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Namgyun Lee edited untitled.tex
about 8 years ago
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\newcommand{\reals}{\mathbb{R}}
\newcommand{\complex}{\mathbb{C}}
\newcommand{\dom}{\mathop{\bf dom}} % domain
\newcommand{\intr}{\mathop{\bf int}}
\subsubsection*{Complex derivative}
Here we provide a definition for the 'complex' derivative of a real-valued function $f : \complex^n \to \reals$ with respect to its complex variables.
The notation $f : \complex^n \to \reals$ means "$f$ is a mapping (or function) from the set of column vectors of size $n$ with complex components (denoted $\complex^n$) into the set of real numbers (denoted $\reals$)."
\\
The complex derivative of $x = a + jb \in \complex$, $a,b \in \reals$, is defined as
\begin{equation}
Dx = \frac{dx}{da} + j\frac{dx}{db}.
...
&=& 2a + j2b \nonumber\\
&=& 2x. \nonumber
\end{eqnarray}
Suppose $f: \complex^n \to \reals$ is a real-valued function
defined for and $x \in
\complex^n$. \intr \dom f$.
The derivative $Df(x)$ is a $1 \times n$ matrix
and (a \textit{row} vector), defined
as \\ by
\begin{equation}
\label{eqn:derivative}
Df(x) = \left[ \frac{\partial f}{\partial x_1}(x), \dots, \frac{\partial f}{\partial x_n}(x) \right].