I am trying to work with ChatGPT to find derivative of J with respect to w_i:
J = c^T ( I + D W D.T ) ^ {-2} c
where c is a vector of n, D is square matrix of n x n and W is a diagonal square matrix of n x n, with diagonal elements being w_1, w_2, …, w_n.
I want to find derivative of J with respect to w_i. Attached please find the ChatGPT’s answer. I am not sure the chain rule was applied correctly between the two red boxes. It seems that the exponent should be -3.
Please verify if this is indeed a bug. Thanks.