Jacobian Matrix 雅可比矩陣

Jacobian Matrix 雅可比矩陣

The matrix that arranges the first-order partial derivatives of a function of a vector.

vector y is a function f of vector x:

vector y = f(vector x)
vector x = [x₁, x₂, ..., x_n]
vector y = [y₁, y₂, ..., y_m]

Jacobian matrix:

J = [∂f/x₁, ∂f/x₂, ..., ∂f/x_n]
  = [∂y₁/x₁, ∂y₁/x₂, ..., ∂y₁/x_n
      ∂y₂/x₁, ∂y₂/x₂, ..., ∂y₂/x_{n
      .....}
     ∂y_m/x₁, ∂y_m/x₂, ..., ∂y_m/x_n]

(The above figure of formula is from Wikipedia: Jacobian matrix and determinant)

References:

Jacobian Matrix (Wikipedia) 雅可比矩陣 (維基百科)
Autograd: Automatic Differentiation (PyTorch Official Tutorial)