Chapter 57: matrix calculus

¹⁴

https://www.youtube.com/playlist?list=PLhcN-s3_Z7-YS6ltpJhjwqvHO1TYDbiZv

$$\boldsymbol{x}=\left\langle x_{1},x_{2},\cdots,x_{n}\right\rangle =\begin{bmatrix}x_{1} & x_{2} & \cdots & x_{n}\end{bmatrix}^{\intercal}=\begin{bmatrix}x_{1}\\ x_{2}\\ \vdots\\ x_{n} \end{bmatrix}$$

$$f\left(x_{1},x_{2},\cdots,x_{n}\right)=f\left(\left\langle x_{1},x_{2},\cdots,x_{n}\right\rangle \right)=f\left(\boldsymbol{x}\right)$$ $$\boldsymbol{y}=\left\langle y_{1},y_{2},\cdots,y_{m}\right\rangle =\begin{bmatrix}y_{1} & y_{2} & \cdots & y_{m}\end{bmatrix}^{\intercal}=\begin{bmatrix}y_{1}\\ y_{2}\\ \vdots\\ y_{m} \end{bmatrix}$$

57.1 vector-by-scalar

$$\dfrac{\partial\boldsymbol{y}}{\partial x}=\left[\begin{array}{c} \dfrac{\partial y_{1}}{\partial x}\\ \dfrac{\partial y_{2}}{\partial x}\\ \vdots\\ \dfrac{\partial y_{m}}{\partial x} \end{array}\right]$$

57.2 scalar-by-vector

$$\boldsymbol{\nabla}f=\dfrac{\partial}{\partial\boldsymbol{x}}f=\dfrac{\partial f}{\partial\boldsymbol{x}}=\left\langle \dfrac{\partial f}{\partial x_{1}},\dfrac{\partial f}{\partial x_{2}},\cdots,\dfrac{\partial f}{\partial x_{n}}\right\rangle =\begin{bmatrix}\dfrac{\partial f}{\partial x_{1}} & \dfrac{\partial f}{\partial x_{2}} & \cdots & \dfrac{\partial f}{\partial x_{n}}\end{bmatrix}^{\intercal}=\begin{bmatrix}\dfrac{\partial f}{\partial x_{1}}\\ \dfrac{\partial f}{\partial x_{2}}\\ \vdots\\ \dfrac{\partial f}{\partial x_{n}} \end{bmatrix}$$

$$f_i = f_i\left(x_{1},x_{2},\cdots,x_{n}\right)=f_i\left(\boldsymbol{x}\right)$$

$$\boldsymbol{f}=\left\langle f_{1},f_{2},\cdots,f_{m}\right\rangle =\begin{bmatrix}f_{1} & f_{2} & \cdots & f_{m}\end{bmatrix}^{\intercal}=\begin{bmatrix}f_{1}\\ f_{2}\\ \vdots\\ f_{m} \end{bmatrix}$$

57.3 vector-by-vector

57.3.1 numerator-layout notation

分子布局

$$\dfrac{\partial\boldsymbol{y}}{\partial\boldsymbol{x}}=\begin{bmatrix}\dfrac{\partial y_{1}}{\partial\boldsymbol{x}}\\ \dfrac{\partial y_{2}}{\partial\boldsymbol{x}}\\ \vdots\\ \dfrac{\partial y_{p}}{\partial\boldsymbol{x}} \end{bmatrix}=\begin{bmatrix}\dfrac{\partial\boldsymbol{y}}{\partial x_{1}} & \dfrac{\partial\boldsymbol{y}}{\partial x_{2}} & \cdots & \dfrac{\partial\boldsymbol{y}}{\partial x_{n}}\end{bmatrix}=\begin{bmatrix}\dfrac{\partial y_{1}}{\partial x_{1}} & \dfrac{\partial y_{1}}{\partial x_{2}} & \cdots & \dfrac{\partial y_{1}}{\partial x_{n}}\\ \dfrac{\partial y_{2}}{\partial x_{1}} & \dfrac{\partial y_{2}}{\partial x_{2}} & \cdots & \dfrac{\partial y_{2}}{\partial x_{n}}\\ \vdots & \vdots & \ddots & \vdots\\ \dfrac{\partial y_{m}}{\partial x_{1}} & \dfrac{\partial y_{m}}{\partial x_{2}} & \cdots & \dfrac{\partial y_{m}}{\partial x_{n}} \end{bmatrix}=\left[\dfrac{\partial y_{i}}{\partial x_{j}}\right]_{m\times n}$$

57.3.2 denominator-layout notation

分母布局

$$\dfrac{\partial\boldsymbol{y}}{\partial\boldsymbol{x}}=\begin{bmatrix}\dfrac{\partial\boldsymbol{y}}{\partial x_{1}}\\ \dfrac{\partial\boldsymbol{y}}{\partial x_{2}}\\ \vdots\\ \dfrac{\partial\boldsymbol{y}}{\partial x_{n}} \end{bmatrix}=\begin{bmatrix}\dfrac{\partial y_{1}}{\partial\boldsymbol{x}} & \dfrac{\partial y_{2}}{\partial\boldsymbol{x}} & \cdots & \dfrac{\partial y_{m}}{\partial\boldsymbol{x}}\end{bmatrix}=\begin{bmatrix}\dfrac{\partial y_{1}}{\partial x_{1}} & \dfrac{\partial y_{2}}{\partial x_{1}} & \cdots & \dfrac{\partial y_{m}}{\partial x_{1}}\\ \dfrac{\partial y_{1}}{\partial x_{2}} & \dfrac{\partial y_{2}}{\partial x_{2}} & \cdots & \dfrac{\partial y_{m}}{\partial x_{2}}\\ \vdots & \vdots & \ddots & \vdots\\ \dfrac{\partial y_{1}}{\partial x_{n}} & \dfrac{\partial y_{2}}{\partial x_{n}} & \cdots & \dfrac{\partial y_{m}}{\partial x_{n}} \end{bmatrix}=\left[\dfrac{\partial y_{j}}{\partial x_{i}}\right]_{n\times m}$$

https://zhuanlan.zhihu.com/p/692195114

references

14.

ccjou. 矩陣導數. (2013).