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The image shows the whole exercise for context, but my question is about the derivative (the red arrow). I think I get a bit confused when dealing with matrices and I have trouble seeing how to get the result, more specifically the H(theta-theta*).

I tried to look at the matrix calculus Wikipedia page to see if any of the identities could help but I’m still confused!

Any resources suggestions to understand how to handle derivatives with matrices are welcome!

Many thanks!

Maximilian Janisch
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    Welcome to MSE. It is in your best interest that you type your questions (using MathJax) instead of posting links to pictures. – José Carlos Santos Jan 09 '20 at 09:27
  • Maybe this can help you solve the problem: https://math.stackexchange.com/questions/883016/ – Maximilian Janisch Jan 09 '20 at 09:49
  • Note that $H$ is being treated as a constant in this differentiation. The definition of it given above is not complete. The elements of $H$ are actually $$\left.\dfrac{\partial^2\mathcal L}{\partial\Theta_i\partial\Theta_j}\right|_{\Theta^}$$ and so are not functions of $\Theta$, but rather the values of those functions at $\Theta^$. – Paul Sinclair Jan 09 '20 at 16:54

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