Matrix Derivative

Scalar derivatives of vector

 x1 
 = 3x1 + 4 x2 + 9 x3 = 3 4 9  x2  = aT x
Misalkan
 x3 
3 
 = 3x1 + 4 x2 + 9 x3 =  x1 x2 x3   4  = xT a
      9 
   
x
 1  1 x
3 
          T  T
= =
x  x2   x2 
( )
  =  4  = a;
x
a x = ( )
x
x a =a
9 
     
   
 x3   x3 
2
 y T  y1 y2 yn 
=
x  x x x 
 xT a1 xT a 2 xT a n 
=  = a1 a 2 an  = A
 x x x 
xT A
=A
x

   T T
x
( Ax)  ( Ax) =
x
T

x
(
x A = AT )

3
Jika y=xTAx maka (
 xT Ax ) = xT
Ax +
 ( Ax)T
x = Ax + AT x
x x x

Jika A simetris, maka (

 xT Ax ) = 2Ax
1 3 5   x1 
x
q = xT Ax =  x1 x2 x3  3 4 7   x2 
5 7 9   x3 
Contoh
= x12 + 6 x1 x2 + 10 x1 x3 + 4 x22 + 14 x2 x3 + 9 x32
 q 
 
  x1   2 x1 + 6 x2 + 10 x3 
q  q   
=  =  6 x1 + 8 x2 + 14 x3  = 2 Ax
x  x2 
10 x + 14 x2 + 18 x3 
 q   1
 

 3
x 4
Vector derivatives of vectors

Jika x dan y adalah vektor-vektor dengan ordo n,

 y1   x1    y1  y2  yn 
y  x   x  x1  x1 
 1 
y =  , x =  2
2
  y1  y2  yn 
    y 
    =  x2  x2  x2 
 yn   xn  x 
 
 
  y1  y2  yn 
  xn  xn  xn 1.

5
Contoh
Jika y=Ax, maka
  y1  y2  yn 
 x  x1  x1 
 1   a11 a21 an1 
  y1  y2  yn   
y 
 x2  =  12 22
a a an 2 
=   x2  x2 = AT
x  
   
   a1n a2 n ann 
  y1  y2  yn 
  xn  xn  xn 1.

6
Matrix derivatives of matrix
Misalkan Y = ( yij ) adalah matriks berukuran m  n yang elemen-
elemennya adalah fungsi dari elemen-elemen matriks X = ( x ) , yangij

berukuran p  q. Turunan Y pada X dengan simbol Y , adalah

X
diberikan dengan partisi matriks
 Y Y Y 
 x 
 x12  x1q 
 11 
 Y Y Y 
Y  x  
=  x22  x2 q  ,
 X 
21

    
 
 Y Y Y 
 x  xp2  x pq 
 p1