机器人中常用矩阵等式-I (汇总)

# 机器人中常用矩阵等式

机器人相关领域看论文或推公式时, 经常会遇到一些不那么直观的矩阵等式需要查书确认. 这里简单汇总一下, 方便翻查.

I. 摘要

Name	Matrix Identities
[Identity 1] Matrix Trace	$\mathrm{tr}(\mathbf{AB})=\mathrm{tr}(\mathbf{BA})$
[Identity 2-a] Derivative of Vector with Respect to Vector (Denominator-Layout Notation)	$\frac{\partial \mathbf{y}}{\partial \mathbf{x}}\triangleq \left[\begin{array}{cccc}\frac{\partial y_1}{\partial x_1}& \frac{\partial y_2}{\partial x_1}& \cdots & \frac{\partial y_m}{\partial x_1}\\ \frac{\partial y_1}{\partial x_2}& \frac{\partial y_2}{\partial x_2}& \cdots & \frac{\partial y_m}{\partial x_2}\\ ⋮& ⋮& \ddots & ⋮\\ \frac{\partial y_1}{\partial x_n}& \frac{\partial y_2}{\partial x_n}& \cdots & \frac{\partial y_m}{\partial x_n}\end{array}\right]$
[Identity 2-b] Derivative of Vector with Respect to Vector (Numerator-Layout Notation - in common use)	$\frac{\partial \mathbf{y}}{\partial \mathbf{x}}\triangleq \left[\begin{array}{cccc}\frac{\partial y_1}{\partial x_1}& \frac{\partial y_1}{\partial x_2}& \cdots & \frac{\partial y_1}{\partial x_n}\\ \frac{\partial y_2}{\partial x_1}& \frac{\partial y_2}{\partial x_2}& \cdots & \frac{\partial y_2}{\partial x_n}\\ ⋮& ⋮& \ddots & ⋮\\ \frac{\partial y_m}{\partial x_1}& \frac{\partial y_m}{\partial x_2}& \cdots & \frac{\partial y_m}{\partial x_n}\end{array}\right]$
[Identity 3] Derivative of Scale with Respect to Matrix (Denominator-Layout Notation)	$\frac{\partial f}{\partial \mathbf{X}}\triangleq \left[\begin{array}{cccc}\frac{\partial f}{\partial X_{11}}& \frac{\partial f}{\partial X_{12}}& \cdots & \frac{\partial f}{\partial X_{1n}}\\ \frac{\partial f}{\partial X_{21}}& \frac{\partial f}{\partial X_{22}}& \cdots & \frac{\partial f}{\partial X_{2n}}\\ ⋮& ⋮& \ddots & ⋮\\ \frac{\partial f}{\partial X_{m1}}& \frac{\partial f}{\partial X_{m2}}& \cdots & \frac{\partial f}{\partial X_{mn}}\end{array}\right]$
[Identity 4] Partial Derivative of a Matrix Trace of the First Order (1)	$\frac{\partial \mathrm{tr}\mathbf{X}\mathbf{Y}}{\partial \mathbf{X}}=\frac{\partial \mathrm{tr}\mathbf{Y}\mathbf{X}}{\partial \mathbf{X}}={\mathbf{Y}}^{\mathrm{T}}$
[Identity 5] Partial Derivative of a Matrix Trace of the First Order (2)	$\frac{\partial \mathrm{tr}{\mathbf{X}}^{\mathrm{T}}\mathbf{Y}}{\partial \mathbf{X}}=\frac{\partial \mathrm{tr}\mathbf{Y}{\mathbf{X}}^{\mathrm{T}}}{\partial \mathbf{X}}=\mathbf{Y}$
[Identity 6] Partial Derivative of a Matrix Trace of the Second Order (1)	$\frac{\partial \mathrm{tr}\mathbf{X}\mathbf{Z}{\mathbf{X}}^{\mathrm{T}}}{\partial \mathbf{X}}=\mathbf{X}{\mathbf{Z}}^{\mathrm{T}}+\mathbf{X}\mathbf{Z}$
[Identity 7] Partial Derivative of a Matrix Trace of the Second Order (2)	$\frac{\partial \mathrm{tr}{\mathbf{X}}^{\mathrm{T}}\mathbf{Z}\mathbf{X}}{\partial \mathbf{X}}=\mathbf{Z}\mathbf{X}+{\mathbf{Z}}^{\mathrm{T}}\mathbf{X}$
[Identity 8-a] Partial Derivative of a Quadratic Form (Denominator-Layout Notation)	$\frac{\partial {\mathbf{x}}^{\mathrm{T}}\mathbf{A}\mathbf{x}}{\partial \mathbf{x}}=(\mathbf{A}+{\mathbf{A}}^{\mathrm{T}})\mathbf{x}$
[Identity 8-b] Partial Derivative of a Quadratic Form (Numerator-Layout Notation)	$\frac{\partial {\mathbf{x}}^{\mathrm{T}}\mathbf{A}\mathbf{x}}{\partial \mathbf{x}}={\mathbf{x}}^{\mathrm{T}}(\mathbf{A}+{\mathbf{A}}^{\mathrm{T}})$
[Identity 9] Vector Triple Product	$\mathbf{A}\times (\mathbf{B}\times \mathbf{C})=\mathbf{B}(\mathbf{A}\cdot \mathbf{C})-\mathbf{C}(\mathbf{A}\cdot \mathbf{B})$
[Identity 10] Matrix Inversion lemmas	$(\mathbf{A}-\mathbf{B}{\mathbf{D}}^{-1}\mathbf{C}{)}^{-1}={\mathbf{A}}^{-1}+{\mathbf{A}}^{-1}\mathbf{B}(\mathbf{D}-\mathbf{C}{\mathbf{A}}^{-1}\mathbf{B}{)}^{-1}\mathbf{C}{\mathbf{A}}^{-1}$
"	$(\mathbf{D}-\mathbf{C}{\mathbf{A}}^{-1}\mathbf{B}{)}^{-1}={\mathbf{D}}^{-1}+{\mathbf{D}}^{-1}\mathbf{C}(\mathbf{A}-\mathbf{B}{\mathbf{D}}^{-1}\mathbf{C}{)}^{-1}\mathbf{B}{\mathbf{D}}^{-1}$
"	${\mathbf{A}}^{-1}\mathbf{B}(\mathbf{D}-\mathbf{C}{\mathbf{A}}^{-1}\mathbf{B}{)}^{-1}=(\mathbf{A}-\mathbf{B}{\mathbf{D}}^{-1}\mathbf{C}{)}^{-1}\mathbf{B}{\mathbf{D}}^{-1}$
"	$(\mathbf{D}-\mathbf{C}{\mathbf{A}}^{-1}\mathbf{B}{)}^{-1}\mathbf{C}{\mathbf{A}}^{-1}={\mathbf{D}}^{-1}\mathbf{C}(\mathbf{A}-\mathbf{B}{\mathbf{D}}^{-1}\mathbf{C}{)}^{-1}$
"	$(\mathbf{A}+\mathbf{B}\mathbf{C}{)}^{-1}={\mathbf{A}}^{-1}-{\mathbf{A}}^{-1}\mathbf{B}(\mathbf{I}+\mathbf{C}{\mathbf{A}}^{-1}\mathbf{B}{)}^{-1}\mathbf{C}{\mathbf{A}}^{-1}$

[补充一]

Name	Matrix Identities
[Identity 11] Identity About Rotation	$[\mathbf{R}\mathbf{\theta }{]}_{\times }=\mathbf{R}[\mathbf{\theta }{]}_{\times }{\mathbf{R}}^{\mathrm{T}}$
[Identity 12] Identity About Skew-Symmetric Matrix	${\mathbf{x}}^{\mathrm{T}}[\mathbf{\theta }{]}_{\times }\mathbf{x}=0$

[补充二]

Name	Matrix Identities
[Identity 13-a] Derivative of a Matrix’s Determinant	$\frac{\partial \det (\mathbf{A})}{\partial \mathbf{A}}=\mathrm{adj}(\mathbf{A}{)}^{\mathrm{T}}={\left(\det (\mathbf{A}){\mathbf{A}}^{-1}\right)}^{\mathrm{T}}$
[Identity 13-b] Derivative of a Rotation Matrix’s Determinant	$\frac{\partial \det (\mathbf{R})}{\partial \mathbf{R}}=\mathbf{R}$
[Identity 14-a] Derivative of a Matrix Trace	$\frac{\partial \mathrm{tr}[\mathbf{AXB}]}{\partial \mathbf{X}}={\mathbf{A}}^{\mathrm{T}}{\mathbf{B}}^{\mathrm{T}}$
[Identity 14-b] Derivative of a Matrix Trace	$\frac{\partial \mathrm{tr}[\mathbf{A}{\mathbf{X}}^{\mathrm{T}}\mathbf{B}]}{\partial \mathbf{X}}=\mathbf{B}\mathbf{A}$

II. 具体展开及证明

[Identity 1] ~ [Identity 6] 的证明请参看

[Identity 7] ~ [Identity 10] 的证明请参看

[Identity 11] ~ [Identity 14] 的证明请参看

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