矩阵微积分

类型	标量	向量	矩阵
标量	$\frac{\partial y}{\partial x}$	$\frac{\partial \text{y}}{\partial x}$	$\frac{\partial Y}{\partial x}$
向量	$\frac{\partial y}{\partial \text{x}}$	$\frac{\partial \mathbf{y}}{\partial \mathbf{x}}$
矩阵	$\frac{\partial y}{\partial X}$

布局方式

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对矩阵和向量求导后按两种方式进行组织

• 分子布局法
• 分母布局法

$$\begin{array}{r}\mathbf{f}(\mathbf{x})=\left[\begin{array}{c}{f}_1(\mathbf{x})\\ f_2(\mathbf{x})\\ ⋮\\ f_n(\mathbf{x})\end{array}\right],x\in R,\mathbf{x}\in R^n,X\in R^{mn},f_i:R^n\to R,\mathbf{f}:R^n\to R^{n}F:R\to R^{mn}\end{array}$$

形式	分母布局法	分子布局法
$\frac{\partial f(\mathbf{x})}{\partial \mathbf{x}}$	$\left[\begin{array}{c}\frac{\partial f(\mathbf{x})}{\partial x_1}\\ \frac{\partial f(\mathbf{x})}{\partial x_2}\\ ⋮\\ \frac{\partial f(\mathbf{x})}{\partial x_n}\end{array}\right]$	$\left[\begin{array}{cccc}\frac{\partial f(\mathbf{x})}{\partial x_1}& \frac{\partial f(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f(\mathbf{x})}{\partial x_n}\end{array}\right]$
$\frac{\partial \mathbf{f}(x)}{\partial x}$	$\left[\begin{array}{cccc}\frac{\partial f_1(x)}{\partial x}& \frac{\partial f_2(x)}{\partial x}& \cdots & \frac{\partial f_m(x)}{\partial x}\end{array}\right]$	$\left[\begin{array}{c}\frac{\partial f_1(x)}{\partial x}\\ \frac{\partial f_2(x)}{\partial x}\\ ⋮\\ \frac{\partial f_m(x)}{\partial x}\end{array}\right]$
$\frac{\partial \mathbf{f}(\mathbf{x})}{\partial \mathbf{x}}$	$$\begin{gathered} \left[\begin{array}{cccc}\frac{\partial f_1(\mathbf{x})}{\partial \mathbf{x}}& \frac{\partial f_2(\mathbf{x})}{\partial \mathbf{x}}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial \mathbf{x}}\end{array}\right] \\ \left[\begin{array}{c}\frac{\partial \mathbf{f}(\mathbf{x})}{\partial x_1}\\ \frac{\partial \mathbf{f}(\mathbf{x})}{\partial x_2}\\ ⋮\\ \frac{\partial \mathbf{f}(\mathbf{x})}{\partial x_n}\end{array}\right] \\ \left[\begin{array}{cccc}\frac{\partial f_1(\mathbf{x})}{\partial x_1}& \frac{\partial f_2(\mathbf{x})}{\partial x_1}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial x_1}\\ \frac{\partial f_1(\mathbf{x})}{\partial x_2}& \frac{\partial f_2(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial x_2}\\ ⋮& ⋮& \ddots & ⋮\\ \frac{\partial f_1(\mathbf{x})}{\partial x_n}& \frac{\partial f_2(\mathbf{x})}{\partial x_n}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial x_n}\end{array}\right] \end{gathered}$$	$$\begin{gathered} \left[\begin{array}{cccc}\frac{\partial f_1(\mathbf{x})}{\partial x_1}& \frac{\partial f_2(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial x_n}\end{array}\right] \\ \left[\begin{array}{c}\frac{\partial f_1(\mathbf{x})}{\partial \mathbf{x}}\\ \frac{\partial f_2(\mathbf{x})}{\partial \mathbf{x}}\\ ⋮\\ \frac{\partial f_m(\mathbf{x})}{\partial \mathbf{x}}\end{array}\right] \\ \left[\begin{array}{cccc}\frac{\partial f_1(\mathbf{x})}{\partial x_1}& \frac{\partial f_1(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f_1(\mathbf{x})}{\partial x_n}\\ \frac{\partial f_2(\mathbf{x})}{\partial x_1}& \frac{\partial f_2(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f_2(\mathbf{x})}{\partial x_n}\\ ⋮& ⋮& \ddots & ⋮\\ \frac{\partial f_m(\mathbf{x})}{\partial x_1}& \frac{\partial f_m(\mathbf{x})}{\partial x_2}& \cdots & \frac{\partial f_m(\mathbf{x})}{\partial x_n}\end{array}\right] \end{gathered}$$
∂ f ( X ) ∂ X \dfrac {\partial f(X)}{\partial X}