claudiocamera
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Hello There !
Given f(x) where x is a vector [ x1, x2, x3...xn] from here, it is easy to calculate the gradient of f(x) and the Hessian of f(x).
Now supose that I perform a change of variables such that x=Sy, where S is an nxn inversible matrix.
How can I express the gradient of f(x) and the Hessian of f(x) in terms of the y variable ?
Given f(x) where x is a vector [ x1, x2, x3...xn] from here, it is easy to calculate the gradient of f(x) and the Hessian of f(x).
Now supose that I perform a change of variables such that x=Sy, where S is an nxn inversible matrix.
How can I express the gradient of f(x) and the Hessian of f(x) in terms of the y variable ?