矩阵求导公式、正交傅里叶矩阵变换

矩阵求导公式
矩阵求导：
$$\frac{\partial (ax+b{)}^2}{\partial x}=a^T(ax+b)$$
矩阵求导、几种重要的矩阵及常用的矩阵求导公
https://blog.csdn.net/daaikuaichuan/article/details/80620518

$$\hat{\mathbf{a}}=\sqrt{T}\mathbf{F}\mathbf{a}$$,

matlab验证：

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$$\begin{gathered} \arg \underset{{\mathbf{h}}_k}{\min }\left\{\begin{array}{l}\frac{{\lambda }_1}{2}{\Vert \mathbf{w}\odot {\mathbf{h}}_k\Vert }_2^2+\\ \frac{\mu }{2}{\Vert {\hat{\mathbf{g}}}_k-\sqrt{T}\mathbf{F}{\mathbf{P}}^{\top }{\mathbf{h}}_k+{\hat{\mathbf{s}}}_k\Vert }_2^2\end{array}\right\} \\ \begin{array}{l}={\left[{\lambda }_1{\mathbf{W}}^{\top }\mathbf{W}+\mu T\mathbf{P}{\mathbf{P}}^T\right]}^{-1}\mu \sqrt{T}\mathbf{P}{\mathbf{F}}^T\left({\hat{\mathbf{s}}}_k+{\hat{\mathbf{g}}}_k\right)\\ =\frac{\mu T\mathbf{P}\odot \left({\mathbf{s}}_k+{\mathbf{g}}_k\right)}{{\lambda }_1(\mathbf{w}\odot \mathbf{w})+\mu T}\end{array} \\ {\mathbf{s}}_k=\frac{1}{\sqrt{T}}{\mathbf{F}}^T{\hat{\mathbf{s}}}_k \\ {\mathbf{g}}_k=\frac{1}{\sqrt{T}}{\mathbf{F}}^T{\hat{\mathbf{g}}}_k \end{gathered}$$