Matrix Calculus
Jan 14
Matrix Calculus: Derivative
A function is said to be differentiable at if there exists such that We say that is the gradient of at and write
Example
Define the Voronoi cell of a lattice
let be a continuously differentiable function, and put
for an invertible matrix . Then is differentiable at the identify matrix and
Convexity
Let be a symmetric convex body. We can define a norm We can define the matrix norm on where .
The polar body of a symmetric convex body is defined as
Theorem
For any symmetric convex body there exists such that
Matrix Calculus: Laplacian
Let be the space of matrices with zero trace. The Laplacian of a twice differentiable function is defined by directional derivative is define by
Claire Zhao © 2026