【351】实数对向量求导公式

实数对向量求导公式,得到结果的形式与 分母/自变量 一致。

因变量是否转置对于结果无影响,这一条是我自己总结的。

公式一:

$$
\nabla_{\mathbf{x}} (\mathbf{a}^T \mathbf{x}) = \color{red}{\nabla_{\mathbf{x}} (\mathbf{a}^T \mathbf{x})^T} = \nabla_{\mathbf x} (\mathbf{x}^T \mathbf{a}) = \color{blue}{\mathbf{a}}
$$
$$
\frac {\partial \mathbf{a}^T \mathbf{x}} {\partial \mathbf{x}} = \color{red}{\frac {\partial (\mathbf{a}^T \mathbf{x})^T} {\partial \mathbf{x}}} = \frac {\partial \mathbf{x}^T \mathbf{a}} {\partial \mathbf{x}} = \color{blue}{\mathbf{a}}
$$

公式二:

$$
\nabla_{\mathbf{x}} ||\mathbf{x}||_2^2 = \color{red} {\nabla_{\mathbf x} (\mathbf{x}^T \mathbf{x})} = \color{blue} {2 \mathbf{x}}
$$
$$
\frac {\partial ||\mathbf{x}||_2^2} {\partial \mathbf{x}} = \color{red} {\frac {\partial (\mathbf{x}^T \mathbf{x})} {\partial \mathbf{x}}} = \color{blue} { 2 \mathbf{x}}
$$

公式三:

$$
\nabla_{\mathbf x} (\mathbf{x}^T \mathbf{A} \mathbf{x}) = \color{red}{\nabla_{\mathbf x} (\mathbf{x}^T \mathbf{A} \mathbf{x})^T} = \nabla_{\mathbf x} (\mathbf{x}^T \mathbf{A}^T \mathbf{x}) = \color{blue} {(\mathbf{A} + \mathbf{A}^T) \mathbf{x}}
$$
$$
\frac {\partial (\mathbf{x}^T \mathbf{A} \mathbf{x})} {\partial \mathbf{x}} = \color{red}{\frac {\partial (\mathbf{x}^T \mathbf{A} \mathbf{x})^T} {\partial \mathbf{x}}} = \frac {\partial (\mathbf{x}^T \mathbf{A}^T \mathbf{x})} {\partial \mathbf{x}} = \color{blue} {(\mathbf{A} + \mathbf{A}^T) \mathbf{x}}
$$

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转载自www.cnblogs.com/alex-bn-lee/p/10297747.html
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