导数

向量的导数

$A$为$m\times n$的矩阵，$x$为$n\times 1$的列向量，则$Ax$为$m\times 1$的列向量，记作$\vec{y}=A\cdot \vec{x}$

$$\begin{gathered} A=\left[\begin{array}{cccc}{a}_{11}& a_{12}& \cdots & a_{1n}\\ a_{21}& a_{22}& \cdots & a_{2n}\\ ⋮& ⋮& ⋮& ⋮\\ a_{m1}& a_{m2}& \cdots & a_{mn}\end{array}\right] \\ \vec{x}=\left[\begin{array}{c}{x}_1\\ x_2\\ ⋮\\ x_n\end{array}\right] \\ \vec{y}=A\cdot \vec{x}=\left[\begin{array}{c}{a}_{11}{x}_1+a_{12}{x}_2+\cdots +a_{1n}{x}_n\\ a_{21}{x}_1+a_{22}{x}_2+\cdots +a_{2n}{x}_n\\ ⋮\\ a_{m1}{x}_1+a_{m2}{x}_2+\cdots +a_{mn}{x}_n\end{array}\right] \end{gathered}$$

∂ y ⃗ ∂ x ⃗ = ∂ A ⋅ x ⃗ ∂ x ⃗ = [ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n x 1 a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n x 1 ⋯ a m 1 x 1 + a 1 m 2 x 2 + ⋯ + a m n x 1 x 1 a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n x 2 a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n x 2 ⋯ a m 1 x 1 + a m 2 x 2 + ⋯ + a m n x n x 2 ⋮ ⋮ ⋮ ⋮ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n x n a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n x n ⋯ a m 1 x 1 + a m 2 x 2 + ⋯ + a m n x n x n ]   = [ a 11 a 21 ⋯ a m 1 a 12 a 22 ⋯ a m 2 ⋮ ⋮ ⋮ ⋮ a 1 n a 2 n ⋯ a m n ] = A T \frac{\partial \vec y}{\partial \vec x} = \frac{\partial A \cdot \vec x}{\partial \vec x} = \begin{bmatrix} \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n}{x_1} & \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_1} & \cdots & \frac{a_{m1}x_1 + a_{1m2}x_2 + \cdots + a_{mn}x_1}{x_1}\\ \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n}{x_2} & \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_2} & \cdots & \frac{a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n}{x_2}\\ \vdots & \vdots & \vdots& \vdots \\ \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n}{x_n} & \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_n} & \cdots & \frac{a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n}{x_n}\\ \end{bmatrix} \\ ~ \\ = \begin{bmatrix} a_{11} & a_{21} & \cdots & a_{m1} \\ a_{12} & a_{22} & \cdots & a_{m2} \\ \vdots & \vdots & \vdots & \vdots \\ a_{1n} & a_{2n} & \cdots & a_{mn} \end{bmatrix} = A^T ∂x ∂y ​​=∂x ∂A⋅x ​=⎣⎢⎢⎢⎡​x1​a11​x1​+a12​x2​+⋯+a1n​xn​​x2​a11​x1​+a12​x2​+⋯+a1n​xn​​⋮xn​a11​x1​+a12​x2​+⋯+a1n​xn​​​x1​a21​x1​+a22​x2​+⋯+a2n​xn​​x2​a21​x1​+a22​x2​+⋯+a2n​xn​​⋮xn​a21​x1​+a22​x2​+⋯+a2n​xn​​​⋯⋯⋮⋯​x1​am1​x1​+a1m2​x2​+⋯+amn​x1​​x2​am1​x1​+am2​x2​+⋯+amn​xn​​⋮xn​am1​x1​+am2​x2​+⋯+amn​xn​​​⎦⎥⎥⎥⎤​ =⎣⎢⎢⎢⎡​a11​a12​⋮a1n​​a21​a22​⋮a2n​​⋯⋯⋮⋯​am1​am2​⋮amn​​<