14 篇文章 2 订阅

# 1.矩阵的导数

\qquad 如果矩阵 A ( t ) = [ a i j ( t ) ] m × n \boldsymbol A(t)=[a_{ij}(t)]_{m\times n} 的每一个元素 a i j ( t ) a_{ij}(t) 都是变量 t t 的可微函数，则称矩阵 A ( t ) \boldsymbol A(t) 可微的，其导数定义为：

d A ( t ) d t = [ d a i j ( t ) d t ] m × n = [ d a 11 ( t ) d t d a 12 ( t ) d t ⋯ d a 1 n ( t ) d t d a 21 ( t ) d t d a 22 ( t ) d t ⋯ d a 2 n ( t ) d t ⋮ ⋮ ⋯ ⋮ d a m 1 ( t ) d t d a m 2 ( t ) d t ⋯ d a m n ( t ) d t ] \qquad\qquad \dfrac{\mathrm{d}\boldsymbol A(t)}{\mathrm{d}t}=\left[\dfrac{\mathrm{d}a_{ij}(t)}{\mathrm{d}t}\right]_{m\times n}=\left[\begin{matrix} \dfrac{\mathrm{d}a_{11}(t)}{\mathrm{d}t} & \dfrac{\mathrm{d}a_{12}(t)}{\mathrm{d}t} & \cdots & \dfrac{\mathrm{d}a_{1n}(t)}{\mathrm{d}t} \\ \\ \dfrac{\mathrm{d}a_{21}(t)}{\mathrm{d}t} & \dfrac{\mathrm{d}a_{22}(t)}{\mathrm{d}t} & \cdots & \dfrac{\mathrm{d}a_{2n}(t)}{\mathrm{d}t} \\ \\ \vdots & \vdots & \cdots & \vdots \\ \\ \dfrac{\mathrm{d}a_{m1}(t)}{\mathrm{d}t} & \dfrac{\mathrm{d}a_{m2}(t)}{\mathrm{d}t} & \cdots & \dfrac{\mathrm{d}a_{mn}(t)}{\mathrm{d}t} \\ \end{matrix}\right]

• m = 1 m=1 时，矩阵 A ( t ) = [ a 1 ( t ) , a 2 ( t ) , ⋯   , a n ( t ) ] \boldsymbol A(t)=[a_1(t),a_2(t),\cdots,a_n(t)] 为（行）向量值函数

d A ( t ) d t = [ d a j ( t ) d t ] 1 × n = [ d a 1 ( t ) d t d a 2 ( t ) d t ⋯ d a n ( t ) d t ] 1 × n \qquad\qquad \dfrac{\mathrm{d}\boldsymbol A(t)}{\mathrm{d}t}=\left[\dfrac{\mathrm{d}a_{j}(t)}{\mathrm{d}t}\right]_{1\times n}=\left[\begin{matrix} \dfrac{\mathrm{d}a_{1}(t)}{\mathrm{d}t} & \dfrac{\mathrm{d}a_{2}(t)}{\mathrm{d}t} & \cdots & \dfrac{\mathrm{d}a_{n}(t)}{\mathrm{d}t} \\ \end{matrix}\right]_{1\times n}

• n = 1 n=1 时，矩阵 A ( t ) = [ a 1 ( t ) , a 2 ( t ) , ⋯   , a m ( t ) ] T \boldsymbol A(t)=[a_1(t),a_2(t),\cdots,a_m(t)]^T 为（列）向量值函数

d A ( t ) d t = [ d a i ( t ) d t ] m × 1 = [ d a 1 ( t ) d t d a 2 ( t ) d t ⋮ d a m ( t ) d t ] m × 1 \qquad\qquad \dfrac{\mathrm{d}\boldsymbol A(t)}{\mathrm{d}t}=\left[\dfrac{\mathrm{d}a_{i}(t)}{\mathrm{d}t}\right]_{m\times 1}=\left[\begin{matrix} \dfrac{\mathrm{d}a_{1}(t)}{\mathrm{d}t} \\ \\ \dfrac{\mathrm{d}a_{2}(t)}{\mathrm{d}t} \\ \\ \vdots\\ \\ \dfrac{\mathrm{d}a_{m}(t)}{\mathrm{d}t}\\ \end{matrix}\right]_{m\times 1}

# 2.多元函数对矩阵的导数

\qquad 设矩阵 X = [ x i j ] m × n \bold X=[x_{ij}]_{m\times n} ，考虑该矩阵的 m n mn 元函数 f ( X ) = f ( x 11 , x 12 , ⋯   , x m 1 , x m 2 , ⋯   , x m n ) f(\bold X)=f(x_{11},x_{12},\cdots,x_{m1},x_{m2},\cdots,x_{mn}) ， 那么 f ( X ) f(\bold X) 对矩阵 X \bold X 的导数定义为：

d f ( X ) d X = [ ∂ f ∂ x i j ] m × n = [ ∂ f ∂ x 11 ∂ f ∂ x 12 ⋯ ∂ f ∂ x 1 n ∂ f ∂ x 21 ∂ f ∂ x 22 ⋯ ∂ f ∂ x 2 n ⋮ ⋮ ⋯ ⋮ ∂ f ∂ x m 1 ∂ f ∂ x m 2 ⋯ ∂ f ∂ x m n ] \qquad\qquad \dfrac{\mathrm{d}f(\bold X)}{\mathrm{d}\bold X}=\left[\dfrac{\partial f}{\partial x_{ij}}\right]_{m\times n}=\left[\begin{matrix} \dfrac{\partial f}{\partial x_{11}} & \dfrac{\partial f}{\partial x_{12}} & \cdots & \dfrac{\partial f}{\partial x_{1n}} \\ \\ \dfrac{\partial f}{\partial x_{21}} & \dfrac{\partial f}{\partial x_{22}} & \cdots & \dfrac{\partial f}{\partial x_{2n}} \\ \\ \vdots & \vdots & \cdots & \vdots \\ \\ \dfrac{\partial f}{\partial x_{m1}} & \dfrac{\partial f}{\partial x_{m2}} & \cdots & \dfrac{\partial f}{\partial x_{mn}} \\ \end{matrix}\right]

# 3.多元函数对(列)向量的导数

\qquad n n 维（列）向量 x = [ x 1 , x 2 , ⋯   , x n ] T \boldsymbol x=[x_1,x_2,\cdots,x_n]^T ，考虑该向量的 n n 元函数 f ( x ) = f ( x 1 , x 2 , ⋯   , x n ) f(\boldsymbol x)=f(x_{1},x_{2},\cdots,x_{n}) ，那么：

d f ( x ) d x = [ ∂ f ∂ x 1 , ∂ f ∂ x 2 , ⋯   , ∂ f ∂ x n ] T = [ ∂ f ∂ x 1 ∂ f ∂ x 2 ⋮ ∂ f ∂ x n ] \qquad\qquad \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=\left[\dfrac{\partial f}{\partial x_1},\dfrac{\partial f}{\partial x_2},\cdots,\dfrac{\partial f}{\partial x_n}\right]^T=\left[\begin{matrix}\dfrac{\partial f}{\partial x_1}\\ \\ \dfrac{\partial f}{\partial x_2}\\ \\ \vdots\\ \\ \dfrac{\partial f}{\partial x_n}\end{matrix}\right]
，即： f ( x ) f(\boldsymbol x) 梯度 ∇ f ( x ) = d f ( x ) d x \nabla f(\boldsymbol x)=\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}

d f ( x ) d x T = [ ∂ f ∂ x 1 , ∂ f ∂ x 2 , ⋯   , ∂ f ∂ x n ] \qquad\qquad \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T}=\left[\dfrac{\partial f}{\partial x_1},\dfrac{\partial f}{\partial x_2},\cdots,\dfrac{\partial f}{\partial x_n}\right] ，即： f ( x ) f(\boldsymbol x) 梯度的转置 ∇ T f ( x ) = d f ( x ) d x T \nabla^T f(\boldsymbol x)=\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T}

\qquad 因此 ∇ f ( x ) = d f ( x ) d x = [ d f ( x ) d x T ] T \qquad\nabla f(\boldsymbol x)=\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=\left[\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T}\right]^T

## 常用公式

( 1 ) \qquad(1) 海塞 (Hessian) \text{(Hessian)} 矩阵：

\qquad 　 ∇ T { ∇ f ( x ) } = d d x T ( d f ( x ) d x ) \nabla^T \{\nabla f(\boldsymbol x)\}=\dfrac{\mathrm{d}}{\mathrm{d}\boldsymbol x^T}\left(\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}\right) 　或　 ∇ { ∇ T f ( x ) } = d d x ( d f ( x ) d x T ) \nabla \{\nabla^T f(\boldsymbol x)\}=\dfrac{\mathrm{d}}{\mathrm{d}\boldsymbol x}\left(\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T}\right)

d d x T ( d f d x ) = [ ∂ 2 f ∂ x 1 2 ∂ 2 f ∂ x 1 ∂ x 2 ⋯ ∂ 2 f ∂ x 1 ∂ x n ∂ 2 f ∂ x 2 ∂ x 1 ∂ 2 f ∂ x 2 2 ⋯ ∂ 2 f ∂ x 2 ∂ x n ⋮ ⋮ ⋱ ⋮ ∂ 2 f ∂ x n ∂ x 1 ∂ 2 f ∂ x n ∂ x 2 ⋯ ∂ 2 f ∂ x n 2 ] \qquad\qquad\qquad \dfrac{\mathrm{d}}{\mathrm{d}\boldsymbol x^T}\left(\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x}\right)=\left[\begin{matrix} \dfrac{\partial^2 f}{\partial x_1^2} & \dfrac{\partial^2 f}{\partial x_1\partial x_2} & \cdots & \dfrac{\partial^2 f}{\partial x_1\partial x_n} \\ \\ \dfrac{\partial^2 f}{\partial x_2\partial x_1} & \dfrac{\partial^2 f}{\partial x_2^2} & \cdots & \dfrac{\partial^2 f}{\partial x_2\partial x_n} \\ \\ \vdots & \vdots & \ddots & \vdots \\ \\ \dfrac{\partial^2 f}{\partial x_n\partial x_1} & \dfrac{\partial^2 f}{\partial x_n\partial x_2} & \cdots & \dfrac{\partial^2 f}{\partial x_n^2} \\ \end{matrix}\right]

( 2 ) \qquad(2) 二次函数 f ( x ) = x T A x f(\boldsymbol x)=\boldsymbol x^T \boldsymbol A \boldsymbol x 的导数为 d f ( x ) d x = ( A + A T ) x \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=(\boldsymbol A+\boldsymbol A^T )\boldsymbol x

\quad 　　　若 A = [ a i j ] n × n \boldsymbol A=[a_{ij}]_{n\times n} 对称矩阵，那么 d f ( x ) d x = 2 A x \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=2\boldsymbol A \boldsymbol x

f ( x ) = x T A x = ∑ i = 1 n ∑ j = 1 n a i j x i x j = x 1 ∑ j = 1 n a 1 j x j + x 2 ∑ j = 1 n a 2 j x j + ⋯ + x k ∑ j = 1 n a k j x j + ⋯ + x n ∑ j = 1 n a n j x j \qquad\qquad\qquad \begin{aligned}f(\boldsymbol x)&=\boldsymbol x^T \boldsymbol A \boldsymbol x=\displaystyle\sum_{i=1}^{n}\displaystyle\sum_{j=1}^{n}a_{ij}x_ix_j \\ &=x_1\displaystyle\sum_{j=1}^{n}a_{1j}x_j +x_2\displaystyle\sum_{j=1}^{n}a_{2j}x_j+\cdots +x_k\displaystyle\sum_{j=1}^{n}a_{kj}x_j+\cdots+x_n\displaystyle\sum_{j=1}^{n}a_{nj}x_j \\ \end{aligned}

∂ f ∂ x k = x 1 a 1 k + x 2 a 2 k + ⋯ + ( ∑ j = 1 n a k j x j + x k a k k ) + ⋯ + x n a n k = ( x 1 a 1 k + x 2 a 2 k + ⋯ + x k a k k + ⋯ + x n a n k ) + ∑ j = 1 n a k j x j = ∑ i = 1 n a i k x i + ∑ j = 1 n a k j x j \qquad\qquad\qquad \begin{aligned}\dfrac{\partial f}{\partial x_k}&=x_1a_{1k}+x_2a_{2k}+\cdots+\left(\displaystyle\sum_{j=1}^{n}a_{kj}x_j+x_ka_{kk}\right)+\cdots+x_na_{nk}\\ &=(x_1a_{1k}+x_2a_{2k}+\cdots+x_ka_{kk}+\cdots+x_na_{nk}) +\displaystyle\sum_{j=1}^{n}a_{kj}x_j \\ &=\displaystyle\sum_{i=1}^{n}a_{ik}x_i +\displaystyle\sum_{j=1}^{n}a_{kj}x_j \end{aligned}

d f ( x ) d x = [ ∂ f ∂ x 1 ⋮ ∂ f ∂ x k ⋮ ∂ f ∂ x n ] = [ ∑ i = 1 n a i 1 x i + ∑ j = 1 n a 1 j x j ⋮ ∑ i = 1 n a i k x i + ∑ j = 1 n a k j x j ⋮ ∑ i = 1 n a i n x i + ∑ j = 1 n a n j x j ] = [ ∑ i = 1 n a i 1 x i ⋮ ∑ i = 1 n a i k x i ⋮ ∑ i = 1 n a i n x i ] + [ ∑ j = 1 n a 1 j x j ⋮ ∑ j = 1 n a k j x j ⋮ ∑ j = 1 n a n j x j ] = A x + A T x = ( A + A T ) x \qquad\qquad\qquad\begin{aligned} \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}&=\left[\begin{matrix}\dfrac{\partial f}{\partial x_1}\\ \\ \vdots\\ \\ \dfrac{\partial f}{\partial x_k}\\ \\ \vdots\\ \\ \dfrac{\partial f}{\partial x_n}\end{matrix}\right]=\left[\begin{matrix}\displaystyle\sum_{i=1}^{n}a_{i1}x_i +\displaystyle\sum_{j=1}^{n}a_{1j}x_j\\ \\ \vdots\\ \\ \displaystyle\sum_{i=1}^{n}a_{ik}x_i +\displaystyle\sum_{j=1}^{n}a_{kj}x_j\\ \\ \vdots\\ \\ \displaystyle\sum_{i=1}^{n}a_{in}x_i +\displaystyle\sum_{j=1}^{n}a_{nj}x_j \end{matrix}\right]=\left[\begin{matrix}\displaystyle\sum_{i=1}^{n}a_{i1}x_i \\ \\ \vdots\\ \\ \displaystyle\sum_{i=1}^{n}a_{ik}x_i \\ \\ \vdots\\ \\ \displaystyle\sum_{i=1}^{n}a_{in}x_i \end{matrix}\right]+\left[\begin{matrix}\displaystyle\sum_{j=1}^{n}a_{1j}x_j\\ \\ \vdots\\ \\ \displaystyle\sum_{j=1}^{n}a_{kj}x_j\\ \\ \vdots\\ \\ \displaystyle\sum_{j=1}^{n}a_{nj}x_j \end{matrix}\right] \\ &=\boldsymbol A\boldsymbol x+\boldsymbol A^T\boldsymbol x \\ &=(\boldsymbol A +\boldsymbol A^T)\boldsymbol x \\ \end{aligned}

( 3 ) \qquad(3) 线性函数 f ( x ) = b T x f(\boldsymbol x)=\boldsymbol b^T \boldsymbol x 的导数为 d f ( x ) d x = b \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=\boldsymbol b ，或者 d f ( x ) d x T = b T \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T}=\boldsymbol b^T

\quad 　　　若假设 b \boldsymbol b 为变量，由于 b T x = x T b \boldsymbol b^T \boldsymbol x= \boldsymbol x^T \boldsymbol b ，因此 d f ( b ) d b = x \dfrac{\mathrm{d}f(\boldsymbol b)}{\mathrm{d}\boldsymbol b}=\boldsymbol x

\qquad 　证明：　 f ( x ) = b T x = ∑ i = 1 n b i x i f(\boldsymbol x) =\boldsymbol b^T \boldsymbol x=\displaystyle\sum_{i=1}^{n}b_ix_i

d f ( x ) d x = [ ∂ f ∂ x 1 ⋮ ∂ f ∂ x k ⋮ ∂ f ∂ x n ] = [ b 1 ⋮ b k ⋮ b n ] = b \qquad\qquad\qquad \dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x}=\left[\begin{matrix}\dfrac{\partial f}{\partial x_1}\\ \\ \vdots\\ \\ \dfrac{\partial f}{\partial x_k}\\ \\ \vdots\\ \\ \dfrac{\partial f}{\partial x_n}\end{matrix}\right]= \left[\begin{matrix} b_1\\ \\ \vdots\\ \\ b_k\\ \\ \vdots\\ \\ b_n\end{matrix}\right]=\boldsymbol b

# 4.一元函数关于向量的复合求导

\qquad 向量值函数 x ( t ) = [ x 1 ( t ) , x 2 ( t ) , ⋯   , x n ( t ) ] T \boldsymbol x(t)=[x_1(t),x_2(t),\cdots,x_n(t)]^T ，考虑该向量函数的一元函数 f ( x ( t ) ) = f ( x 1 ( t ) , x 2 ( t ) , ⋯   , x n ( t ) ) f(\boldsymbol x(t))=f(x_1(t),x_2(t),\cdots,x_n(t)) ，那么：

d f d t = [ d f d x ] T d x d t = d f d x T d x d t \qquad\qquad\dfrac{\mathrm{d}f}{\mathrm{d}t}=\left[\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x}\right]^T\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}=\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x^T}\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}

\qquad 又由于 ∇ T f ( x ) = d f ( x ) d x T \nabla^T f(\boldsymbol x)=\dfrac{\mathrm{d}f(\boldsymbol x)}{\mathrm{d}\boldsymbol x^T} ，因此 d f d t = d f d x T d x d t = ∇ T f ( x ) d x d t \dfrac{\mathrm{d}f}{\mathrm{d}t}=\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x^T}\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}=\nabla^T f(\boldsymbol x)\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}

d f d t = ∂ f ∂ x 1 d x 1 d t + ∂ f ∂ x 2 d x 2 d t + ⋯ + ∂ f ∂ x n d x n d t = [ ∂ f ∂ x 1 , ∂ f ∂ x 2 , ⋯   , ∂ f ∂ x n ] [ d x 1 d t d x 2 d t ⋮ d x n d t ] = [ d f d x ] T d x d t = d f d x T d x d t \qquad\qquad \begin{aligned}\dfrac{\mathrm{d}f}{\mathrm{d}t}&=\dfrac{\partial f}{\partial x_1}\dfrac{\mathrm{d}x_1}{\mathrm{d}t}+\dfrac{\partial f}{\partial x_2}\dfrac{\mathrm{d}x_2}{\mathrm{d}t}+\cdots+\dfrac{\partial f}{\partial x_n}\dfrac{\mathrm{d}x_n}{\mathrm{d}t}\\ &=\left[\dfrac{\partial f}{\partial x_1},\dfrac{\partial f}{\partial x_2},\cdots,\dfrac{\partial f}{\partial x_n}\right] \left[\begin{matrix}\dfrac{\mathrm{d} x_1}{\mathrm{d} t}\\ \\ \dfrac{\mathrm{d} x_2}{\mathrm{d} t}\\ \\ \vdots\\ \\ \dfrac{\mathrm{d} x_n}{\mathrm{d} t}\end{matrix}\right]=\left[\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x}\right]^T\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}=\dfrac{\mathrm{d}f}{\mathrm{d}\boldsymbol x^T}\dfrac{\mathrm{d}\boldsymbol x}{\mathrm{d}t}\\ \end{aligned}

# 5. 泰勒级数

\qquad 首先考虑二维的情况，即 x = [ x 1 , x 2 ] T \boldsymbol x=[x_1,x_2]^T ，那么

f ( x 1 + δ 1 , x 2 + δ 2 ) = f ( x 1 , x 2 ) + ∂ f ∂ x 1 δ 1 + ∂ f ∂ x 2 δ 2 + 1 2 ( ∂ 2 f ∂ x 1 2 δ 1 2 + ∂ 2 f ∂ x 1 ∂ x 2 δ 1 δ 2 + ∂ 2 f ∂ x 2 2 δ 2 2 ) + o ( ∥ δ ∥ 2 ) \qquad\qquad\begin{aligned}f(x_1+\delta_1,x_2+\delta_2)&=f(x_1,x_2)+\dfrac{\partial f}{\partial x_1}\delta_1+\dfrac{\partial f}{\partial x_2}\delta_2\\ &\quad+\dfrac{1}{2}\left( \dfrac{\partial^2 f}{\partial x_1^2}\delta_1^2+\dfrac{\partial^2 f}{\partial x_1\partial x_2}\delta_1\delta_2+\dfrac{\partial^2 f}{\partial x_2^2}\delta_2^2 \right) \\ &\quad+o\left(\Vert\boldsymbol\delta\Vert^2\right) \end{aligned}

\qquad 扩展到 n n 维的情况，即 x = [ x 1 , x 2 , ⋯   , x n ] T \boldsymbol x=[x_1,x_2,\cdots,x_n]^T ，那么

f ( x 1 + δ 1 , x 2 + δ 2 , ⋯   , x n + δ n ) = f ( x 1 , x 2 , ⋯   , x n ) + ∑ i = 1 n ∂ f ∂ x i δ i + 1 2 ∑ i = 1 n ∑ j = 1 n ∂ 2 f ∂ x i ∂ x j δ i δ j + o ( ∥ δ ∥ 2 ) \qquad\qquad \begin{aligned}f(x_1+\delta_1,x_2+\delta_2,\cdots,x_n+\delta_n)&=f(x_1,x_2,\cdots,x_n)+\displaystyle\sum_{i=1}^n\dfrac{\partial f}{\partial x_i}\delta_i \\ &\quad+\dfrac{1}{2}\displaystyle\sum_{i=1}^n\displaystyle\sum_{j=1}^n\dfrac{\partial^2 f}{\partial x_i\partial x_j}\delta_i\delta_j\\ &\quad+o\left(\Vert\boldsymbol\delta\Vert^2\right) \end{aligned}

f ( x + δ ) = f ( x ) + ∇ f ( x ) T δ + 1 2 δ T ∇ 2 f ( x ) δ + o ( ∥ δ ∥ 2 ) \qquad\qquad f(\boldsymbol x+\boldsymbol\delta)=f(\boldsymbol x)+\nabla f(\boldsymbol x)^T\boldsymbol\delta+\dfrac{1}{2}\boldsymbol\delta^T\nabla^2 f(\boldsymbol x)\boldsymbol\delta+o\left(\Vert\boldsymbol\delta\Vert^2\right) ，其中 δ = [ δ 1 , δ 2 , ⋯   , δ n ] T \boldsymbol\delta=[\delta_1,\delta_2,\cdots,\delta_n]^T

\qquad 或者，写成向量值函数 f ( x ) f(\boldsymbol x) 在点 x ˉ \bar{\boldsymbol x} 的展开形式：

f ( x ) = f ( x ˉ ) + ∇ f ( x ˉ ) T ( x − x ˉ ) + 1 2 ( x − x ˉ ) T ∇ 2 f ( x ˉ ) ( x − x ˉ ) + o ( ∥ x − x ˉ ∥ 2 ) \qquad\qquad f(\boldsymbol x)=f(\bar{\boldsymbol x})+\nabla f(\bar{\boldsymbol x})^T(\boldsymbol x-\bar{\boldsymbol x})+\dfrac{1}{2}(\boldsymbol x-\bar{\boldsymbol x})^T\nabla^2 f(\bar{\boldsymbol x})(\boldsymbol x-\bar{\boldsymbol x})+o\left(\Vert\boldsymbol x-\bar{\boldsymbol x}\Vert^2\right)

\qquad 【注】此处采用 ∇ f ( x ) \nabla f(\boldsymbol x) 表示梯度，采用 ∇ 2 f ( x ) \nabla^2 f(\boldsymbol x) 表示 hessian \text{hessian} 矩阵（而非 PDE \text{PDE} 中的拉普拉斯算符）。

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