复杂值矩阵导数。

简介：
Preface page xiAcknowledgments xiiiAbbreviations xvNomenclature xvii1 Introduction 11.1 Book Introduction 11.2 Rationale for the Book 21.3 Concise Literature Summary 31.4 Brief Content Outline 52 Background Material 62.1 Introductory Remarks 62.2 Notation and Classification of Complex Variables and Functions 62.2.1 Complex-Valued Variables 72.2.2 Complex-Valued Functions 72.3 Distinguishing Analytic and Non-Analytic Functions 82.4 Matrix-Related Definitions 122.5 Useful Manipulation Formulas 202.5.1 Moore-Penrose Inverse 232.5.2 Trace Operator 242.5.3 Kronecker and Hadamard Products 252.5.4 Complex Quadratic Forms 292.5.5 Results for Determining Generalized Matrix Derivatives 312.6 Exercises 383 Theory of Complex-Valued Matrix Derivatives 433.1 Introductory Remarks to the Theory 433.2 Complex Differentials: A Detailed Examination 443.2.1 Procedure for Calculating Complex Differentials 463.2.2 Fundamental Properties of Complex Differentials 463.2.3 Results Employed in Identifying First and Second Order Derivatives 533.3 Derivatives with Respect to Complex Matrices: A Comprehensive Analysis 553.3 .1 Procedure for Finding Complex-Valued Matrix Derivatives 593 .4 Fundamental Results on Complex-Valued Matrix Derivatives 603 .4 .1 Chain Rule Application 60 3 .4 . Scalar Real-Valued Functions 6 8 8 8