Biomedical Engineering Reference
In-Depth Information
we have
ʲ
ʲ
F
ʴ
I
=
ʴ
F
(
x
)
dx
=
f ʴ
f
(
x
)
dx
,
(C.75)
ʱ
ʱ
and thus,
ʴ
I
f =
F
f .
(C.76)
ʴ
As an example of the use of Eq. ( C.76 ), let us derive the derivative of the functional
L[
q
(
x
) ]
in Eq. ( B.53 ). Ignoring the last term, which does not contain q
(
x
)
,Eq.( B.53 )
is rewritten as
L[
q
(
x
) ]=
d x q
(
x
)
log p
(
x
,
y
| ʸ )
−∞
d x q
(
x
)
log q
(
x
) + ʳ
q
(
x
)
d x
.
(C.77)
−∞
−∞
In the first term, since F
(
x
) =
q
(
x
)
log p
(
x
,
y
| ʸ )
,wehave
F
q =
log p
(
x
,
y
| ʸ ).
(C.78)
In the second term, since F
(
x
) =
q
(
x
)
log q
(
x
)
,wehave
q
) =
F
1
1
q =
(
x
)
log q
(
x
log q
(
x
) +
q
(
x
)
) =
log q
(
x
) +
1
.
(C.79)
q
(
x
)
q
(
x
In the third term, since F
(
x
) = ʳ
q
(
x
)
,wehave
F
q = ʳ.
(C.80)
Therefore, we have
L[
q
(
x
) ]
=
log p
(
x
,
y
| ʸ )
log q
(
x
)
1
+ ʳ,
(C.81)
q
(
x
)
which is equal to Eq. ( B.54 ).
C.6
Vector and Matrix Derivatives
Differentiating a scalar F with a column vector x is defined as creating a column
vector whose j th element is equal to
/∂
x j .
Assuming that a is a column vector and
A is a matrix, The following relationships hold,
F
 
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