4.雅可比矩阵
对于如下向量到向量的映射函数:
y = f ( x ) \mathbf y=f(\mathbf x) y=f(x)
其中,向量 x ∈ R n \mathbf x\in\mathbb R^n x∈Rn,向量 y ∈ R m \mathbf y\in\mathbb R^m y∈Rm,这个映射分量形式为:
y i = f i ( x ) y_{i}=f_{i}(\mathbf x) yi=fi(x)
即输出向量的每个分量是输入向量的函数,雅可比矩阵为输出向量的每个分量对输入向量的每个分量的偏导数构成的矩阵:
[ ∂ y 1 ∂ x 1 ∂ y 1 ∂ x 1 ⋯ ∂ y 1 ∂ x i ∂ y 2 ∂ x 1 ∂ y 2 ∂ x 2 ⋯ ∂ y 2 ∂ x i ⋮ ⋱ ⋮ ∂ y m ∂ x 1 ∂ y m ∂ x 2 ⋯ ∂ y m ∂ x m ] \begin{bmatrix} \frac {\partial y_{1}}{ \partial x_{1}} &\frac {\partial y_{1}}{ \partial x_{1}} & \cdots & \frac {\partial y_{1}}{ \partial x_{i}} \\ \ & & \\ \frac {\partial y_{2}}{ \partial x_{1}} &\frac {\partial y_{2}}{ \partial x_{2}} & \cdots & \frac {\partial y_{2}}{ \partial x_{i}}\\ \vdots & \ddots & \vdots \\ \frac {\partial y_{m}}{ \partial x_{1}} & \frac {\partial y_{m}}{ \partial x_{2}} & \cdots & \frac {\partial y_{m}}{ \partial x_{m}} \end{bmatrix} ⎣⎢⎢⎢⎢⎢⎢⎡∂x1∂y1 ∂x1∂y2⋮∂x1∂ym∂x1∂y1∂x2∂y2⋱∂x2∂ym⋯⋯⋮⋯