def test_mixed_deriv_mixed_expressions():
expr = Trace(A) * A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A) * A)
assert expr.diff(A) == (2 * Trace(A)) * Identity(k)
def test_mixed_deriv_mixed_expressions():
expr = Trace(A)*A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A)*A)
assert expr.diff(A) == (2*Trace(A))*Identity(k)
def test_matrix_derivative_with_inverse():
# Cookbook example 61:
expr = a.T*Inverse(X)*b
assert expr.diff(X) == -Inverse(X).T*a*b.T*Inverse(X).T
# Cookbook example 63:
expr = Trace(A*Inverse(X)*B)
assert expr.diff(X) == -(X**(-1)*B*A*X**(-1)).T
# Cookbook example 64:
expr = Trace(Inverse(X + A))
assert expr.diff(X) == -(Inverse(X + A)*Inverse(X + A)).T
def test_matrix_derivative_with_inverse():
# Cookbook example 61:
expr = a.T * Inverse(X) * b
assert expr.diff(X) == -Inverse(X).T * a * b.T * Inverse(X).T
# Cookbook example 63:
expr = Trace(A * Inverse(X) * B)
assert expr.diff(X) == -(X**(-1) * B * A * X**(-1)).T
# Cookbook example 64:
expr = Trace(Inverse(X + A))
assert expr.diff(X) == -(Inverse(X + A) * Inverse(X + A)).T
def test_mixed_deriv_mixed_expressions():
expr = 3 * Trace(A)
assert expr.diff(A) == 3 * Identity(k)
expr = k
deriv = expr.diff(A)
assert isinstance(deriv, ZeroMatrix)
assert deriv == ZeroMatrix(k, k)
expr = Trace(A)**2
assert expr.diff(A) == (2 * Trace(A)) * Identity(k)
expr = Trace(A) * A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A) * A)
assert expr.diff(A) == (2 * Trace(A)) * Identity(k)
expr = Trace(Trace(Trace(A) * A) * A)
assert expr.diff(A) == (3 * Trace(A)**2) * Identity(k)
def test_mixed_deriv_mixed_expressions():
expr = 3*Trace(A)
assert expr.diff(A) == 3*Identity(k)
expr = k
deriv = expr.diff(A)
assert isinstance(deriv, ZeroMatrix)
assert deriv == ZeroMatrix(k, k)
expr = Trace(A)**2
assert expr.diff(A) == (2*Trace(A))*Identity(k)
expr = Trace(A)*A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A)*A)
assert expr.diff(A) == (2*Trace(A))*Identity(k)
expr = Trace(Trace(Trace(A)*A)*A)
assert expr.diff(A) == (3*Trace(A)**2)*Identity(k)
def test_matrix_derivatives_of_traces():
expr = Trace(A) * A
assert expr.diff(A) == Derivative(Trace(A) * A, A)
assert expr[i, j].diff(
A[m, n]).doit() == (KDelta(i, m) * KDelta(j, n) * Trace(A) +
KDelta(m, n) * A[i, j])
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
assert expr.rewrite(Sum).diff(X[m, n]).doit() == KDelta(m, n)
# Cookbook example 100:
expr = Trace(X * A)
assert expr.diff(X) == A.T
assert expr.rewrite(Sum).diff(X[m, n]).doit() == A[n, m]
# Cookbook example 101:
expr = Trace(A * X * B)
assert expr.diff(X) == A.T * B.T
assert expr.rewrite(Sum).diff(X[m, n]).doit().dummy_eq((A.T * B.T)[m, n])
# Cookbook example 102:
expr = Trace(A * X.T * B)
assert expr.diff(X) == B * A
# Cookbook example 103:
expr = Trace(X.T * A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A * X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2 * X.T
# Cookbook example 107:
expr = Trace(X**2 * B)
assert expr.diff(X) == (X * B + B * X).T
expr = Trace(MatMul(X, X, B))
assert expr.diff(X) == (X * B + B * X).T
# Cookbook example 108:
expr = Trace(X.T * B * X)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 109:
expr = Trace(B * X * X.T)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 110:
expr = Trace(X * X.T * B)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 111:
expr = Trace(X * B * X.T)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 112:
expr = Trace(B * X.T * X)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 113:
expr = Trace(X.T * X * B)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 114:
expr = Trace(A * X * B * X)
assert expr.diff(X) == A.T * X.T * B.T + B.T * X.T * A.T
# Cookbook example 115:
expr = Trace(X.T * X)
assert expr.diff(X) == 2 * X
expr = Trace(X * X.T)
assert expr.diff(X) == 2 * X
# Cookbook example 116:
expr = Trace(B.T * X.T * C * X * B)
assert expr.diff(X) == C.T * X * B * B.T + C * X * B * B.T
# Cookbook example 117:
expr = Trace(X.T * B * X * C)
assert expr.diff(X) == B * X * C + B.T * X * C.T
# Cookbook example 118:
expr = Trace(A * X * B * X.T * C)
assert expr.diff(X) == A.T * C.T * X * B.T + C * A * X * B
# Cookbook example 119:
expr = Trace((A * X * B + C) * (A * X * B + C).T)
assert expr.diff(X) == 2 * A.T * (A * X * B + C) * B.T
# Cookbook example 120:
# TODO: no support for TensorProduct.
# expr = Trace(TensorProduct(X, X))
# expr = Trace(X)*Trace(X)
# expr.diff(X) == 2*Trace(X)*Identity(k)
# Higher Order
# Cookbook example 121:
expr = Trace(X**k)
#assert expr.diff(X) == k*(X**(k-1)).T
# Cookbook example 122:
expr = Trace(A * X**k)
#assert expr.diff(X) == # Needs indices
# Cookbook example 123:
expr = Trace(B.T * X.T * C * X * X.T * C * X * B)
assert expr.diff(
X
) == C * X * X.T * C * X * B * B.T + C.T * X * B * B.T * X.T * C.T * X + C * X * B * B.T * X.T * C * X + C.T * X * X.T * C.T * X * B * B.T
# Other
# Cookbook example 124:
expr = Trace(A * X**(-1) * B)
assert expr.diff(X) == -Inverse(X).T * A.T * B.T * Inverse(X).T
# Cookbook example 125:
expr = Trace(Inverse(X.T * C * X) * A)
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == -X.inv().T * A.T * X.inv() * C.inv().T * X.inv(
).T - X.inv().T * A * X.inv() * C.inv() * X.inv().T
# Cookbook example 126:
expr = Trace((X.T * C * X).inv() * (X.T * B * X))
assert expr.diff(X) == -2 * C * X * (X.T * C * X).inv() * X.T * B * X * (
X.T * C * X).inv() + 2 * B * X * (X.T * C * X).inv()
# Cookbook example 127:
expr = Trace((A + X.T * C * X).inv() * (X.T * B * X))
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == B * X * Inverse(A + X.T * C * X) - C * X * Inverse(
A + X.T * C *
X) * X.T * B * X * Inverse(A + X.T * C * X) - C.T * X * Inverse(
A.T + (C * X).T * X) * X.T * B.T * X * Inverse(
A.T + (C * X).T * X) + B.T * X * Inverse(A.T + (C * X).T * X)
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(X*X*B)
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X * A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A * X * B)
assert expr.diff(X) == A.T * B.T
# Cookbook example 102:
expr = Trace(A * X.T * B)
assert expr.diff(X) == B * A
# Cookbook example 103:
expr = Trace(X.T * A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A * X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2 * X.T
# Cookbook example 107:
expr = Trace(X**2 * B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(X * X * B)
assert expr.diff(X) == (X * B + B * X).T
# Cookbook example 108:
expr = Trace(X.T * B * X)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 109:
expr = Trace(B * X * X.T)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 110:
expr = Trace(X * X.T * B)
assert expr.diff(X) == B * X + B.T * X
# Cookbook example 111:
expr = Trace(X * B * X.T)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 112:
expr = Trace(B * X.T * X)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 113:
expr = Trace(X.T * X * B)
assert expr.diff(X) == X * B.T + X * B
# Cookbook example 114:
expr = Trace(A * X * B * X)
assert expr.diff(X) == A.T * X.T * B.T + B.T * X.T * A.T
# Cookbook example 115:
expr = Trace(X.T * X)
assert expr.diff(X) == 2 * X
expr = Trace(X * X.T)
assert expr.diff(X) == 2 * X
# Cookbook example 116:
expr = Trace(B.T * X.T * C * X * B)
assert expr.diff(X) == C.T * X * B * B.T + C * X * B * B.T
# Cookbook example 117:
expr = Trace(X.T * B * X * C)
assert expr.diff(X) == B * X * C + B.T * X * C.T
# Cookbook example 118:
expr = Trace(A * X * B * X.T * C)
assert expr.diff(X) == A.T * C.T * X * B.T + C * A * X * B
# Cookbook example 119:
expr = Trace((A * X * B + C) * (A * X * B + C).T)
assert expr.diff(X) == 2 * A.T * (A * X * B + C) * B.T
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(MatMul(X, X, B))
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
# Cookbook example 120:
# TODO: no support for TensorProduct.
# expr = Trace(TensorProduct(X, X))
# expr = Trace(X)*Trace(X)
# expr.diff(X) == 2*Trace(X)*Identity(k)
# Higher Order
# Cookbook example 121:
expr = Trace(X**k)
#assert expr.diff(X) == k*(X**(k-1)).T
# Cookbook example 122:
expr = Trace(A*X**k)
#assert expr.diff(X) == # Needs indices
# Cookbook example 123:
expr = Trace(B.T*X.T*C*X*X.T*C*X*B)
assert expr.diff(X) == C*X*X.T*C*X*B*B.T + C.T*X*B*B.T*X.T*C.T*X + C*X*B*B.T*X.T*C*X + C.T*X*X.T*C.T*X*B*B.T
# Other
# Cookbook example 124:
expr = Trace(A*X**(-1)*B)
assert expr.diff(X) == -Inverse(X).T*A.T*B.T*Inverse(X).T
# Cookbook example 125:
expr = Trace(Inverse(X.T*C*X)*A)
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == - X.inv().T*A.T*X.inv()*C.inv().T*X.inv().T - X.inv().T*A*X.inv()*C.inv()*X.inv().T
# Cookbook example 126:
expr = Trace((X.T*C*X).inv()*(X.T*B*X))
assert expr.diff(X) == -2*C*X*(X.T*C*X).inv()*X.T*B*X*(X.T*C*X).inv() + 2*B*X*(X.T*C*X).inv()
# Cookbook example 127:
expr = Trace((A + X.T*C*X).inv()*(X.T*B*X))
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == B*X*Inverse(A + X.T*C*X) - C*X*Inverse(A + X.T*C*X)*X.T*B*X*Inverse(A + X.T*C*X) - C.T*X*Inverse(A.T + (C*X).T*X)*X.T*B.T*X*Inverse(A.T + (C*X).T*X) + B.T*X*Inverse(A.T + (C*X).T*X)
