Computing derivatives wrt logX is a right pain.

One might guess that dy/dlogX = (dy/dX)'*X
(or something like that)

*** But that equality only holds if (dy/dX)' and X commute. ***

Moreover, they are _very_ unlikely to commute.

Consider one of the simplest scalars we might be differentiating:
	    y = a'*X*b
	dy/DX = b*a'
b*a' is basically arbitrary, there is no reason why it should commute with X.

So you have to be much more careful. The correct conversion is coded up here:
	convertgrad.m  convertsymgrad.m
are probably the ones you want. Unfortunately they take O(D^3) time (where X is
DxD), because they use eig(X). Perhaps the sequences could be approximated in
quicker time, but for density estimation problems where D is only 10s, D^3 isn't
too important.

      Name                    Last modified      Size  Description
test.m 2008-05-11 16:54 2.7K convertsymgrad.m 2008-05-11 16:54 2.1K convertgrad.m 2008-05-11 16:54 2.0K