常用矩阵求导公式

∂ a ∂ x = 0 \frac{\partial a}{\partial \boldsymbol x}=0\\xa=0

∂ x ∂ x = I \frac{\partial \boldsymbol x}{\partial \boldsymbol x}=I\\xx=I

∂ A x ∂ x = A T \frac{\partial A\boldsymbol x}{\partial \boldsymbol x}=A^TxAx=AT

∂ x T A ∂ x = A \frac{\partial \boldsymbol x^TA}{\partial \boldsymbol x}=AxxTA=A

∂ x T A x ∂ x = ( A + A T ) x \frac{\partial \boldsymbol x^TA\boldsymbol x}{\partial\boldsymbol x}=(A+A^T)\boldsymbol xxxTAx=(A+AT)x

∂ a T x ∂ x = ∂ x T a ∂ x = a \frac{\partial a^T\boldsymbol x}{\partial \boldsymbol x}=\frac{\partial \boldsymbol x^Ta}{\partial \boldsymbol x}=axaTx=xxTa=a


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