公式推导皆以分母布局（即分子为行向量或者分母为列向量）, x = [ x 1 x 2 ⋯ x n ] T x = \begin{bmatrix} x_{1} x_{2}\cdots x_{n} \end{bmatrix}^T x=[x1x2⋯xn]T, ∂ y ∂ x = [ ∂ y ∂ x ] = [ ∂ y ∂ x 1 ∂ y ∂ x 2 ⋮ ∂ y ∂ x n ] \frac{\partial y}{\partial x} = [\frac{\partial y}{\partial x}] =\begin{bmatrix} \frac{\partial y}{\partial x_{1}}\\ \frac{\partial y}{\partial x_{2}}\\ \vdots\\ \frac{\partial y}{\partial x_{n}}\\ \end{bmatrix} ∂x∂y=[∂x∂y]=⎣⎢⎢⎢⎢⎡∂x1∂y∂x2∂y⋮∂xn∂y⎦⎥⎥⎥⎥⎤
- f ( x ) = x T A x f(x)=x^TAx f(x)=xTAx，则
∂ f ( x ) ∂ x = ∂ x T A x ∂ x = ∂ x T A x ∂ x + ∂ x T A x ∂ x = A x + A T x \frac {\partial f(x)} {\partial x} = \frac {\partial x^TAx} {\partial x} = \frac {\partial \textcolor{red}{x^T}Ax} {\partial x} + \frac {\partial x^TA\textcolor{red}{x}} {\partial x} = Ax+A^Tx\\\ ∂x∂f(x)=∂x∂xTAx=∂x∂xTAx+∂x∂xTAx=Ax+ATx
- f ( x ) = x T A T A y f(x)=x^TA^TAy f(x)=xTATAy，则
∂ f ( x ) ∂ A = ∂ x T A T A y ∂ A = ∂ x T A T A y ∂ A + ∂ x T A T A y ∂ A = A y x T + A x y T \frac {\partial f(x)} {\partial A} = \frac {\partial x^TA^TAy} {\partial A} = \frac {\partial x^T \textcolor{red}{A^T}Ay} {\partial A} + \frac {\partial x^TA^T \textcolor{red}{A}y} {\partial A} = Ayx^T + Axy^T\\\ ∂A∂f(x)=∂A∂xTATAy=∂A∂xTATAy+∂A∂xTATAy=AyxT+AxyT
扫一扫
726
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
