


Given a vector valued set of functions
{% \vec{v} = f(g(h(\vec{x}))) %}
The derivative can be calculated as
{% \frac{d \vec{v}}{d \vec{x}} = \frac{dh}{d\vec{x}} \frac{dg}{dh} \frac{df}{dg} %}
In the denominator layout, the order of the derivatives in the product is reversed from the normal order.