{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# 行向量对元素求导\n", "\n", "设$y^T=[y_1 ... y_n]$是n维行向量,$x$是元素\n", "\n", "$\\frac{\\partial y^T}{\\partial x}=[ \\frac{\\partial y_1}{\\partial x} ... \\frac{\\partial y_n}{\\partial x} ] $\n", "\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 列向量对元素求导\n", "\n", "设$y=\\begin{bmatrix}y_1\\\\ ...\\\\ y_n\\end{bmatrix}$是m维列向量,$x$是元素\n", "\n", "则$\\frac{\\partial y}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y_1}{\\partial x}\\\\ ... \\\\\n", "\\frac{\\partial y_m}{\\partial x} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 矩阵对元素求导\n", "\n", "设$Y=\\begin{bmatrix}y_1 & ... & y_{1n}\\\\...&...& ...\\\\ y_{m1} & ... & y_{mn}\\end{bmatrix}$是$m*n$维矩阵,$x$是元素\n", "\n", "则$\\frac{\\partial Y}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y_{11}}{\\partial x} & ... &\\frac{\\partial y_{1n}}{\\partial x}\\\\...&...& ... \\\\\n", "\\frac{\\partial y_{m1}}{\\partial x}& ... & \\frac{\\partial y_{mn}}{\\partial x} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 元素对行向量求导\n", "\n", "设$y$是元素,$x^T=[x_1 ... x_q]$是q维行向量\n", "\n", "则$\\frac{\\partial y}{\\partial x^T}=[ \\frac{\\partial y}{\\partial x_1} ... \\frac{\\partial y}{\\partial x_q} ] $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 元素对列向量求导\n", "\n", "设$y$是元素,$x=\\begin{bmatrix}x_1\\\\ ...\\\\ x_n\\end{bmatrix}$是p维列向量\n", "\n", "则$\\frac{\\partial y}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y}{\\partial x_1}\\\\ ... \\\\\n", "\\frac{\\partial y}{\\partial x_p} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 元素对矩阵求导\n", "\n", "设$y$是元素,$X=\\begin{bmatrix}x_1 & ... & x_{1q}\\\\...&...& ...\\\\ x_{p1} & ... & x_{pq}\\end{bmatrix}$是$p*q$维矩阵\n", "\n", "则$\\frac{\\partial y}{\\partial X}=\\begin{bmatrix} \\frac{\\partial y}{\\partial x_{11}} & ... &\\frac{\\partial y}{\\partial x_{1q}}\\\\...&...& ... \\\\\n", "\\frac{\\partial y}{\\partial x_{p1}}& ... & \\frac{\\partial y}{\\partial x_{pq}} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 行向量对列向量求导\n", "\n", "设$y^T=[y_1 ... y_n]$是n维行向量,$x=\\begin{bmatrix}x_1\\\\ ...\\\\ x_p\\end{bmatrix}$是p维列向量\n", "\n", "则$\\frac{\\partial y^T}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y_{1}}{\\partial x_{1}} & ... &\\frac{\\partial y_{n}}{\\partial x_{1}}\\\\...&...& ... \\\\\n", "\\frac{\\partial y_1}{\\partial x_{p}}& ... & \\frac{\\partial y_n}{\\partial x_{p}} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 列向量对行向量求导\n", "\n", "设$y=\\begin{bmatrix}y_1\\\\ ...\\\\ y_m\\end{bmatrix}$是m维列向量,$x^T=[x_1 ... x_q]$是q维行向量\n", "\n", "则$\\frac{\\partial y}{\\partial x^T}=\\begin{bmatrix} \\frac{\\partial y_{1}}{\\partial x_{1}} & ... &\\frac{\\partial y_{1}}{\\partial x_{q}}\\\\...&...& ... \\\\\n", "\\frac{\\partial y_m}{\\partial x_{1}}& ... & \\frac{\\partial y_m}{\\partial x_{q}} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 行向量对行向量求导\n", "\n", "设$y^T=[y_1 ... y_n]$是n维行向量,$x^T=[x_1 ... x_q]$是q维行向量\n", "\n", "则$\\frac{\\partial y^T}{\\partial x^T}=[ \\frac{\\partial y^T}{\\partial x_1} ... \\frac{\\partial y^T}{\\partial x_q} ] $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 列向量对列向量求导\n", "\n", "设$y=\\begin{bmatrix}y_1\\\\ ...\\\\ y_m\\end{bmatrix}$是m维列向量,$x=\\begin{bmatrix}x_1\\\\ ...\\\\ x_p\\end{bmatrix}$是p维列向量\n", "\n", "则$\\frac{\\partial y}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y_1}{\\partial x} \\\\...\\\\\n", "\\frac{\\partial y_m}{\\partial x} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 矩阵对行向量求导\n", "\n", "设$Y=\\begin{bmatrix}y_1 & ... & y_{1n}\\\\...&...& ...\\\\ y_{m1} & ... & y_{mn}\\end{bmatrix}$是$m*n$维矩阵,$x^T=[x_1 ... x_q]$是q维行向量\n", "\n", "则$\\frac{\\partial Y}{\\partial x^T}=[ \\frac{\\partial Y}{\\partial x_1} ... \\frac{\\partial Y}{\\partial x_q} ] $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 矩阵对列向量求导\n", "\n", "设$Y=\\begin{bmatrix}y_1 & ... & y_{1n}\\\\...&...& ...\\\\ y_{m1} & ... & y_{mn}\\end{bmatrix}$是$m*n$维矩阵,$x=\\begin{bmatrix}x_1\\\\ ...\\\\ x_n\\end{bmatrix}$是p维列向量\n", "\n", "则$\\frac{\\partial Y}{\\partial x}=\\begin{bmatrix} \\frac{\\partial y_{11}}{\\partial x} & ... &\\frac{\\partial y_{1n}}{\\partial x}\\\\...&...& ... \\\\\n", "\\frac{\\partial y_{m1}}{\\partial x}& ... & \\frac{\\partial y_{mn}}{\\partial x} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 行向量对矩阵求导\n", "\n", "设$y^T=[y_1 ... y_n]$是n维行向量,$X=\\begin{bmatrix}x_1 & ... & x_{1q}\\\\...&...& ...\\\\ x_{p1} & ... & x_{pq}\\end{bmatrix}$是$p*q$维矩阵\n", "\n", "则$\\frac{\\partial y^T}{\\partial X}=\\begin{bmatrix} \\frac{\\partial y^T}{\\partial x_{11}} & ... &\\frac{\\partial y^T}{\\partial x_{1q}}\\\\...&...& ... \\\\\n", "\\frac{\\partial y^T}{\\partial x_{p1}}& ... & \\frac{\\partial y^T}{\\partial x_{pq}} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 列向量对矩阵求导\n", "\n", "设$y=\\begin{bmatrix}y_1\\\\ ...\\\\ y_m\\end{bmatrix}$是m维列向量,$X=\\begin{bmatrix}x_1 & ... & x_{1q}\\\\...&...& ...\\\\ x_{p1} & ... & x_{pq}\\end{bmatrix}$是$p*q$维矩阵\n", "\n", "则$\\frac{\\partial y}{\\partial X}=\\begin{bmatrix} \\frac{\\partial y_1}{\\partial X}\\\\ ... \\\\\n", "\\frac{\\partial y_m}{\\partial X} \\end{bmatrix} $" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 矩阵对矩阵求导\n", "\n", "设$Y=\\begin{bmatrix}y_1 & ... & y_{1n}\\\\...&...& ...\\\\ y_{m1} & ... & y_{mn}\\end{bmatrix}=\\begin{bmatrix}y_1^T\\\\ ...\\\\ y_m^T\\end{bmatrix}$是$m*n$维矩阵,$X=\\begin{bmatrix}x_1 & ... & x_{1q}\\\\...&...& ...\\\\ x_{p1} & ... & x_{pq}\\end{bmatrix}=[x_1 ... x_q]$是$p*q$维矩阵\n", "\n", "则$\\frac{\\partial Y}{\\partial X}\n", "=[ \\frac{\\partial Y}{\\partial x_1} ... \\frac{\\partial Y}{\\partial x_q} ]\n", "=\\begin{bmatrix}\n", "\\frac{\\partial y_1^T}{\\partial X}\\\\\n", "... \\\\\n", "\\frac{\\partial y_m^T}{\\partial X} \n", "\\end{bmatrix} \n", "=\\begin{bmatrix}\n", "\\frac{\\partial y_{1}^T}{\\partial x_{1}} & ... &\\frac{\\partial y_{1}^T}{\\partial x_{q}}\\\\\n", "...&...& ... \\\\\n", "\\frac{\\partial y_m^T}{\\partial x_{1}}& ... & \\frac{\\partial y_m^T}{\\partial x_{q}} \\end{bmatrix} $" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.5.2" }, "toc": { "colors": { "hover_highlight": "#DAA520", "navigate_num": "#000000", "navigate_text": "#333333", "running_highlight": "#FF0000", "selected_highlight": "#FFD700", "sidebar_border": "#EEEEEE", "wrapper_background": "#FFFFFF" }, "moveMenuLeft": true, "nav_menu": { "height": "282px", "width": "252px" }, "navigate_menu": true, "number_sections": true, "sideBar": true, "threshold": 4, "toc_cell": false, "toc_section_display": "block", "toc_window_display": false, "widenNotebook": false } }, "nbformat": 4, "nbformat_minor": 2 }