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From: "Dean " <dchesterfield@hotmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Partial differentiation
Date: Thu, 16 Dec 2010 01:52:07 +0000 (UTC)
Organization: Univ of New South Wales
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Xref: news.mathworks.com comp.soft-sys.matlab:695922

Hi,

I am struggling a bit with what I guess should be a simple problem. I have a function     F(x), R^3-->R, where x is a 3-element symbolic vector [x1 x2 x3]. I need to obtain the gradient vector of F with respect to x, which involves calculating the partial derivative of F with respect to each of x1, x2, and x3.

Now x1,x2 and x3 represent real positive variables, and they are subject to the constraint x1+x2+x3=1. So I believe that the partial derivative of xi wrt xj, where j is not equal to i, should be -1. Unfortunately I don't know how to specify this in MATLAB. I find I must write the constraint as x1=1-x2-x3. I can then obtain diff(x1,x2)=diff(x1,x3)=-1, as I hoped. However, MATLAB does not seem to evaluate any of the other partial derivatives, e.g. diff(x2,x1) = diff(x2,1 - x3 - x2), NOT -1. I don't know how to specify in MATLAB that all such partial derivates equal -1. The following is a few lines of what I've tried in MATLAB and the errors encountered. Any assistance would be greatly appreciated.

>> syms x1 x2 x3 real
>> x1 + x2 + x3 =1
??? x1 + x2 + x3 =1
|
Error: The expression to the left of the equals sign is not a valid target for an
assignment.

>> x1  = 1 - (x2 + x3)

x1 =

1 - x3 - x2

>> diff(x2,x1)

ans =

diff(x2, 1 - x3 - x2)

>> diff(x1,x2)

ans =

-1

>> diff(x1,x3)

ans =

-1

>> x2=1-(x1+x3)

x2 =

x2

>> diff(x2,x1)

ans =

diff(x2, 1 - x3 - x2)