梯度,也即该物理参数的变化率,导数

梯度,也即该物理参数的变化率。

在单变量的实值函数的情况,梯度只是导数,或者,对于一个线性函数,也就是线的斜率

 

 

 

形式化定义[编辑]

一个标量函数 varphi 的梯度记为:


abla varphioperatorname{grad} varphi

其中
ablanabla)表示向量微分算子


abla varphi 在三维直角坐标中表示为


abla varphi =egin{pmatrix}
{frac{partial varphi}{partial x}},  
{frac{partial varphi}{partial y}}, 
{frac{partial varphi}{partial z}}
end{pmatrix}

参看偏导数向量

实标量函数的梯度[来源请求][编辑]

相对于n×1向量x的梯度算子记作
abla_{oldsymbol{x}},定义为


abla_{oldsymbol{x}} overset{underset{mathrm{def}}{}}{=} left[ frac{partial }{partial x_1}, frac{partial }{partial x_2},cdots,frac{partial }{partial x_n} 
ight]^T=frac{partial }{partial oldsymbol{x}}

对向量的梯度[编辑]

以n×1实向量x为变元的实标量函数f(x)相对于x的梯度为一n×1列向量x,定义为


abla_{oldsymbol{x}} f(oldsymbol{x}) overset{underset{mathrm{def}}{}}{=} left[ frac{partial f(oldsymbol{x}) }{partial x_1}, frac{partial f(oldsymbol{x})}{partial x_2},cdots,frac{partial f(oldsymbol{x})}{partial x_n} 
ight]^T=frac{partial f(oldsymbol{x})}{partial oldsymbol{x}}

m维行向量函数oldsymbol{f}(oldsymbol{x})=[f_1(oldsymbol{x}),f_2(oldsymbol{x}),cdots,f_m(oldsymbol{x})]相对于n维实向量x的梯度为一n×m矩阵,定义为


abla_{oldsymbol{x}} f(oldsymbol{x}) overset{underset{mathrm{def}}{}}{=}
egin{bmatrix}
frac{partial f_1(oldsymbol{x})}{partial x_1} &frac{partial f_2(oldsymbol{x})}{partial x_1} & cdots & frac{partial f_m(oldsymbol{x})}{partial x_1}      \
frac{partial f_1(oldsymbol{x})}{partial x_2} &frac{partial f_2(oldsymbol{x})}{partial x_2} & cdots & frac{partial f_m(oldsymbol{x})}{partial x_2}      \
vdots &vdots & ddots & vdots \
frac{partial f_1(oldsymbol{x})}{partial x_n} &frac{partial f_2(oldsymbol{x})}{partial x_n} & cdots &frac{partial f_m(mathbf{x})}{partial x_n}     \
end{bmatrix}=frac{partial oldsymbol{f}(oldsymbol{x})}{partial oldsymbol{x}}

对矩阵的梯度[编辑]

实标量函数oldsymbol{f}(oldsymbol{A})相对于m×n实矩阵A的梯度为一m×n矩阵,简称梯度矩阵,定义为


abla_{oldsymbol{A}} oldsymbol f(oldsymbol{A}) overset{underset{mathrm{def}}{}}{=}
egin{bmatrix}
frac{partial f(oldsymbol{A})}{partial a_{11}} &frac{partial f(oldsymbol{A})}{partial a_{12}} & cdots & frac{partial f(oldsymbol{A})}{partial a_{1n}}      \
frac{partial f(oldsymbol{A})}{partial a_{21}} &frac{partial f(oldsymbol{A})}{partial a_{22}} & cdots & frac{partial f(oldsymbol{A})}{partial a_{2n}}      \
vdots &vdots & ddots & vdots \
frac{partial f(oldsymbol{A})}{partial a_{m1}} &frac{partial f(oldsymbol{A})}{partial a_{m2}} & cdots &frac{partial f(mathbf{A})}{partial a_{mn}}     \
end{bmatrix}=frac{partial oldsymbol{f}(oldsymbol{A})}{partial oldsymbol{A}}
原文地址:https://www.cnblogs.com/guosj/p/3569741.html