参考资料
常用矩阵求导公式
对于一个矩阵A，向量
x
\mathrm{x}
x，有如下求导公式：
d
x
T
d
x
=
I
,
d
x
d
x
T
=
I
(1)
\tag{1} \frac{\mathrm{dx}^{\mathrm{T}}}{\mathrm{dx}}=I\text{,} \quad \quad \frac{\mathrm{dx}}{\mathrm{dx}^{\mathrm{T}}}=I
dxdxT=I,dxTdx=I(1)
d x T A d x = A , d A x d x T = A (2) \tag{2} \begin{gathered} \frac{\mathrm{dx}^{\mathrm{T}} \mathrm{A}}{\mathrm{dx}}=\mathrm{A}\text{,} \quad \quad \quad \frac{\mathrm{dAx}}{\mathrm{dx}^{\mathrm{T}}}=\mathrm{A} \\ \end{gathered} dxdxTA=A,dxTdAx=A(2)
d A x d x = A T , d x A d x = A T (3) \tag{3} \begin{gathered} \frac{\mathrm{dAx}}{\mathrm{dx}}=\mathrm{A}^{\mathrm{T}}\text{,} \quad \quad \quad \frac{\mathrm{dxA}}{\mathrm{dx}}=\mathrm{A}^{\mathrm{T}} \end{gathered} dxdAx=AT,dxdxA=AT(3)
d
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T
x
d
x
=
2
x
,
d
x
T
A
x
d
x
=
(
A
+
A
T
)
x
(4-1)
\tag{4-1} \begin{gathered} \frac{\mathrm{dx}^{\mathrm{T}} \mathrm{x}}{\mathrm{dx}}=2 \mathrm{x} \text{,} \quad \quad \frac{\mathrm{dx}^{\mathrm{T}} \mathrm{Ax}}{\mathrm{dx}}=\left(\mathrm{A}+\mathrm{A}^{\mathrm{T}}\right) \mathrm{x} \end{gathered}
dxdxTx=2x,dxdxTAx=(A+AT)x(4-1)
d
x
T
A
x
d
x
x
T
=
d
d
x
(
d
x
T
A
x
d
x
)
=
A
T
+
A
(4-2)
\tag{4-2} \frac{\mathrm{dx}^{\mathrm{T}}\mathrm {A x}}{\mathrm{d x x}^{\mathrm{T}}}=\frac{d}{ \mathrm{d x}}\left(\frac{\mathrm{ dx}^{\mathrm{T}} \mathrm{A x}}{ \mathrm{d x}}\right)=\mathrm{A}^{\mathrm{T}}+\mathrm{A}
dxxTdxTAx=dxd(dxdxTAx)=AT+A(4-2)
∂
u
∂
x
T
=
(
∂
u
T
∂
x
)
T
(5-1)
\tag{5-1} \frac{\partial \mathrm{u}}{\partial \mathrm{x}^{\mathrm{T}}}=\left(\frac{\partial \mathrm{u}^{\mathrm{T}}}{\partial \mathrm{x}}\right)^{\mathrm{T}}
∂xT∂u=(∂x∂uT)T(5-1)
∂
u
T
v
∂
x
=
∂
u
T
∂
x
v
+
∂
v
T
∂
x
u
T
,
∂
u
v
T
∂
x
=
∂
u
∂
x
v
T
+
u
∂
v
T
∂
x
(5-2)
\tag{5-2} \begin{aligned} \frac{\partial \mathrm{u}^{\mathrm{T}} \mathrm{v}}{\partial \mathrm{x}}=\frac{\partial \mathrm{u}^{\mathrm{T}}}{\partial \mathrm{x}} \mathrm{v}+\frac{\partial \mathrm{v}^{\mathrm{T}}}{\partial \mathrm{x}} \mathrm{u}^{\mathrm{T}} \text{,} \quad \quad \frac{\partial \mathrm{uv}^{\mathrm{T}}}{\partial \mathrm{x}}=\frac{\partial \mathrm{u}}{\partial \mathrm{x}} \mathrm{v}^{\mathrm{T}}+\mathrm{u} \frac{\partial \mathrm{v}^{\mathrm{T}}}{\partial \mathrm{x}} \end{aligned}
∂x∂uTv=∂x∂uTv+∂x∂vTuT,∂x∂uvT=∂x∂uvT+u∂x∂vT(5-2)
∂ [ ( x u − v ) T ( x u − v ) ] ∂ x = 2 ( x u − v ) u T (6) \tag{6} \frac{\partial\left[(\mathrm{xu}-\mathrm{v})^{\mathrm{T}}(\mathrm{x} u-\mathrm{v})\right]}{\partial \mathrm{x}}=2(\mathrm{xu}-\mathrm{v}) \mathrm{u}^{\mathrm{T}} ∂x∂[(xu−v)T(xu−v)]=2(xu−v)uT(6)
∂ u T x v ∂ x = u v T , ∂ u T x T x u ∂ x = 2 x u u T (7) \tag{7} \begin{gathered} \frac{\partial \mathrm{u}^{\mathrm{T}} \mathrm{xv}}{\partial \mathrm{x}}=\mathrm{uv}^{\mathrm{T}} \text{,} \quad \quad \frac{\partial \mathrm{u}^{\mathrm{T}} \mathrm{x}^{\mathrm{T}} \mathrm{xu}}{\partial \mathrm{x}}=2 \mathrm{xuu}^{\mathrm{T}} \end{gathered} ∂x∂uTxv=uvT,∂x∂uTxTxu=2xuuT(7)
特别地，当
A
=
A
T
A=A^T
A=AT时，公式(4-1)和公式(4-2)有
d
x
T
A
x
d
x
=
2
A
x
(8)
\tag{8} \begin{gathered} \frac{\mathrm{dx}^{\mathrm{T}} \mathrm{Ax}}{\mathrm{dx}}=2\mathrm{A}\mathrm{x} \end{gathered}
dxdxTAx=2Ax(8)
d
x
T
A
x
d
x
x
T
=
2
A
(9)
\tag{9} \frac{ \mathrm{dx}^{\mathrm{T}}\mathrm {A x}}{\mathrm{dx x}^{\mathrm{T}}}=2\mathrm{A}
dxxTdxTAx=2A(9)
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