Question

How do I find the gradient of this matrix expression:

Answer 1

\[\Large f(x)=\frac{1}{2} x^TAx-x^Tb\]

Answer 2

I know what the answer is, however I'd like to see how to derive it: \[\Large \nabla f = \frac{A+A^T}{2}x-b\]

Answer 3

I can show the derivation of this in tensor notation, but I don't think it easily follows over to linear algebra.