列举几个常用的对向量求导的公式
∂ A x ∂ x = A \frac{\partial Ax}{\partial x}= A ∂x∂Ax=A
∂ x T A ∂ x = A T \frac{\partial x^{T}A}{\partial x}= A^{\small T} ∂x∂xTA=AT
∂ x T x ∂ x = 2 x T \frac{\partial x^{T}x}{\partial x}= 2x^{\small T} ∂x∂xTx=2xT
∂ x T A x ∂ x = 2 x T A \frac{\partial x^{T}Ax}{\partial x}= 2x^{\small T}A ∂x∂xTAx=2xTA ( A T = A ) \left ( A^{\small T}= A \right ) (AT=A)
∂ x T A x ∂ x = x T ( A + A T ) \frac{\partial x^{T}Ax}{\partial x}= x^{\small T}\left ( A+A^{\small T} \right ) ∂x∂xTAx=xT(A+AT)
∂ ∥ x − α ∥ ∂ x = ( x − α ) T ∥ x − α ∥ \frac{\partial \left \| x-\alpha \right \|}{\partial x}=\frac{\left ( x-\alpha \right )^{T}}{\left \| x-\alpha \right \|} ∂x∂∥x−α∥=∥x−α∥(x−α)T
其中, x x x, α \alpha α为向量, A A A为矩阵。