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元素向量矩阵求导法则【如果你在学习过程，遇到问题，可以请我做私教！老司机带你飞！】
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1、行向量对元素求导
设 y T = [ y 1 ⋯ y n ] y^T = [y_1\ \cdots\ y_n] yT=[y1 ⋯ yn] 是 n 维行向量， x x x 是元素，则 ∂ y T ∂ x = [ ∂ y 1 ∂ x ⋯ ∂ y n ∂ x ] \frac{\partial y^T}{\partial x} = [\frac{\partial y_1}{\partial x} \ \cdots\ \frac{\partial y_n}{\partial x}] ∂x∂yT=[∂x∂y1 ⋯ ∂x∂yn]
2、列向量对元素求导
设 y = [ y 1 ⋮ y n ] y = \left[ \begin{matrix}y_1\\\vdots\\y_n\end{matrix}\right] y=⎣⎢⎡y1⋮yn⎦⎥⎤ 是 m 维列向量， x x x 是元素，则：
∂ y ∂ x = [ ∂ y 1 ∂ x ⋮ ∂ y n ∂ x ] \frac{\partial y}{\partial x} = \left[\begin{matrix}\frac{\partial y_1}{\partial x}\\\vdots\\\frac{\partial y_n}{\partial x}\end{matrix}\right] ∂x∂y=⎣⎢⎡∂x∂y1⋮∂x∂yn⎦⎥⎤
3、矩阵对元素求导
设 Y = [ y 11 ⋯ y 1 n ⋮ ⋮ ⋮ y m 1 ⋯ y m n ] Y = \left[\begin{matrix}&y_{11}\ \ &\cdots \ \ &y_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&y_{m1}\ \ &\cdots \ \ &y_{mn}\end{matrix}\right] Y=⎣⎢⎡y11 ⋮ ym1 ⋯ ⋮ ⋯ y1n⋮ymn⎦⎥⎤
是 m × n m \times n m×n 矩阵， x x x 是元素，则
∂ Y ∂ x = [ ∂ y 11 ∂ x ⋯ ∂ y 1 n ∂ x ⋮ ⋮ ⋮ ∂ y m 1 ∂ x ⋯ ∂ y m n ∂ x ] \frac{\partial Y}{\partial x } = \left[\begin{matrix}&\frac{\partial y_{11}}{\partial x}\ \ &\cdots \ \ &\frac{\partial y_{1n}}{\partial x}\\&\vdots\ \ &\vdots\ \ &\vdots\\&\frac{\partial y_{m1}}{\partial x}\ \ &\cdots\ \ &\frac{\partial y_{mn}}{\partial x}\end{matrix}\right] ∂x∂Y=⎣⎢⎡∂x∂y11 ⋮ ∂x∂ym1 ⋯ ⋮ ⋯ ∂x∂y1n⋮∂x∂ymn⎦⎥⎤
4、元素对行向量求导
设 y y y 是元素， x T = [ x 1 ⋯ x n ] x^T = [x_1\ \ \cdots\ \ x_{n}] xT=[x1 ⋯ xn] 是 n 维行向量，则
∂ y ∂ x T = [ ∂ y ∂ x 1 ⋯ ∂ y ∂ x n ] \frac{\partial y}{\partial x^T} = [\frac{\partial y}{\partial x_1}\ \ \cdots\ \ \frac{\partial y}{\partial x_n}] ∂xT∂y=[∂x1∂y ⋯ ∂xn∂y]
5、元素对列向量求导
设 y y y 是元素， x = [ x 1 ⋮ x n ] x = \left[ \begin{matrix}x_1\\\vdots\\x_n\end{matrix}\right] x=⎣⎢⎡x1⋮xn⎦⎥⎤ 是 n 维列向量，则
∂ y ∂ x = [ ∂ y ∂ x 1 ⋮ ∂ y ∂ x n ] \frac{\partial y}{\partial x} = \left[\begin{matrix}\frac{\partial y}{\partial x_1}\\\vdots\\\frac{\partial y}{\partial x_n}\end{matrix}\right] ∂x∂y=⎣⎢⎡∂x1∂y⋮∂xn∂y⎦⎥⎤
6、元素对矩阵求导
设 X = [ x 11 ⋯ x 1 n ⋮ ⋮ ⋮ x m 1 ⋯ x m n ] X = \left[\begin{matrix}&x_{11}\ \ &\cdots \ \ &x_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&x_{m1}\ \ &\cdots \ \ &x_{mn}\end{matrix}\right] X=⎣⎢⎡x11 ⋮ xm1 ⋯ ⋮ ⋯ x1n⋮xmn⎦⎥⎤
是 m × n m \times n m×n 矩阵， y y y 是元素，则
∂ y ∂ X = [ ∂ y ∂ x 11 ⋯ ∂ y ∂ x 1 n ⋮ ⋮ ⋮ ∂ y ∂ x m 1 ⋯ ∂ y ∂ x m n ] \frac{\partial y}{\partial X} = \left[\begin{matrix}&\frac{\partial y}{\partial x_{11}}\ \ &\cdots\ \ &\frac{\partial y}{\partial x_{1n}}\\&\vdots\ \ &\vdots\ \ &\vdots\\&\frac{\partial y}{\partial x_{m1}}\ \ &\cdots\ \ &\frac{\partial y}{\partial x_{mn}}\end{matrix}\right] ∂X∂y=⎣⎢⎡∂x11∂y ⋮ ∂xm1∂y ⋯ ⋮ ⋯ ∂x1n∂y⋮∂xmn∂y⎦⎥⎤
7、行向量对列向量求导
设 y T = [ y 1 ⋯ y n ] y^T = [y_1\ \cdots\ y_n] yT=[y1 ⋯ yn] 是 n 维行向量， x = [ x 1 ⋮ x m ] x = \left[\begin{matrix}x_1\\\vdots\\x_m\end{matrix}\right] x=⎣⎢⎡x1⋮xm⎦⎥⎤ 是 m 维列向量，则：
∂ y T ∂ x = [ ∂ y 1 ∂ x 1 ⋯ ∂ y n ∂ x 1 ⋮ ∂ y 1 ∂ x m ⋯ ∂ y n ∂ x m ] \frac{\partial y^T}{\partial x} = \left[\begin{matrix}&\frac{\partial y_1}{\partial x_1}\ \ &\cdots\ \ &\frac{\partial y_n}{\partial x_1}\\&\vdots\\&\frac{\partial y_1}{\partial x_m}\ \ &\cdots\ \ &\frac{\partial y_n}{\partial x_m}\end{matrix}\right] ∂x∂yT=⎣⎢⎡∂x1∂y1 ⋮∂xm∂y1 ⋯ ⋯ ∂x1∂yn∂xm∂yn⎦⎥⎤
8、列向量对行向量求导
设 x T = [ x 1 ⋯ x n ] x^T = [x_1\ \cdots\ x_n] xT=[x1 ⋯ xn] 是 n 维行向量， y = [ y 1 ⋮ y m ] y = \left[\begin{matrix}y_1\\\vdots\\y_m\end{matrix}\right] y=⎣⎢⎡y1⋮ym⎦⎥⎤ 是 m 维列向量，则：
∂ y ∂ x T = [ ∂ y 1 ∂ x 1 ⋯ ∂ y 1 ∂ x n ⋮ ∂ y m ∂ x 1 ⋯ ∂ y m ∂ x n ] \frac{\partial y}{\partial x^T} = \left[\begin{matrix}&\frac{\partial y_1}{\partial x_1}\ \ &\cdots\ \ &\frac{\partial y_1}{\partial x_n}\\&\vdots\\&\frac{\partial y_m}{\partial x_1}\ \ &\cdots\ \ &\frac{\partial y_m}{\partial x_n}\end{matrix}\right] ∂xT∂y=⎣⎢⎡∂x1∂y1 ⋮∂x1∂ym ⋯ ⋯ ∂xn∂y1∂xn∂ym⎦⎥⎤
9、行向量对行向量求导
设 y T = [ y 1 ⋯ y n ] y^T = [y_1\ \cdots\ y_n] yT=[y1 ⋯ yn] 是 n 维行向量， x T = [ x 1 ⋯ x m ] x^T = [x_1\ \cdots\ x_m] xT=[x1 ⋯ xm] 是 m 维行向量，则
∂ y T ∂ x T = [ ∂ y T ∂ x 1 ⋯ ∂ y T ∂ x m ] \frac{\partial y^T}{\partial x^T} = [\frac{\partial y^T}{\partial x_1}\ \cdots\ \frac{\partial y^T}{\partial x_m}] ∂xT∂yT=[∂x1∂yT ⋯ ∂xm∂yT]
10、列向量对列向量求导
设 y = [ y 1 ⋮ y n ] y = \left[ \begin{matrix}y_1\\\vdots\\y_n\end{matrix}\right] y=⎣⎢⎡y1⋮yn⎦⎥⎤ 是 n 维列向量， x = [ x 1 ⋮ x m ] x = \left[ \begin{matrix}x_1\\\vdots\\x_m\end{matrix}\right] x=⎣⎢⎡x1⋮xm⎦⎥⎤ 是 m 维列向量，则
∂ y ∂ x = [ ∂ y 1 ∂ x ⋮ ∂ y n ∂ x ] \frac{\partial y}{\partial x} = \left[\begin{matrix}\frac{\partial y_1}{\partial x}\\\vdots\\\frac{\partial y_n}{\partial x}\end{matrix}\right] ∂x∂y=⎣⎢⎡∂x∂y1⋮∂x∂yn⎦⎥⎤
11、矩阵对行向量
设 Y = [ y 11 ⋯ y 1 n ⋮ ⋮ ⋮ y m 1 ⋯ y m n ] Y = \left[\begin{matrix}&y_{11}\ \ &\cdots \ \ &y_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&y_{m1}\ \ &\cdots \ \ &y_{mn}\end{matrix}\right] Y=⎣⎢⎡y11 ⋮ ym1 ⋯ ⋮ ⋯ y1n⋮ymn⎦⎥⎤
是 m × n m \times n m×n 矩阵， x T = [ x 1 ⋯ x q ] x^T = [x_1\ \cdots\ x_q] xT=[x1 ⋯ xq] 是 q 维行向量，则
∂ Y ∂ x T = [ ∂ Y ∂ x 1 ⋯ ∂ Y ∂ x q ] \frac{\partial Y}{\partial x^T} = [\frac{\partial Y}{\partial x_1}\ \cdots\ \frac{\partial Y}{\partial x_q}] ∂xT∂Y=[∂x1∂Y ⋯ ∂xq∂Y]
12、矩阵对列向量
设 Y = [ y 11 ⋯ y 1 n ⋮ ⋮ ⋮ y m 1 ⋯ y m n ] Y = \left[\begin{matrix}&y_{11}\ \ &\cdots \ \ &y_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&y_{m1}\ \ &\cdots \ \ &y_{mn}\end{matrix}\right] Y=⎣⎢⎡y11 ⋮ ym1 ⋯ ⋮ ⋯ y1n⋮ymn⎦⎥⎤
是 m × n m \times n m×n 矩阵， x = [ x 1 ⋮ x q ] x = \left[ \begin{matrix}x_1\\\vdots\\x_q\end{matrix}\right] x=⎣⎢⎡x1⋮xq⎦⎥⎤ 是 q 维列向量，则
∂ Y ∂ x = [ ∂ y 11 ∂ x ⋯ ∂ y 1 n ∂ x ⋮ ∂ y m 1 ∂ x ⋯ ∂ y m n ∂ x ] \frac{\partial Y}{\partial x} = \left[\begin{matrix}&\frac{\partial y_{11}}{\partial x}\ &\cdots\ &\frac{\partial y_{1n}}{\partial x}\\&\vdots\\&\frac{\partial y_{m1}}{\partial x}\ &\cdots\ &\frac{\partial y_{mn}}{\partial x}\end{matrix}\right] ∂x∂Y=⎣⎢⎡∂x∂y11 ⋮∂x∂ym1 ⋯ ⋯ ∂x∂y1n∂x∂ymn⎦⎥⎤
13、列向量对矩阵求导
设 y = [ y 1 ⋮ y n ] y = \left[\begin{matrix}y_1\\\vdots\\y_n\end{matrix}\right] y=⎣⎢⎡y1⋮yn⎦⎥⎤ 是 n 维列向量，设 X = [ x 11 ⋯ x 1 n ⋮ ⋮ ⋮ x m 1 ⋯ x m n ] X = \left[\begin{matrix}&x_{11}\ \ &\cdots \ \ &x_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&x_{m1}\ \ &\cdots \ \ &x_{mn}\end{matrix}\right] X=⎣⎢⎡x11 ⋮ xm1 ⋯ ⋮ ⋯ x1n⋮xmn⎦⎥⎤ 是 m × n m \times n m×n 矩阵，则
∂ y ∂ X = [ ∂ y 1 ∂ X ⋮ ∂ y n ∂ X ] \frac{\partial y}{\partial X} = \left[\begin{matrix}\frac{\partial y_1}{\partial X}\\\vdots\\\frac{\partial y_n}{\partial X}\end{matrix}\right] ∂X∂y=⎣⎢⎡∂X∂y1⋮∂X∂yn⎦⎥⎤
14、行向量对矩阵求导
设 y T = [ y 1 ⋯ y k ] y^T = [y_1 \ \cdots\ y_k] yT=[y1 ⋯ yk] 是 k 维行向量， X = [ x 11 ⋯ x 1 n ⋮ ⋮ ⋮ x m 1 ⋯ x m n ] X = \left[\begin{matrix}&x_{11}\ \ &\cdots \ \ &x_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&x_{m1}\ \ &\cdots \ \ &x_{mn}\end{matrix}\right] X=⎣⎢⎡x11 ⋮ xm1 ⋯ ⋮ ⋯ x1n⋮xmn⎦⎥⎤ 是 m × n m \times n m×n 矩阵，则
∂ y T ∂ X = [ ∂ y T ∂ x 11 ⋯ ∂ y T ∂ x 1 n ⋮ ∂ y T ∂ x m 1 ⋯ ∂ y T ∂ x m n ] \frac{\partial y^T}{\partial X} = \left[\begin{matrix}&\frac{\partial y^T}{\partial x_{11}}\ &\cdots\ &\frac{\partial y^T}{\partial x_{1n}}\\&\vdots\\&\frac{\partial y^T}{\partial x_{m1}}\ &\cdots\ &\frac{\partial y^T}{\partial x_{mn}}\end{matrix}\right] ∂X∂yT=⎣⎢⎢⎡∂x11∂yT ⋮∂xm1∂yT ⋯ ⋯ ∂x1n∂yT∂xmn∂yT⎦⎥⎥⎤
15、矩阵对矩阵求导
设 Y = [ y 11 ⋯ y 1 n ⋮ ⋮ ⋮ y m 1 ⋯ y m n ] = [ y 1 T ⋮ y m T ] Y = \left[\begin{matrix}&y_{11}\ \ &\cdots \ \ &y_{1n}\\&\vdots\ \ &\vdots \ \ &\vdots\\&y_{m1}\ \ &\cdots \ \ &y_{mn}\end{matrix}\right] = \left[\begin{matrix}y_1^T\\\vdots\\y_m^T\end{matrix}\right] Y=⎣⎢⎡y11 ⋮ ym1 ⋯ ⋮ ⋯ y1n⋮ymn⎦⎥⎤=⎣⎢⎡y1T⋮ymT⎦⎥⎤
是 m × n m \times n m×n 矩阵， X = [ x 11 ⋯ x 1 q ⋮ ⋮ ⋮ x p 1 ⋯ x p q ] = [ x 1 ⋯ x q ] X = \left[\begin{matrix}&x_{11}\ \ &\cdots \ \ &x_{1q}\\&\vdots\ \ &\vdots \ \ &\vdots\\&x_{p1}\ \ &\cdots \ \ &x_{pq}\end{matrix}\right] = [x_1\ \cdots\ x_q] X=⎣⎢⎡x11 ⋮ xp1 ⋯ ⋮ ⋯ x1q⋮xpq⎦⎥⎤=[x1 ⋯ xq] 是 p × q p \times q p×q 矩阵，则：
∂ Y ∂ X = [ ∂ Y ∂ x 1 ⋯ ∂ Y ∂ x q ] = [ ∂ y 1 T ∂ X ⋮ ∂ y m T ∂ X ] = [ ∂ y 1 T ∂ x 1 ⋯ ∂ y 1 T ∂ x q ⋮ ∂ y m T ∂ x 1 ⋯ ∂ y m T ∂ x q ] \begin{aligned}\frac{\partial Y}{\partial X} &= [\frac{\partial Y}{\partial x_1}\ \cdots\ \frac{\partial Y}{\partial x_q}] = \left[\begin{matrix}\frac{\partial y_1^T}{\partial X}\\\vdots\\\frac{\partial y_m^T}{\partial X}\end{matrix}\right]\\\\&=\left[\begin{matrix}&\frac{\partial y_1^T}{\partial x_1}\ &\cdots\ &\frac{\partial y_1^T}{\partial x_q}\\&\vdots\\&\frac{\partial y_m^T}{\partial x_1}\ &\cdots\ &\frac{\partial y_m^T}{\partial x_q}\end{matrix}\right]\end{aligned} ∂X∂Y=[∂x1∂Y ⋯ ∂xq∂Y]=⎣⎢⎢⎡∂X∂y1T⋮∂X∂ymT⎦⎥⎥⎤=⎣⎢⎢⎡∂x1∂y1T ⋮∂x1∂ymT ⋯ ⋯ ∂xq∂y1T∂xq∂ymT⎦⎥⎥⎤
16、案例一
设 Y = [ 2 x y y 2 y x 2 2 x y x ] Y = \left[\begin{matrix}&2xy\ &y^2\ &y\\&x^2\ & 2xy\ &x\end{matrix}\right] Y=[2xy x2 y2 2xy yx]， v = [ x y ] v = \left[\begin{matrix}x\\y\end{matrix}\right] v=[xy]，
根据【12】矩阵对列向量求导法则，则：
∂ Y ∂ v = [ ∂ ( 2 x y ) ∂ v ∂ ( y 2 ) ∂ v ∂ y ∂ v ∂ ( x 2 ) ∂ v ∂ ( 2 x y ) ∂ v ∂ x ∂ v ] = [ 2 y 0 0 2 x 2 y 1 2 x 2 y 1 0 2 x 0 ] \begin{aligned}\frac{\partial Y}{\partial v} &= \left[\begin{matrix}&\frac{\partial (2xy)}{\partial v}\ &\frac{\partial (y^2)}{\partial v}\ &\frac{\partial y}{\partial v}\\&\frac{\partial (x^2)}{\partial v}\ &\frac{\partial(2xy)}{\partial v}\ &\frac{\partial x}{\partial v}\end{matrix}\right]\\\\&=\left[\begin{matrix}&2y \ &0\ &0\\&2x\ &2y\ &1\\&2x\ &2y\ &1\\&0\ &2x\ &0\end{matrix}\right]\end{aligned} ∂v∂Y=[∂v∂(2xy) ∂v∂(x2) ∂v∂(y2) ∂v∂(2xy) ∂v∂y∂v∂x]=⎣⎢⎢⎡2y 2x 2x 0 0 2y 2y 2x 0110⎦⎥⎥⎤
17、案例二
设矩阵 Y = [ a b c d e f ] Y = \left[\begin{matrix}&a\ &b\ &c\\&d\ &e\ &f\end{matrix}\right] Y=[a d b e cf]
矩阵 X = [ u x v y w z ] X = \left[\begin{matrix}&u\ &x\\&v\ &y\\&w\ &z\end{matrix}\right] X=⎣⎡u v w xyz⎦⎤
根据【15】矩阵对矩阵求导公式，则：
∂ Y ∂ X = [ ∂ [ a b c ] ∂ [ u v w ] ∂ [ a b c ] ∂ [ x y z ] ∂ [ d e f ] ∂ [ u v w ] ∂ [ d e f ] ∂ [ x y z ] ] = [ ∂ a ∂ u ∂ b ∂ u ∂ c ∂ u ∂ a ∂ x ∂ b ∂ x ∂ c ∂ x ∂ a ∂ v ∂ b ∂ v ∂ c ∂ v ∂ a ∂ y ∂ b ∂ y ∂ c ∂ y ∂ a ∂ w ∂ b ∂ w ∂ c ∂ w ∂ a ∂ z ∂ b ∂ z ∂ c ∂ z ∂ d ∂ u ∂ e ∂ u ∂ f ∂ u ∂ d ∂ x ∂ e ∂ x ∂ f ∂ x ∂ d ∂ v ∂ e ∂ v ∂ f ∂ v ∂ d ∂ y ∂ e ∂ y ∂ f ∂ y ∂ d ∂ w ∂ e ∂ w ∂ f ∂ w ∂ d ∂ z ∂ e ∂ z ∂ f ∂ z ] \begin{aligned}\frac{\partial Y}{\partial X} &= \left[\begin{matrix}&\frac{\partial [a\ b\ c]}{\partial \left[\begin{matrix}u\\v\\w\end{matrix}\right]}\ &\frac{\partial [a\ b\ c]}{\partial \left[\begin{matrix}x\\y\\z\end{matrix}\right]}\\\\&\frac{\partial [d\ e\ f]}{\partial \left[\begin{matrix}u\\v\\w\end{matrix}\right]}\ &\frac{\partial [d\ e\ f]}{\partial \left[\begin{matrix}x\\y\\z\end{matrix}\right]}\end{matrix}\right]\\\\&=\left[\begin{matrix}&\frac{\partial a}{\partial u}\ &\frac{\partial b}{\partial u}\ &\frac{\partial c}{\partial u}\ &\frac{\partial a}{\partial x}\ &\frac{\partial b}{\partial x}\ &\frac{\partial c}{\partial x}\ \\\\&\frac{\partial a}{\partial v}\ &\frac{\partial b}{\partial v}\ &\frac{\partial c}{\partial v}\ &\frac{\partial a}{\partial y}\ &\frac{\partial b}{\partial y}\ &\frac{\partial c}{\partial y}\ \\\\&\frac{\partial a}{\partial w}\ &\frac{\partial b}{\partial w}\ &\frac{\partial c}{\partial w}\ &\frac{\partial a}{\partial z}\ &\frac{\partial b}{\partial z}\ &\frac{\partial c}{\partial z}\ \\\\&\frac{\partial d}{\partial u}\ &\frac{\partial e}{\partial u}\ &\frac{\partial f}{\partial u}\ &\frac{\partial d}{\partial x}\ &\frac{\partial e}{\partial x}\ &\frac{\partial f}{\partial x}\ \\\\&\frac{\partial d}{\partial v}\ &\frac{\partial e}{\partial v}\ &\frac{\partial f}{\partial v}\ &\frac{\partial d}{\partial y}\ &\frac{\partial e}{\partial y}\ &\frac{\partial f}{\partial y} \\\\&\frac{\partial d}{\partial w}\ &\frac{\partial e}{\partial w}\ &\frac{\partial f}{\partial w}\ &\frac{\partial d}{\partial z}\ &\frac{\partial e}{\partial z}\ &\frac{\partial f}{\partial z}\end{matrix}\right]\end{aligned} ∂X∂Y=⎣⎢⎢⎢⎢⎢⎢⎢⎡∂[uvw]∂[a b c] ∂[uvw]∂[d e f] ∂[xyz]∂[a b c]∂[xyz]∂[d e f]⎦⎥⎥⎥⎥⎥⎥⎥⎤=⎣⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎡∂u∂a ∂v∂a ∂w∂a ∂u∂d ∂v∂d ∂w∂d ∂u∂b ∂v∂b ∂w∂b ∂u∂e ∂v∂e ∂w∂e ∂u∂c ∂v∂c ∂w∂c ∂u∂f ∂v∂f ∂w∂f ∂x∂a ∂y∂a ∂z∂a ∂x∂d ∂y∂d ∂z∂d ∂x∂b ∂y∂b ∂z∂b ∂x∂e ∂y∂e ∂z∂e ∂x∂c ∂y∂c ∂z∂c ∂x∂f ∂y∂f∂z∂f⎦⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎤
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