原文:http://www.cnblogs.com/huashiyiqike/p/3568922.html
https://blog.csdn.net/hongqiang200/article/details/40679725
複雜矩陣問題求導方法:可以從小到大,從scalar到vector再到matrix。
其中a,b,x都爲列向量,並且都與x有關,S(a),S(b)分別代表向量a,b的反對稱矩陣
x is a column vector, A is a matrix
$d(A*x)/dx=A$
$d(x^T*A)/dx^T=A$
$d(x^T*A)/dx=A^T$
$d(x^T*A*x)/dx=x^T(A^T+A)$
practice: