文章目录
- ① ∂ x T a ∂ x = ∂ a T x ∂ x = a . \cfrac{\partial x^Ta}{\partial x}=\cfrac{\partial a^Tx}{\partial x}=a. ∂x∂xTa=∂x∂aTx=a.
- 其中 a a a 是常数向量(矩阵).
- ② ∂ x T x ∂ x = 2 x . \cfrac{\partial x^Tx}{\partial x}=2x. ∂x∂xTx=2x.
- ③ ∂ x T A x ∂ x = A x + A T x . \cfrac{\partial x^TAx}{\partial x}=Ax+A^Tx. ∂x∂xTAx=Ax+ATx. ② 可以视为 ③ 的特例 A = E . A=E. A=E.
- ④ ∂ x T a b T x ∂ x = ∂ a T x x T b ∂ x = a b T x + b a T x . \cfrac{\partial x^Tab^Tx}{\partial x}=\cfrac{\partial a^Txx^Tb}{\partial x}=ab^Tx+ba^Tx. ∂x∂xTabTx=∂x∂aTxxTb=abTx+baTx. 亦可以视为 ③ 的特例 A = a b T . A=ab^T. A=abT.
- ⑤ ∂ a T X b ∂ X = ∂ b T X T a ∂ X = a b T . \cfrac{\partial a^TXb}{\partial X}=\cfrac{\partial b^TX^Ta}{\partial X}=ab^T. ∂X∂aTXb=∂X∂bTXTa=abT.
- ⑥ ∂ a T X T b ∂ X = ∂ b T X a ∂ X = b a T . \cfrac{\partial a^TX^Tb}{\partial X}=\cfrac{\partial b^TXa}{\partial X}=ba^T. ∂X∂aTXTb=∂X∂bTXa=baT.
- ⑦ ∂ a T X X T b ∂ X = a b T X + b a T X . \cfrac{\partial a^TXX^Tb}{\partial X}=ab^TX+ba^TX. ∂X∂aTXXTb=abTX+baTX.
- ⑧ ∂ a T X T X b ∂ X = X a b T + X b a T . \cfrac{\partial a^TX^TXb}{\partial X}=Xab^T+Xba^T. ∂X∂aTXTXb=XabT+XbaT.