Matrix identities

If f(x) = g(Ax) for some g(y) then \frac{df}{dx} = A^T \frac{dg}{dy}, or \nabla f = A^T \nabla g

If f(x) = g(Ax) for some g(y) then \frac{d2f}{dx dx^T} = A^T \frac{dg}{dy} A, or H[f] = A^T H[g] A

If f({\bf x}) = {\bf a}\cdot{\bf x}, then df/d{\bf x}={\bf a}.

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