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  1. On Derivatives

Spivak Notation

PreviousGeneral Unconstrained MinimizationNextAnalytic Derivatives

Last updated 1 year ago

为了保持清晰,我们将使用 Spivak’s 导数符号。它是一种函数式符号,能使涉及导数的表达变得简单。对于一个单变量函数 fff,f(a)f(a)f(a) 代表它在 aaa 点的函数值,DfDfDf 代表它的一阶导数,同时 Df(a)Df(a)Df(a) 是其导数在 aaa 点的函数值。例如:

Df(a)=ddxf(x)∣x=aDf(a)=\frac{d}{dx}f(x)|_{x=a}Df(a)=dxd​f(x)∣x=a​

DkfD^kfDkf 代表 fff 的 kthk^{th}kth 导数。而对于双变量函数 g(x,y)g(x,y)g(x,y),D1gD_{1}gD1​g 和 D2gD_2gD2​g 分别代表 ggg 对两个变量的偏导数

D1g=∂∂xg(x,y) and D2g=∂∂yg(x,y)D_{1} g=\frac{\partial}{\partial x} g(x, y) \text { and } D_{2} g=\frac{\partial}{\partial y} g(x, y)D1​g=∂x∂​g(x,y) and D2​g=∂y∂​g(x,y)

则 DgDgDg 代表 Jacobian

Dg=[D1g,D2g]Dg=[D_1g,D_2g]Dg=[D1​g,D2​g]

对于多元函数的 g:Rn⟶Rmg:\mathbb{R}^{n}\longrightarrow \mathbb{R}^mg:Rn⟶Rm, DgDgDg 代表 m×nm\times nm×n 的 Jacobian 矩阵,DigD_igDi​g 是 ggg 的第 iii 个变量的偏导数。更多的信息请参考 Spivak’s book 或者 Mitchell N. Charity. 的简短讨论 。

Calculus on Manifolds
merits of this notation