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많이 사용되는 vector 도함수들을 정리함.
Numeartor Layout 과 Denominator Layout을 구분하여 살펴야 함.
f(x) | ∂f(x)∂x | Convention | f(x) | df(x)dx |
xTb | bT | Numerator Layout | bx | b |
bTx | bT | Numerator Layout | bx | b |
b⋅x or x⋅b | bT | Numerator Layout | bx | b |
xTA | AT | Numerator Layout | ax | a |
Ax | A | Numerator Layout | ax | a |
xTx or ‖ or \textbf{x} \cdot \textbf{x} | 2\textbf{x}^T | Numerator Layout | x^2 | 2x |
\|\textbf{x}\|_2 | \frac{\textbf{x}^T}{\|\textbf{x}\|_2} | Numerator Layout | ||
\textbf{x}\textbf{x}^T | \textbf{x}\otimes I+ I \otimes \textbf{x} | Numerator Layout | x^2 | 2x |
\textbf{x}^TS\textbf{x} | 2\textbf{x}^TS(=\textbf{x}^T(S^T+S)) | Numerator Layout | sx^2 | 2sx |
\textbf{x}^TA\textbf{x} | \textbf{x}^T(A^T+A) | Numerator Layout | ax^2 | 2ax |
\textbf{y}^TA\textbf{z} | \textbf{z}^TA^T\frac{\partial\textbf{y}}{\partial x}+\textbf{y}^TA\frac{\partial\textbf{z}}{\partial x} | Numerator Layout | sy(x)z(x) | s(y^\prime(x)z(x)+y(x)z^\prime(x)) |
\textbf{x}^T\textbf{b} or \textbf{b}^T\textbf{x} or \textbf{x}\cdot\textbf{b} or \textbf{b}\cdot \textbf{x} | \textbf{b} | Denominator Layout | bx | b |
\textbf{x}^TA | A | Denominator Layout | ax | a |
A\textbf{x} | A^T | Denominator Layout | ax | a |
\textbf{x}^T \textbf{x} or \|\textbf{x}\|_2^2 or \textbf{x} \cdot \textbf{x} | 2\textbf{x} | Denominator Layout | x^2 | 2x |
\textbf{x}^TA\textbf{x} | (A+A^T)\textbf{x} | Denominator Layout | ax^2 | 2ax |
\textbf{y}^TA\textbf{z} | \frac{\partial\textbf{y}}{\partial x}A\textbf{z}+\frac{\partial\textbf{z}}{\partial x}A^T\textbf{y} | Denominator Layout | sy(x)z(x) | s(y^\prime(x)z(x)+y(x)z^\prime(x)) |
- A : matrix
- \textbf{x} : vector
- \textbf{b} : \textbf{x}와 상관없는 vector (i.e. constant vector)
- S : symmetric matrix
- a,b,s,x : scalar
- \|\cdot\|_2 : L2-norm
- \textbf{y},\textbf{z} : \textbf{x}를 입력으로하고 vector 출력을 갖는 함수. (vector field)
References
- http://www.matrixcalculus.org/
- Ref1 for Denominator Layout Convention
- Ref2 for Denominator Layout Convention (very simple)

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