Jacobi matrix雅克比矩阵

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最新推荐文章于 2024-03-05 10:12:17 发布

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cite from wikipedia

Vector calculus

Vector-by-vector

Each of the previous two cases can be considered as an application of the derivative of a vector with respect to a vector, using a vector of size one appropriately. Similarly we will find that the derivatives involving matrices will reduce to derivatives involving vectors in a corresponding way.

The derivative of a vector function (a vector whose components are functions) $\mathbf{y} =\begin{bmatrix}y_1 \\y_2 \\\vdots \\y_m \\\end{bmatrix}$ , of an independent vector $\mathbf{x} =\begin{bmatrix}x_1 \\x_2 \\\vdots \\x_n \\\end{bmatrix}$ , is written (in numerator layout notation) as

$\frac{\partial \mathbf{y}}{\partial \mathbf{x}} =\begin{bmatrix}\frac{\partial y_1}{\partial x_1} & \frac{\partial y_1}{\partial x_2} & \cdots & \frac{\partial y_1}{\partial x_n}\\\frac{\partial y_2}{\partial x_1} & \frac{\partial y_2}{\partial x_2} & \cdots & \frac{\partial y_2}{\partial x_n}\\\vdots & \vdots & \ddots & \vdots\\\frac{\partial y_m}{\partial x_1} & \frac{\partial y_m}{\partial x_2} & \cdots & \frac{\partial y_m}{\partial x_n}\\\end{bmatrix}.$

In vector calculus, the derivative of a vector function y with respect to a vector x whose components represent a space is known as the pushforward or differential, or the Jacobian matrix.

The pushforward along a vector function f with respect to vector v in R^m is given by $d\,\mathbf{f}(\mathbf{v}) = \frac{\partial \mathbf{f}}{\partial \mathbf{x}} \mathbf{v}.$