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
$d(A*x)/dx=A$
$d(x^T*A)/dx^T=A$
$d(x^T*A)/dx=A^T$
$d(x^T*A*x)/dx=x^T(A^T+A)$
practice:
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
$d(A*x)/dx=A$
$d(x^T*A)/dx^T=A$
$d(x^T*A)/dx=A^T$
$d(x^T*A*x)/dx=x^T(A^T+A)$
practice: