一、雅各比
雅各比矩阵式多元形式的导数,假设有以下3个函数,每个函数有6个自变量:
y 1 = f 1 ( x 1 , x 2 , x 3 ) y 2 = f 2 ( x 1 , x 2 , x 3 ) y 3 = f 3 ( x 1 , x 2 , x 3 ) \begin{aligned} &y_1 = f_1(x_1, x_2, x_3) \\ \\ &y_2 = f_2(x_1, x_2, x_3) \\\\ &y_3 = f_3(x_1, x_2, x_3) \end{aligned} y1=f1(x1,x2,x3)y2=f2(x1,x2,x3)y3=f3(x1,x2,x3)
写成矩阵的形式:
Y = F ( x ) Y = F(x) Y=F(x)
其中:
Y = [ y 1 y 2 y 3 ] X = [ x 1 x 2 x 3 ] Y = \begin{bmatrix}y_1\\y_2\\y_3\end{bmatrix} \quad X = \begin{bmatrix}x_1\\x_2\\x_3\end{bmatrix} Y=⎣⎡y1y2y3⎦⎤X=⎣⎡x1x2x3⎦⎤
计算 y i y_i yi的微分与 x i x_i xi的微分的函数:
δ y 1 = ∂ f 1 ∂ x 1 δ x 1 + ∂ f 1 ∂ x 2 δ x 2 + ∂ f 1 ∂ x 3 δ x 3 δ y 2 = ∂ f 2 ∂ x 1 δ x 1 + ∂ f 2 ∂ x 2 δ x 2 + ∂ f 2 ∂ x 3 δ x 3 δ y 3 = ∂ f 3 ∂ x 1 δ x 1 + ∂ f 3 ∂ x 2 δ x 2 + ∂ f 3 ∂ x 3 δ x 3 \begin{aligned} &\delta y_1 = \frac{\partial f_1}{\partial x_1}\delta x_1 +\frac{\partial f_1}{\partial x_2}\delta x_2 + \frac{\partial f_1}{\partial x_3}\delta x_3 \\\\ &\delta y_2 = \frac{\partial f_2}{\partial x_1}\delta x_1 +\frac{\partial f_2}{\partial x_2}\delta x_2 + \frac{\partial f_2}{\partial x_3}\delta x_3 \\\\ &\delta y_3 = \frac{\partial f_3}{\partial x_1}\delta x_1 +\frac{\partial f_3}{\partial x_2}\delta x_2 + \frac{\partial f_3}{\partial x_3}\delta x_3 \\\\ \end{aligned} δy</