Derivative of a quadratic form with respect to a scalar

derivativesquadratic-forms

How would I take a derivative of a quadratic form with respect to a scalar, i.e.
$$\frac{dx(t)^T\mathbf{Y}x(t)}{dt}$$
I have already tried splitting the quadratic form into its elements, and also applied the product rule, but it did not help. Any help is appreciated.

Best Answer

The hint of CaptainLama is correct.

An alternative way is by expanding the form and observing what square terms

$$a\,x_0(t)^2\to 2a\,x_0(t)x_0'(t)$$

and double product terms

$$2b\,x_0(t)x_1(t)\to 2b\,x_0(t)'x_1(t)+2b\,x_0(t)x_1'(t)$$

become.

This should convince you that the derivative is the bilinear form

$$2x'(t)^TYx(t).$$