Re: [微積,線代] 矩陣微分

[armopen (考個沒完)]

※ 引述《singlovesong (~"~)》之銘言：
: || Ax+b ||^2 (2-norm) 要怎麼對A_ij 做微分呢?
: A is nxn dim-matrix
: x is nx1 dim-vector
: b is nx1 dim-vector
: 謝謝!

This is a direct consequence of definition,

Since ||Ax+b||^2 = Σ(i=1~n)[Σ(j=1~n)a_ij x_j + b_j]^2 --(*),

the partial derivative of (*) w.r.t a_ij is

2*Σ(i=1~n)Σ(j=1~n)(a_ij x_j + b_j)*x_j.

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