python求雅可比矩阵_用Python计算雅可比矩阵

import numpy as np

a = np.array([[1,2,3],

[4,5,6],

[7,8,9]])

b = np.array([[1,2,3]]).T

c = a.dot(b) #function

jacobian = a # as partial derivative of c w.r.t to b is a.

I am reading about jacobian Matrix, trying to build one and from what I have read so far, this python code should be considered as jacobian. Am I understanding this right?

解决方案

You can use the Harvard autograd library (link), where grad and jacobian take a function as their argument:

import autograd.numpy as np

from autograd import grad, jacobian

x = np.array([5,3], dtype=float)

def cost(x):

return x[0]**2 / x[1] - np.log(x[1])

gradient_cost = grad(cost)

jacobian_cost = jacobian(cost)

gradient_cost(x)

jacobian_cost(np.array([x,x,x]))

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