记录---实函数对复变量求导公式推导

最新推荐文章于 2022-05-21 18:08:12 发布

没时间解释了快上车

最新推荐文章于 2022-05-21 18:08:12 发布

阅读量1.2k

点赞数 2

分类专栏：信号处理文章标签：几何学概率论线性代数

本文链接：https://blog.csdn.net/Shen_KL/article/details/123428273

版权

信号处理专栏收录该内容

11 篇文章 149 订阅

订阅专栏

向量运算中，需要运用到实函数对复变量求导的公式，如下

假设有一实函数 $f(z)$ , $z$ 为一复变量，可表示为 $z=x+jy$ 。则有如下公式

$\frac{\partial f(z)}{\partial z}=\frac{1}{2}\left ( \frac{\partial f(z)}{\partial x}-j\frac{\partial f(z)}{\partial y}\right )$

$\frac{\partial f(z)}{\partial z^{*}}=\frac{1}{2}\left ( \frac{\partial f(z)}{\partial x}+j\frac{\partial f(z)}{\partial y}\right )$

话不多说，推导公式如下：

定义 $z=x+jy$ ， $x,y\epsilon R$ 。则

$f(z)=F(x,y)=U(x,y)+jV(x,y)$

求导可得

$dF=\frac{\partial F(x,y)}{\partial x}dx+\frac{\partial F(x,y)}{\partial y}dy$

$dF= \frac{\partial U(x,y)}{\partial x}dx+j\frac{\partial V(x,y)}{\partial x}dx+\frac{\partial U(x,y)}{\partial y}dy+j\frac{\partial V(x,y)}{\partial y}$ (1-1)

由于

$\left\{\begin{matrix} dz=dx+jdy\\dz^{*}=dx-jdy \end{matrix}\right.$

即

$\left\{\begin{matrix} dx=\frac{1}{2}(dz+dz^{*})\\ dy=\frac{1}{2j}(dz-dz^{*}) \end{matrix}\right.$

将上式带入(1-1)可得

$\begin{align*}dF&=\frac{1}{2}\left [\frac{\partial U(x,y)}{\partial x} +\frac{\partial V(x,y)}{\partial y} +j\left ( \frac{\partial V(x,y)}{\partial x} -\frac{\partial U(x,y)}{\partial y} \right ) \right ]dz \\ &+ \frac{1}{2}\left [\frac{\partial U(x,y)}{\partial x} -\frac{\partial V(x,y)}{\partial y} +j\left ( \frac{\partial V(x,y)}{\partial x} +\frac{\partial U(x,y)}{\partial y} \right ) \right ]dz^{*} \end{align*}$

$\begin{align*} dF&= \frac{1}{2}\left [\frac{\partial }{\partial x} (U(x,y)+jV(x,y))-j\frac{\partial }{\partial y} (U(x,y)+jV(x,y))\right ]dz\\ &+\frac{1}{2}\left [\frac{\partial }{\partial x} (U(x,y)+jV(x,y))+j\frac{\partial }{\partial y} (U(x,y)+jV(x,y))\right ]dz^{*} \end{align*}$

$dF=\frac{1}{2}(\frac{\partial }{\partial x}-j\frac{\partial }{\partial y})F(x,y)dz+\frac{1}{2}(\frac{\partial }{\partial x}+j\frac{\partial }{\partial y})F(x,y)dz^{*}$