NumericalOptimization
Chenglin_Yu
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数学概念合集(不定期更新)
数学概念合集(不定期更新)Metric space 度量空间In mathematics, a metric space is a set together with a metric on the set. The metric is a function that defines a concept of distance between any two members of the se...原创 2019-06-14 13:53:26 · 314 阅读 · 0 评论 -
Lipschitz continuity (利普希茨连续)
Lipschitz continuityDEFINITION 1. AAA function fff from S⊂RnS \subset \mathbb{R}^{n}S⊂Rn into Rm\mathbb{R}^{m}Rm is Lipschitz continuous at x∈Sx \in Sx∈S if there is aconstant CCC such that∥f(y)−f(...原创 2019-06-14 14:18:00 · 2411 阅读 · 0 评论 -
Laplacian
Laplacian参考文献https://en.wikipedia.org/wiki/Second_derivative拉普拉斯是将二阶导数推广到高维空间的一种方式。Another common generalization of the second derivative is the Laplacian. This is the differential operator ∇2\nab...原创 2019-06-14 14:41:59 · 622 阅读 · 0 评论 -
Hessian matrix
Hessian matrix参考文献https://en.wikipedia.org/wiki/Hessian_matrix在数学中,Hessian matrix或者Hessian是一个方阵。The Hessian matrix of Hessian is a square matrix of second-order partial derivatives of a scalar-val...原创 2019-06-14 15:05:42 · 423 阅读 · 0 评论 -
# 最大似然估计法和似然函数(likelihood function)
笔记正定矩阵:在线性代数中,一个对称的nxn的实数矩阵M is said to be positive definite if the scalar zTMzz^TMzzTMz is strictly positive for every non-zero column vector z of n real numbers.由定义可知,正定矩阵是对称矩阵, 对称矩阵的逆是对称矩阵。所以正定矩阵...原创 2019-06-22 09:05:43 · 1163 阅读 · 0 评论 -
# 笔记
笔记正定矩阵:在线性代数中,一个对称的nxn的实数矩阵M is said to be positive definite if the scalar zTMzz^TMzzTMz is strictly positive for every non-zero column vector z of n real numbers.由定义可知,正定矩阵是对称矩阵, 对称矩阵的逆是对称矩阵。所以正定矩阵...原创 2019-06-22 09:07:11 · 648 阅读 · 0 评论 -
# 二阶混合偏导(Second-order mixed derivatives)
二阶混合偏导文章目录二阶混合偏导wiki武汉大学同济大学总结偏导数是多元函数求导过程中的一个概念。这里主要阐明一个事实:中国教材和外国教材在二阶混合偏导的记法上是有差别的。外国:先求导的变量写在后面。这种记法是国际上公认的记法,包括wiki.wikiwiki上关于二阶混合偏导的记法如下:然而,我在同济大学《高等数学》第七版下册和武汉大学《高等数学》下册上看到的记法是相反的。...原创 2019-07-12 18:54:29 · 41706 阅读 · 9 评论