UWEE Tech Report Series

An Introduction to Functional Derivatives


UWEETR-2008-0001

Author(s):
Bela A. Frigyik, Santosh Srivastava, Maya R. Gupta

Keywords:
Bregman divergence, functional derivative, Frechet derivative, Gateaux derivative

Abstract

This tutorial on functional derivatives focuses on Fr\'{e}chet derivatives, a subtopic of functional analysis and of the calculus of variations. The reader is assumed to have experience with real analysis. Definitions and properties are discussed, and examples with functional Bregman divergence illustrate how to work with the Fr\'{e}chet derivative.

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