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Namgyun Lee edited DeclareMathOperator_argmin_argmin_newcommand_reals__.tex
about 8 years ago
Commit id: 8c998e5f47c7850c899640ea6d0dcc40c6883107
deletions | additions
diff --git a/DeclareMathOperator_argmin_argmin_newcommand_reals__.tex b/DeclareMathOperator_argmin_argmin_newcommand_reals__.tex
index 483ec62..3d97fd8 100644
--- a/DeclareMathOperator_argmin_argmin_newcommand_reals__.tex
+++ b/DeclareMathOperator_argmin_argmin_newcommand_reals__.tex
...
\begin{equation}
f(m) = \| \Fu m - y\|^2_{\ell_2} + \lambda \| \Psi m\|_{\ell_1}.
\end{equation}
The 'complex' derivative of the cost function $f$ at $m$, denoted $Df(m)$, is given by
\begin{equation}
Df(m) = D\| \Fu m - y\|^2_{\ell_2} + \lambda D\| \Psi m\|_{\ell_1}.
\end{equation}
Let's look at each term separately. For the first term, $D\| \Fu m - y\|^2_{\ell_2}$,
we apply the chain rule to the composite function $h(\Fu m - y)$,
where $h(x) = \|x\|^2_{\ell_2} : \complex^\nv \to \complex^\nk$.
It follows that
\ \begin{eqnarray}
Dh(\Fu m - y) &=& Dh(\fu m - y) D(\Fu m - y) \nonumber\\
&=& 2(\fu m - y)^T \Fu. \nonumber
\end{eqnarray}