Lecture 5 Part 1 Derivative of Matrix Determinant and Inverse
[SQUEAKING] [RUSTLING] [CLICKING] STEVEN G. JOHNSON: OK, so last time I talked about how in order to define a gradient, you need an inner product. So that way, if you have a scalar function of a vector, the gradient is defined-- basically the derivative has to be a linear function that takes a vector in and gives you a scalar out. So it turns out this has to be-- if you have a dot product, this has to be a dot product of something with the x. And we call the gradient. So the gradient is the thing with the same shape as x that we take the dot product with the x to get the f. So what I didn't mention is that, in fact, not only did we need a dot product to define a gradient, actually we swept something under the rug earlier. We actually need a norm in order to even define a derivative in the first place. All right. If you have a vector space, a norm is some measure of the length of the vector or a measure of distance. A norm takes in a vector v and gives you out a scalar...