梯度、雅克比矩阵、海森矩阵、多元泰勒公式

  梯度向量的表达式为:
[ ∂ f ∂ x 1 ∂ f ∂ x 2 . . . ∂ f ∂ x n ] = [ ∂ f ∂ x 1 ∂ f ∂ x 2 . . ∂ f ∂ x n ] T \left[ \begin{array} { c c } {\frac {\partial{f}} {\partial x_{1}}} \\ {\frac {\partial{f}} {\partial x_{2}}} \\ ...& \\ {\frac {\partial{f}} {\partial x_{n}}} \end{array} \right] = \left[ \begin{array} { c c } {\frac {\partial{f}} {\partial x_{1}}} & {\frac {\partial{f}} {\partial x_{2}}} ..& & {\frac {\partial{f}} {\partial x_{n}}} \end{array} \right]^{T} x1fx2f...xnf=[x1fx2f..xnf]T

  雅克比矩阵的表达式为:
[ ∂ y 1 ∂ x 1 ∂ y 1 ∂ x 2 . . . ∂ y 1 ∂ x n ∂ y 2 ∂ x 1 ∂ y 2 ∂ x 2 . . . ∂ y 2 ∂ x n . . . . . . . . . . . . ∂ y m ∂ x 1 ∂ y m ∂ x 2 . . . ∂ y m ∂ x n ] \left[ \begin{array} { c c } {\frac {\partial{y_{1}}} {\partial x_{1}}} & { \frac {\partial{y_{1}}} {\partial x_{2}} } &...& { \frac {\partial{y_{1}}} {\partial x_{n}} } \\ {\frac {\partial{y_{2}}} {\partial x_{1}}} & { \frac {\partial{y_{2}}} {\partial x_{2}} } &...& { \frac {\partial{y_{2}}} {\partial x_{n}} } \\ ...& ... & ...& ... \\ {\frac {\partial{y_{m}}} {\partial x_{1}}} & { \frac {\partial{y_{m}}} {\partial x_{2}} } &...& { \frac {\partial{y_{m}}} {\partial x_{n}} } \end{array} \right] x1y1x1y2...x1ymx2y1x2y2...x2ym............xny1xny2...xnym
  从表达式来看,是对多个y和多个x之间的关系,这表示的并不是多元函数,而是多元函数方程组之间的偏导关系。

  海森矩阵的表达式为:
[ ∂ 2 f ∂ x 1 2 ∂ 2 f ∂ x 1 ∂ x 2 . . . ∂ 2 f ∂ x 1 ∂ x n ∂ 2 f ∂ x 2 ∂ x 1 ∂ 2 f ∂ x 2 2 . . . ∂ 2 f ∂ x 2 ∂ x n . . . . . . . . . . . . ∂ 2 f ∂ x n ∂ x 1 ∂ 2 f ∂ x n ∂ x 2 . . . ∂ 2 f ∂ x n 2 ] \left[ \begin{array} { c c } {\frac {\partial ^{2}{f}} {\partial x_{1}^{2} }} & { \frac {\partial ^{2}{f}} {\partial x_{1} \partial x_{2}} } &...& { \frac {\partial ^{2}{f}} {\partial x_{1} \partial x_{n}} } \\ {\frac {\partial^{2} {f}} {\partial x_{2} \partial x_{1}}} & { \frac {\partial ^{2}{f}} {\partial x_{2}^{2}} } &...& { \frac {\partial ^{2}{f}} {\partial x_{2} \partial x_{n}} } \\ ...& ... & ...& ... \\ {\frac {\partial ^{2}{f}} {\partial x_{n} \partial x_{1}}} & { \frac {\partial ^{2}{f}} {\partial x_{n} \partial x_{2}} } &...& { \frac {\partial ^{2}{f}} {\partial x_{n}^{2}} } \end{array} \right] x122fx2x12f...xnx12fx1x22fx222f...xnx22f............x1xn2fx2xn2f...xn22f
  多元泰勒公式的表达式为:
f ( x ) = f ( x 0 ) + ( ∇ f ( x 0 ) ) T ( x − x 0 ) + 1 2 ! ( x − x 0 ) T H ( x 0 ) ( x − x 0 ) + O ( x − x 0 ) 2 f(x)=f(x_{0}) + ({\nabla f(x_{0})})^{T}(x-x_{0})+ \frac{1}{2!} {(x-x_{0})}^TH(x_{0})(x-x_{0})+O{(x-x_{0})}^{2} f(x)=f(x0)+(f(x0))T(xx0)+2!1(xx0)TH(x0)(xx0)+O(xx0)2

评论 2
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包

打赏作者

herosunly

你的鼓励将是我创作的最大动力

¥1 ¥2 ¥4 ¥6 ¥10 ¥20
扫码支付:¥1
获取中
扫码支付

您的余额不足,请更换扫码支付或充值

打赏作者

实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值