Image Processing Reference
In-Depth Information
This is equal to the
first element of the product 2Ax. Similarly, it can be shown that
q f ( x )
q x i
is equal to the ith element of the product. Therefore,
q x T Ax
q x ¼
(
:
)
2Ax
3
213
Similarly, it can be shown that the second derivative of f ( x )
is given by
2
x T Ax
q x 2
q
¼
2A
(
3
:
214
)
Example 3.53
2
Let x 2 R 3 and f (x)
13x 1 þ
8x 2
4x 3
6x 2 x 3 . Find q f ( x )
q x
and q
f (x)
q x 2 .
¼
3x 1 x 2 þ
5x 1 x 3 þ
S OLUTION
13x 1 þ
8x 2
4x 3
f (x)
¼
3x 1 x 2 þ
5x 1 x 3 þ
6x 2 x 3
2
4
3
5
2
4
3
5 ¼ x T Ax
13
1
:
52
:
5
x 1
x 2
x 3
¼ x 1
½
x 2
x 3
1
:
583
2
:
53
4
The
first derivative of
f (x)is
2
4
3
5
2
4
3
5 ¼
2
4
3
5
13
1
:
52
:
5
x 1
x 2
x 3
26x 1
3x 2 þ
5x 3
q f (x)
q x ¼
2Ax ¼
2
1
:
583
3x 1 þ
16x 2 þ
6x 3
2
:
53
4
5x 1
þ
6x 2
8x 3
The second derivative of f (x)is
2
4
3
5
26
35
2
f (x)
q x 2
2Ax
q x ¼
q
¼ q
2A ¼
3 66
56
8
Example 3.54
Let x 2 R n , A be an n n symmetric matrix, b be an n
1 column vector, and c a
2 f (x)
q x 2 .
1
2 x T Ax þ b T x þ c. Find q f (x)
scalar. De
ne f (x)
¼
and q
q x
S OLUTION
The
first derivative of
f (x)is
q f (x)
q x ¼ Ax þ b
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