Problem understanding equation 4 in the paper

[notu97]

Hi, could you please explain the final derivatives in equation 4 with an example.

a. For the First term:

• ∂Σ_i/∂J = 2JWΣ_wW^T (i.e. a 3x3 matrix).
• Dµ_c/DT_cw is already derived in equation 3. (i.e. a 3x6 matrix)
• What is the answer for ∂J/∂µ_c ? What is its dimension (from the above 2 points it should be 3x3), could you please elaborate with an example?

b. For the 2nd term, I can't figure out what ∂Σ i/∂W will be, it should be a matrix of size nx9 for sure (to conform with matrix multiplication).

Your explanation with an example will be of great help for me. Thanks.