矩阵微积分 Matrix calculus,附录,对矩阵和向量求导D 1. GRADIENT, DIRECTIONAL DERIVATIVE, TAYLOR SERIES
551
VxI
2(X)△|vax
(X)Vbx2|∈K×L×KxL
dg(x
V
6g(X)
aa(X)
OKI
aXK2
OXKL
(1962
VV
X
五×1×L×H×L
R
9(X)
where the gradient V is with respect to matrix X
Gradient of vector-
包含了矩阵对矩阵求导,矩阵对向量求导,向量的微分,向量的导数等,多种矩阵、向量的微积分公式和讲解。内容包括:
Vector/Matrix Derivatives and Integrals;
Vector differentiation;
Matrix differentiation;
Derivatives with respect to vectors;