∵∇f(x)=2Ax+2b
∵
∇
f
(
x
)
=
2
A
x
+
2
b
∇f(x+αd)=2A(x+αd)+2b
∇
f
(
x
+
α
d
)
=
2
A
(
x
+
α
d
)
+
2
b
又
∵∂h(α)∂(α)=∇f(x+αd)∂(x+αd)∂α=∇f(x+αd)d=0
∵
∂
h
(
α
)
∂
(
α
)
=
∇
f
(
x
+
α
d
)
∂
(
x
+
α
d
)
∂
α
=
∇
f
(
x
+
α
d
)
d
=
0
∴α=−d⊺(2b+2Ax)2d⊺Ad
∴
α
=
−
d
⊺
(
2
b
+
2
A
x
)
2
d
⊺
A
d
=−d⊺∇f(x)2d⊺Ad
=
−
d
⊺
∇
f
(
x
)
2
d
⊺
A
d
二阶矩阵求导
最新推荐文章于 2022-10-26 21:31:30 发布