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Matrix Derivative
Matrix Derivative1.1 DefinitionFor a function f(X)f(X)f(X), where X∈Rm×nX\in R^{m\times n}X∈Rm×n is a matrix and f(X)∈Rf(X)\in Rf(X)∈R is scalar. We define the derivative of the function as ∂f∂X=[∂f∂Xij]\frac{\partial f}{\partial X}=\left[\frac{\partial原创 2021-03-23 20:00:11 · 395 阅读 · 0 评论 -
Hom 线性映射中表示线性映射的集合
Boyd Convex Optimization的第3章开头给出了凸函数的定义和一种判别方法,但没有证明过程,在此给出证明。原文这样说的:A function is convex if and only if it is convex when restricted to any line that intersects its domain.这句话看不懂,其实后面还有 in other wor...原创 2020-04-11 10:36:29 · 5569 阅读 · 0 评论