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log-det 函数求导

(2014-09-04 16:05:25)
标签:

it

分类: 数学基础

log-det 函数求导过程 

 

【转载:http://math.stackexchange.com/questions/38701/how-to-calculate-the-gradient-of-log-det-matrix-inverse

====================================================================

http://s7/mw690/002HPwUbzy6LMk6KYxE06&690函数求导" TITLE="log-det 函数求导" />
上述推导过程中使用到了矩阵逆和矩阵行列式、矩阵伴随矩阵之间的关系,如下:

【转载:http://en.wikipedia.org/wiki/Adjugate_matrix

 

 

The adjugate of A is the transpose of the cofactor matrix C of A:

http://upload.wikimedia.org/math/2/a/3/2a3b6f771c9ac48fea48ce35111a1245.png函数求导" />.

In more detail: suppose R is a commutative ring and A is an n×n matrix with entries from R.

  • The (i,j) minor of A, denoted Aij, is the determinant of the (n − 1)×(n − 1) matrix that results from deleting row i and column j of A.
http://upload.wikimedia.org/math/8/5/1/851a170dac89ceae80f6c456dc5e953d.png函数求导" />.
  • The adjugate of A is the transpose of C, that is, the n×n matrix whose (i,j) entry is the (j,i) cofactor of A:
http://upload.wikimedia.org/math/1/f/f/1ff3e3961b1bf8699340ce92bf4ff61f.png函数求导" />.

The adjugate is defined as it is so that the product of A and its adjugate yields a diagonal matrix whose diagonal entries are det(A):

http://upload.wikimedia.org/math/b/a/2/ba278a2a188548a60b92239795f4c2d0.png函数求导" />.

A is invertible if and only if det(A) is an invertible element of R, and in that case the equation above yields:

http://upload.wikimedia.org/math/c/f/d/cfddf402b9ba3c9a01d197e7e150ab00.png函数求导" />,
http://upload.wikimedia.org/math/a/7/8/a78937fe4a06b557245dc44ff4615042.png函数求导" />.


 

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