文章转载自:http://www.cnblogs.com/huashiyiqike/p/3568922.html
复杂矩阵问题求导方法:可以从小到大,从scalar到vector再到matrix。
x is a column vector, A is a matrix
d(A∗x)/dx=A d(A∗x)/dx=A
d(xT∗A)/dxT=A d(xT∗A)/dxT=A
d(xT∗A)/dx=AT d(xT∗A)/dx=AT
d(xT∗A∗x)/dx=xT(AT+A) d(xT∗A∗x)/dx=xT(AT+A)
practice: