导数

本文深入探讨了向量的导数概念,包括矩阵与向量的乘法,以及导数的计算。此外,还介绍了最小二乘法在解决线性方程组问题中的应用。

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向量的导数

A A A m × n m \times n m×n的矩阵, x x x n × 1 n \times 1 n×1的列向量,则 A x Ax Ax m × 1 m \times 1 m×1的列向量,记作 y ⃗ = A ⋅ x ⃗ \vec y = A \cdot \vec x y =Ax

A = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a m 1 a m 2 ⋯ a m n ]   x ⃗ = [ x 1 x 2 ⋮ x n ]   y ⃗ = A ⋅ x ⃗ = [ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n ⋮ a m 1 x 1 + a m 2 x 2 + ⋯ + a m n x n ] A = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn} \end{bmatrix} \\ ~ \\ \vec x = \begin{bmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{bmatrix} \\ ~ \\ \vec y = A \cdot \vec x = \begin{bmatrix} 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 \\ \vdots \\ a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n \end{bmatrix} A=a11a21am1a12a22am2a1na2namn x =x1x2xn y =Ax =a11x1+a12x2++a1nxna21x1+a22x2++a2nxnam1x1+am2x2++amnxn

∂ 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 Ax =x1a11x1+a12x2++a1nxnx2a11x1+a12x2++a1nxnxna11x1+a12x2++a1nxnx1a21x1+a22x2++a2nxnx2a21x1+a22x2++a2nxnxna21x1+a22x2++a2nxnx1am1x1+a1m2x2++amnx1x2am1x1+am2x2++amnxnxnam1x1+am2x2++amnxn =a11a12a1na21a22a2nam1am2amn=AT

∂ y ⃗ ∂ ( x ⃗ ) T = ∂ A ⋅ x ⃗ ∂ ( x ⃗ ) T = [ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n x 1 a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n x 2 ⋯ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x 1 x n a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n x 1 a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n x 2 ⋯ 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 1 a m 1 x 1 + a m 2 x 2 + ⋯ + a m n x n x 2 ⋯ a m 1 x 1 + a m 2 x 2 + ⋯ + a m n x n x n ]   = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a m 1 a m 2 ⋯ a m n ] = A \frac{\partial \vec y}{\partial (\vec x)^T} = \frac{\partial A \cdot \vec x}{\partial (\vec x)^T} = \begin{bmatrix} \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n}{x_1} & \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n}{x_2} & \cdots & \frac{a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_1}{x_n}\\ \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_1} & \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_2} & \cdots & \frac{a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n}{x_n}\\ \vdots & \vdots & \vdots& \vdots \\ \frac{a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n}{x_1} & \frac{a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n}{x_2} & \cdots & \frac{a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n}{x_n}\\ \end{bmatrix} \\ ~ \\ = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn} \end{bmatrix} = A (x )Ty =(x )TAx =x1a11x1+a12x2++a1nxnx1a21x1+a22x2++a2nxnx1am1x1+am2x2++amnxnx2a11x1+a12x2++a1nxnx2a21x1+a22x2++a2nxnx2am1x1+am2x2++amnxnxna11x1+a12x2++a1nx1xna21x1+a22x2++a2nxnxnam1x1+am2x2++amnxn =a11a21am1a12a22am2a1na2namn=A

x ⃗ T ⋅ A = [ x 1 x 2 ⋯ x n ] ⋅ [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a m 1 a m 2 ⋯ a m n ] = [ a 11 x 1 + a 21 x 2 + ⋯ + a m 1 x n a 12 x 1 + a 22 x 2 + ⋯ + a m 2 x n ⋯ a 1 n x 1 + a 2 n x 2 + ⋯ + a m n x n ]   ∂ ( x ⃗ T ⋅ A ) ∂ x ⃗ = [ a 11 x 1 + a 21 x 2 + ⋯ + a m 1 x n x 1 a 12 x 1 + a 22 x 2 + ⋯ + a m 2 x n x 1 ⋯ a 1 n x 1 + a 2 n x 1 + ⋯ + a m n x n x 1 a 11 x 1 + a 21 x 2 + ⋯ + a m 1 x n x 2 a 12 x 1 + a 22 x 2 + ⋯ + a m 2 x n x 2 ⋯ a 1 n x 1 + a 2 n x 2 + ⋯ + a m n x n x 2 ⋮ ⋮ ⋮ ⋮ a 11 x 1 + a 21 x 2 + ⋯ + a m 1 x n x n a 12 x 1 + a 22 x 1 + ⋯ + a m 2 x n x n ⋯ a 1 n x 1 + a 2 n x 1 + ⋯ + a m n x n x n ]   = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a m 1 a m 2 ⋮ a m n ] = A {\vec x}^T \cdot A = \begin{bmatrix} x_1 & x_2 & \cdots & x_n \end{bmatrix} \cdot \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn} \end{bmatrix} \\ = \begin{bmatrix} a_{11}x_1+ a_{21}x_2 + \cdots + a_{m1}x_n & a_{12}x_1+ a_{22}x_2 + \cdots + a_{m2}x_n & \cdots & a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{mn}x_n \end{bmatrix} \\ ~ \\ \frac{\partial ({\vec x}^T \cdot A)}{\partial \vec x} = \begin{bmatrix} \frac{a_{11}x_1+ a_{21}x_2 + \cdots + a_{m1}x_n }{x_1} & \frac{a_{12}x_1+ a_{22}x_2 + \cdots + a_{m2}x_n}{x_1} & \cdots & \frac{a_{1n}x_1+ a_{2n}x_1 + \cdots + a_{mn}x_n}{x_1} \\ \\ \frac{a_{11}x_1+ a_{21}x_2 + \cdots + a_{m1}x_n }{x_2} & \frac{a_{12}x_1+ a_{22}x_2 + \cdots + a_{m2}x_n}{x_2} & \cdots & \frac{a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{mn}x_n}{x_2} \\ \vdots & \vdots & \vdots & \vdots \\ \\ \frac{a_{11}x_1+ a_{21}x_2 + \cdots + a_{m1}x_n }{x_n} & \frac{a_{12}x_1+ a_{22}x_1 + \cdots + a_{m2}x_n}{x_n} & \cdots & \frac{a_{1n}x_1+ a_{2n}x_1 + \cdots + a_{mn}x_n}{x_n} \end{bmatrix} \\ ~ \\ =\begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{m1} & a_{m2} & \vdots & a_{mn} \end{bmatrix} = A x TA=[x1x2xn]a11a21am1a12a22am2a1na2namn=[a11x1+a21x2++am1xna12x1+a22x2++am2xna1nx1+a2nx2++amnxn] x (x TA)=x1a11x1+a21x2++am1xnx2a11x1+a21x2++am1xnxna11x1+a21x2++am1xnx1a12x1+a22x2++am2xnx2a12x1+a22x2++am2xnxna12x1+a22x1++am2xnx1a1nx1+a2nx1++amnxnx2a1nx1+a2nx2++amnxnxna1nx1+a2nx1++amnxn =a11a21am1a12a22am2a1na2namn=A


A A A n × n n \times n n×n的矩阵, x ⃗ \vec x x n × 1 n \times 1 n×1的列向量,记 y = ( x ⃗ ) T ⋅ A ⋅ x ⃗ y = (\vec x)^T \cdot A \cdot \vec x y=(x )TAx
A = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ]   x ⃗ = [ x 1 x 2 ⋮ x n ]   ( x ⃗ ) T = [ x 1 x 2 ⋯ x n ]   x ⃗ T ⋅ A = [ x 1 x 2 ⋯ x n ] ⋅ [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ] = [ a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n a 12 x 1 + a 22 x 2 + ⋯ + a n 2 x n ⋯ a 1 n x 1 + a 2 n x 2 + ⋯ + a n n x n ]   ( x ⃗ ) T ⋅ A ⋅ x ⃗ =   ( a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n ) x 1 + ( a 12 x 1 + a 22 x 2 + ⋯ + a n 2 x n ) x 2 + ⋯ + ( a 1 n x 1 + a 2 n x 2 + ⋯ + a n n x n ) x n = y A = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{n1} & a_{n2} & \cdots & a_{nn} \end{bmatrix} \\ ~ \\ \vec x = \begin{bmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{bmatrix} \\ ~ \\ (\vec x)^T = \begin{bmatrix} x_1 & x_2 & \cdots & x_n\end{bmatrix} \\ ~ \\ {\vec x}^T \cdot A = \begin{bmatrix} x_1 & x_2 & \cdots & x_n \end{bmatrix} \cdot \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{n1} & a_{n2} & \cdots & a_{nn} \end{bmatrix} \\ = \begin{bmatrix} a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n & a_{12}x_1+ a_{22}x_2 + \cdots + a_{n2}x_n & \cdots & a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{nn}x_n \end{bmatrix} \\ ~ \\ (\vec x)^T \cdot A \cdot \vec x = \\ ~ \\ (a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n)x_1 + (a_{12}x_1+ a_{22}x_2 + \cdots + a_{n2}x_n)x_2 + \cdots + (a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{nn}x_n)x_n = y A=a11a21an1a12a22an2a1na2nann x =x1x2xn (x )T=[x1x2xn] x TA=[x1x2xn]a11a21an1a12a22an2a1na2nann=[a11x1+a21x2++an1xna12x1+a22x2++an2xna1nx1+a2nx2++annxn] (x )TAx = (a11x1+a21x2++an1xn)x1+(a12x1+a22x2++an2xn)x2++(a1nx1+a2nx2++annxn)xn=y

∂ y ∂ x ⃗ = [ ( a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n ) x 1 + ( a 12 x 1 + a 22 x 2 + ⋯ + a n 2 x n ) x 2 + ⋯ + ( a 1 n x 1 + a 2 n x 2 + ⋯ + a n n x n ) x n x 1 ( a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n ) x 1 + ( a 12 x 1 + a 22 x 2 + ⋯ + a n 2 x n ) x 2 + ⋯ + ( a 1 n x 1 + a 2 n x 2 + ⋯ + a n n x n ) x n x 2 ⋮ ( a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n ) x 1 + ( a 12 x 1 + a 22 x 2 + ⋯ + a n 2 x n ) x 2 + ⋯ + ( a 1 n x 1 + a 2 n x 2 + ⋯ + a n n x n ) x n x n ]   = [ ( 2 a 11 x 1 + a 21 x 2 + ⋯ + a n 1 x n ) + ( a 12 x 2 ) + ⋯ + a 1 n x n ( a 21 x 1 ) + ( a 12 x 1 + 2 a 22 x 2 + ⋯ + a n 2 x n ) x 2 + ⋯ + a 2 n x n ⋮ ( a n 1 x 1 ) + a n 2 x 2 + ⋯ + ( a 1 n x 1 + a 2 n x 2 + ⋯ + 2 a n n x n ) ]   = [ 2 a 11 x 1 + a 21 x 2 + ( a 12 x 2 ) + ⋯ + a 1 n x n + a n 1 x n ) a 21 x 1 + a 12 x 1 + 2 a 22 x 2 + ⋯ + a 2 n x n + a n 2 x n ⋮ ( a n 1 x 1 ) + a 1 n x 1 + a n 2 x 2 + a 2 n x 2 + ⋯ + 2 a n n x n ) ]   = = [ 2 a 11 x 1 + ( a 21 + a 12 ) x 2 + ⋯ + ( a 1 n + a n 1 ) x n ) ( a 21 + a 12 ) x 1 + 2 a 22 x 2 + ⋯ + ( a 2 n + a n 2 ) x n ⋮ ( a n 1 + a 1 n ) x 1 + ( a n 2 + a 2 n ) x 2 + ⋯ + 2 a n n x n ) ]   A T + A = [ a 11 a 21 ⋯ a n 1 a 12 a 22 ⋯ a n 2 ⋮ ⋮ ⋮ ⋮ a 1 n a 2 n ⋯ a n n ] + [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ]   = [ 2 a 11 a 12 + a 21 ⋯ a 1 n + a n 1 a 21 + a 21 2 a 22 ⋯ a 2 n + a n 2 ⋮ ⋮ ⋮ ⋮ a n 1 + a n 1 a n 2 + a 2 n ⋯ 2 a n n ]   ( A T + A ) ⋅ x ⃗ = [ 2 a 11 x 1 + ( a 12 + a 21 ) x 2 + ⋯ + ( a 1 n + a n 1 ) x n ( a 21 + a 21 ) x 1 + 2 a 22 x 2 + ⋯ + ( a 2 n + a n 2 ) x n ⋮ ( a n 1 + a n 1 ) x 1 + ( a n 2 + a 2 n ) x 2 + ⋯ + 2 a n n x n ]   ∴ ∂ y ∂ x ⃗ = ( A T + A ) ⋅ x ⃗ \frac{\partial y}{\partial \vec x} = \begin{bmatrix} \frac{(a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n)x_1 + (a_{12}x_1+ a_{22}x_2 + \cdots + a_{n2}x_n)x_2 + \cdots + (a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{nn}x_n)x_n }{x_1} \\ \frac{(a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n)x_1 + (a_{12}x_1+ a_{22}x_2 + \cdots + a_{n2}x_n)x_2 + \cdots + (a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{nn}x_n)x_n}{x_2} \\ \vdots \\ \frac{(a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n)x_1 + (a_{12}x_1+ a_{22}x_2 + \cdots + a_{n2}x_n)x_2 + \cdots + (a_{1n}x_1+ a_{2n}x_2 + \cdots + a_{nn}x_n)x_n }{x_n} \end{bmatrix} \\ ~ \\ =\begin{bmatrix} (2a_{11}x_1+ a_{21}x_2 + \cdots + a_{n1}x_n) + (a_{12}x_2) + \cdots + a_{1n}x_n \\ (a_{21}x_1) + (a_{12}x_1+ 2a_{22}x_2 + \cdots + a_{n2}x_n)x_2 + \cdots + a_{2n}x_n \\ \vdots \\ (a_{n1}x_1) +a_{n2}x_2 + \cdots + (a_{1n}x_1+ a_{2n}x_2 + \cdots + 2a_{nn}x_n) \end{bmatrix} \\ ~ \\ =\begin{bmatrix} 2a_{11}x_1+ a_{21}x_2 + (a_{12}x_2) +\cdots + a_{1n}x_n + a_{n1}x_n) \\ a_{21}x_1 +a_{12}x_1 + 2a_{22}x_2 + \cdots + a_{2n}x_n + a_{n2}x_n \\ \vdots \\ (a_{n1}x_1) +a_{1n}x_1 + a_{n2}x_2 + a_{2n}x_2 +\cdots + 2a_{nn}x_n) \end{bmatrix} \\ ~ \\ ==\begin{bmatrix} 2a_{11}x_1+ (a_{21} + a_{12})x_2 +\cdots + (a_{1n} + a_{n1})x_n) \\ (a_{21} +a_{12})x_1 + 2a_{22}x_2 + \cdots + (a_{2n} + a_{n2})x_n \\ \vdots \\ (a_{n1}+a_{1n})x_1 + (a_{n2}+ a_{2n})x_2 +\cdots + 2a_{nn}x_n) \end{bmatrix} \\ ~ \\ A^T + A =\begin{bmatrix} a_{11} & a_{21} & \cdots & a_{n1} \\ a_{12} & a_{22} & \cdots & a_{n2} \\ \vdots & \vdots & \vdots & \vdots \\ a_{1n} & a_{2n} & \cdots & a_{nn} \end{bmatrix} + \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \vdots & \vdots \\ a_{n1} & a_{n2} & \cdots & a_{nn} \end{bmatrix} \\~ \\ = \begin{bmatrix} 2a_{11} & a_{12} + a_{21} & \cdots & a_{1n} + a_{n1}\\ a_{21} + a_{21}& 2a_{22} & \cdots & a_{2n} + a_{n2}\\ \vdots & \vdots & \vdots & \vdots \\ a_{n1} + a_{n1}& a_{n2} + a_{2n}& \cdots & 2a_{nn} \end{bmatrix} \\ ~ \\ (A^T + A) \cdot \vec x = \begin{bmatrix} 2a_{11} x_1 + (a_{12} + a_{21})x_2 + \cdots + (a_{1n} + a_{n1})x_n\\ (a_{21} +a_{21})x_1+ 2a_{22} x_2+ \cdots +( a_{2n} + a_{n2})x_n\\ \vdots \\ (a_{n1} + a_{n1})x_1+ (a_{n2} + a_{2n})x_2 +\cdots + 2a_{nn}x_n \end{bmatrix} \\ ~ \\ \therefore \frac{\partial y}{\partial \vec x} = (A^T + A) \cdot \vec x x y=x1(a11x1+a21x2++an1xn)x1+(a12x1+a22x2++an2xn)x2++(a1nx1+a2nx2++annxn)xnx2(a11x1+a21x2++an1xn)x1+(a12x1+a22x2++an2xn)x2++(a1nx1+a2nx2++annxn)xnxn(a11x1+a21x2++an1xn)x1+(a12x1+a22x2++an2xn)x2++(a1nx1+a2nx2++annxn)xn =(2a11x1+a21x2++an1xn)+(a12x2)++a1nxn(a21x1)+(a12x1+2a22x2++an2xn)x2++a2nxn(an1x1)+an2x2++(a1nx1+a2nx2++2annxn) =2a11x1+a21x2+(a12x2)++a1nxn+an1xn)a21x1+a12x1+2a22x2++a2nxn+an2xn(an1x1)+a1nx1+an2x2+a2nx2++2annxn) ==2a11x1+(a21+a12)x2++(a1n+an1)xn)(a21+a12)x1+2a22x2++(a2n+an2)xn(an1+a1n)x1+(an2+a2n)x2++2annxn) AT+A=a11a12a1na21a22a2nan1an2ann+a11a21an1a12a22an2a1na2nann =2a11a21+a21an1+an1a12+a212a22an2+a2na1n+an1a2n+an22ann (AT+A)x =2a11x1+(a12+a21)x2++(a1n+an1)xn(a21+a21)x1+2a22x2++(a2n+an2)xn(an1+an1)x1+(an2+a2n)x2++2annxn x y=(AT+A)x

最小二乘法

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