| 函数标量 f f f | 函数向量（函数组成的向量） y y y | 函数矩阵（函数组成的矩阵） Y Y Y | |
|---|---|---|---|
| 标量 x | 正切向量 | ||
| 向量 x x x | 梯度向量 | Jacobian 矩阵 | |
| 矩阵 X X X |
一、标量
f
f
f 关于 标量 x 的导数
d
f
d
x
\frac{\mathbb{d}f}{\mathbb{dx}}
dxdf
二、向量
y
y
y 关于 标量 x 的导数
∂
y
∂
x
=
[
∂
f
1
∂
x
∂
f
2
∂
x
.
.
.
∂
f
n
∂
x
]
\frac{\partial y}{\partial\mathbb{x}} = \begin{bmatrix} \frac{\partial f_1}{\partial \mathbb{x}} \\ \frac{\partial f_2}{\partial \mathbb{x}} \\ ... \\ \frac{\partial f_n}{\partial \mathbb{x}} \end{bmatrix}
∂x∂y=⎣⎢⎢⎡∂x∂f1∂x∂f2...∂x∂fn⎦⎥⎥⎤
此时
∂
y
∂
x
\frac{\partial y}{\partial\mathbb{x}}
∂x∂y 为
y
y
y 的 正切向量
三、矩阵
Y
Y
Y VS 标量 x
∂
Y
d
x
=
[
∂
f
11
∂
x
∂
f
12
∂
x
.
.
.
∂
f
1
n
∂
x
∂
f
21
∂
x
∂
f
22
∂
x
.
.
.
∂
f
2
n
∂
x
.
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.
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.
∂
f
m
1
∂
x
∂
f
m
2
∂
x
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∂
f
m
n
∂
x
]
\frac{\partial Y}{\mathbb{dx}} = \begin{bmatrix} \frac{\partial f_{11}}{\partial \mathbb{x}} & \frac{\partial f_{12}}{\partial \mathbb{x}} & ...& \frac{\partial f_{1n}}{\partial \mathbb{x}} \\ \frac{\partial f_{21}}{\partial \mathbb{x}} & \frac{\partial f_{22}}{\partial \mathbb{x}} & ... & \frac{\partial f_{2n}}{\partial \mathbb{x}} \\ ...&...&...&... \\ \frac{\partial f_{m1}}{\partial \mathbb{x}} & \frac{\partial f_{m2}}{\partial \mathbb{x}} & ... & \frac{\partial f_{mn}}{\partial \mathbb{x}} \end{bmatrix}
dx∂Y=⎣⎢⎢⎡∂x∂f11∂x∂f21...∂x∂fm1∂x∂f12∂x∂f22...∂x∂fm2............∂x∂f1n∂x∂f2n...∂x∂fmn⎦⎥⎥⎤
四、标量
f
f
f VS 向量
x
x
x
∂
f
∂
x
=
[
∂
f
∂
x
1
∂
f
∂
x
2
.
.
.
∂
f
∂
x
n
]
\frac{\partial f}{\partial x}=\begin{bmatrix} \frac{\partial f}{\partial x_1} & \frac{\partial f}{\partial x_2}&...&\frac{\partial f}{\partial x_n} \end{bmatrix}
∂x∂f=[∂x1∂f∂x2∂f...∂xn∂f]
∂ f ∂ x \frac{\partial f}{\partial x} ∂x∂f 为 f f f 在空间 R n \mathbb{R}^n Rn 的 梯度向量
五、向量
y
y
y 关于 向量
x
x
x 的导数
∂
y
∂
x
=
[
∂
f
1
∂
x
∂
f
2
∂
x
.
.
.
∂
f
m
∂
x
]
=
[
∂
f
1
∂
x
1
∂
f
1
∂
x
2
.
.
.
∂
f
1
∂
x
n
∂
f
2
∂
x
1
∂
f
2
∂
x
2
.
.
.
∂
f
2
∂
x
n
.
.
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∂
f
m
∂
x
1
∂
f
m
∂
x
2
.
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.
∂
f
m
∂
x
n
]
\frac{\partial y }{\partial x} = \begin{bmatrix} \frac{\partial f_1}{\partial x} \\\frac{\partial f_2}{\partial x} \\...\\\frac{\partial f_m}{\partial x} \end{bmatrix} =\begin{bmatrix} \frac{\partial f_1}{\partial x_1} & \frac{\partial f_1}{\partial x_2}&...&\frac{\partial f_1}{\partial x_n} \\ \frac{\partial f_2}{\partial x_1} & \frac{\partial f_2}{\partial x_2}&...&\frac{\partial f_2}{\partial x_n} \\ ... & ... &...& ... \\ \frac{\partial f_m}{\partial x_1} & \frac{\partial f_m}{\partial x_2}&...&\frac{\partial f_m}{\partial x_n} \\ \end{bmatrix}
∂x∂y=⎣⎢⎢⎡∂x∂f1∂x∂f2...∂x∂fm⎦⎥⎥⎤=⎣⎢⎢⎢⎡∂x1∂f1∂x1∂f2...∂x1∂fm∂x2∂f1∂x2∂f2...∂x2∂fm............∂xn∂f1∂xn∂f2...∂xn∂fm⎦⎥⎥⎥⎤
矩阵
∂
y
∂
x
\frac{\partial y }{\partial x}
∂x∂y 称为 Jacobian 矩阵
六、函数矩阵 Y Y Y 关于向量 x x x 的导数
函数矩阵
Y
Y
Y 中的每个函数
y
y
y 都分别对 向量
x
x
x 求导
∂
Y
∂
x
=
[
∂
f
11
∂
x
∂
f
12
∂
x
.
.
.
∂
f
1
n
∂
x
∂
f
21
∂
x
∂
f
22
∂
x
.
.
.
∂
f
2
n
∂
x
.
.
.
.
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.
.
.
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∂
f
n
1
∂
x
∂
f
n
2
∂
x
.
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∂
f
n
n
∂
x
]
\frac{\partial Y }{\partial x} = \begin{bmatrix} \frac{\partial f_{11}}{\partial x} & \frac{\partial f_{12}}{\partial x}&...&\frac{\partial f_{1n}}{\partial x} \\ \frac{\partial f_{21}}{\partial x} & \frac{\partial f_{22}}{\partial x}&...&\frac{\partial f_{2n}}{\partial x} \\ ... & ...&...&... \\ \frac{\partial f_{n1}}{\partial x} & \frac{\partial f_{n2}}{\partial x}&...&\frac{\partial f_{nn}}{\partial x} \end{bmatrix}
∂x∂Y=⎣⎢⎢⎡∂x∂f11∂x∂f21...∂x∂fn1∂x∂f12∂x∂f22...∂x∂fn2............∂x∂f1n∂x∂f2n...∂x∂fnn⎦⎥⎥⎤
其中的每个元素 ∂ f i j ∂ x \frac{\partial f_{ij}}{\partial x} ∂x∂fij 都是 矩阵 Y Y Y 中每个元素的梯度向量，参考四
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