矩阵对标量求导：
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U = U(x,y)
U=U(x,y)
U 是矩阵, x,y 是标量.
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\frac{\partial |U|}{\partial x}=|U|tr(U^{-1}{\frac{\partial U}{\partial x}})
∂x∂∣U∣=∣U∣tr(U−1∂x∂U)
∂ U − 1 ∂ x = − U − 1 ∂ U ∂ x U − 1 \frac{\partial U^{-1}}{\partial x}=-U^{-1}{\frac{\partial U}{\partial x}}U^{-1} ∂x∂U−1=−U−1∂x∂UU−1
∂ l n ∣ U ∣ ∂ x = t r ( U − 1 ∂ U ∂ x ) \frac{\partial ln|U|}{\partial x}=tr(U^{-1}{\frac{\partial U}{\partial x}}) ∂x∂ln∣U∣=tr(U−1∂x∂U)
∂ 2 ∣ U ∣ ∂ x 2 = ∣ U ∣ ( t r ( U − 1 ∂ 2 U ∂ x 2 ) + ( t r ( U − 1 ∂ U ∂ x ) ) 2 − t r ( U − 1 ∂ U ∂ x U − 1 ∂ U ∂ x ) ) \frac{\partial^2 |U|}{\partial x^2}=|U|(tr(U^{-1}{\frac{\partial^2 U}{\partial x^2}})+(tr(U^{-1}{\frac{\partial U}{\partial x}}))^2 - tr(U^{-1}{\frac{\partial U}{\partial x}}U^{-1}{\frac{\partial U}{\partial x}})) ∂x2∂2∣U∣=∣U∣(tr(U−1∂x2∂2U)+(tr(U−1∂x∂U))2−tr(U−1∂x∂UU−1∂x∂U))
∂ 2 U ∂ x 2 = U − 1 ( ∂ U ∂ x U − 1 ∂ U ∂ x − ∂ 2 U ∂ x 2 + ∂ U ∂ x U − 1 ∂ U ∂ x ) U − 1 \frac{\partial^2 U}{\partial x^2}= U^{-1}({\frac{\partial U}{\partial x}}U^{-1}{\frac{\partial U}{\partial x}} - {\frac{\partial^2 U}{\partial x^2}} + {\frac{\partial U}{\partial x}}U^{-1}{\frac{\partial U}{\partial x}})U^{-1} ∂x2∂2U=U−1(∂x∂UU−1∂x∂U−∂x2∂2U+∂x∂UU−1∂x∂U)U−1
∂ 2 U ∂ x ∂ y = U − 1 ( ∂ U ∂ x U − 1 ∂ U ∂ y − ∂ 2 U ∂ x ∂ y + ∂ U ∂ y U − 1 ∂ U ∂ x ) U − 1 \frac{\partial^2 U}{\partial x\partial y}= U^{-1}({\frac{\partial U}{\partial x}}U^{-1}{\frac{\partial U}{\partial y}} - {\frac{\partial^2 U}{\partial x \partial y}} + {\frac{\partial U}{\partial y}}U^{-1}{\frac{\partial U}{\partial x}})U^{-1} ∂x∂y∂2U=U−1(∂x∂UU−1∂y∂U−∂x∂y∂2U+∂y∂UU−1∂x∂U)U−1
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