设矩阵A,向量 x ⃗ \vec{x} x则有
∂
A
x
⃗
∂
x
⃗
=
A
T
∂
A
x
⃗
∂
x
⃗
T
=
A
∂
(
x
⃗
T
A
)
∂
x
⃗
=
A
∂
(
x
⃗
T
A
x
⃗
)
∂
x
⃗
=
(
A
T
+
A
)
x
⃗
\frac{\partial A\vec{x}}{\partial \vec{x}} = A ^ {T} \\ \frac{\partial A\vec{x}}{\partial \vec{x} ^ {T}} = A \\ \frac{\partial (\vec{x} ^ {T}A)}{\partial \vec{x}} = A \\ \frac{\partial (\vec{x} ^ {T}A\vec{x})}{\partial \vec{x}} = (A ^ {T} + A)\vec{x} \\
∂x∂Ax=AT∂xT∂Ax=A∂x∂(xTA)=A∂x∂(xTAx)=(AT+A)x
特别的,如果
A
=
A
T
A = A ^ {T}
A=AT(A为对称矩阵),则:
∂
(
x
⃗
T
A
x
⃗
)
∂
x
⃗
=
2
A
x
⃗
\frac{\partial (\vec{x} ^ {T}A\vec{x})}{\partial \vec{x}} = 2A\vec{x}
∂x∂(xTAx)=2Ax