目录
- 1 定义
- 2 十大常用公式总结
- 3 十大常用公式推导
-
- 3.1 ∇ ( a T x ) = ∇ ( x T a ) = a \nabla \left( \boldsymbol{a}^T\boldsymbol{x} \right) =\nabla \left( \boldsymbol{x}^T\boldsymbol{a} \right) =\boldsymbol{a} ∇(aTx)=∇(xTa)=a
- 3.2 ∇ ( x T x ) = 2 x \nabla \left( \boldsymbol{x}^T\boldsymbol{x} \right) =2\boldsymbol{x} ∇(xTx)=2x
- 3.3 ∇ x y T x = ( ∇ x T y x T ) T \nabla _{\boldsymbol{x}}\boldsymbol{y}^T\boldsymbol{x}=\left( \nabla _{\boldsymbol{x}^T}\boldsymbol{yx}^T \right) ^T ∇xyTx=(∇xTyxT)T
- 3.4 ∇ x T A x = A \nabla _{\boldsymbol{x}^T}\boldsymbol{Ax}=\boldsymbol{A} ∇xTAx=A
- 3.5 ∇ x T A T = A T \nabla \boldsymbol{x}^T\boldsymbol{A}^T=\boldsymbol{A}^T ∇xTAT=AT
- 3.6 ∇ ( x T A x ) = ( A + A T ) x \nabla \left( \boldsymbol{x}^T\boldsymbol{Ax} \right) =\left( \boldsymbol{A}+\boldsymbol{A}^T \right) \boldsymbol{x} ∇(xTAx)=(A+AT)x
1 定义
主要讨论实值函数对矩阵或向量的梯度。先给出定义,若函数 f : R m × n → R f:\mathbb{R}^{m\times n}\rightarrow \mathbb{R} f