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Namgyun Lee edited untitled.tex
about 8 years ago
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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 complex derivative of $x = a + jb \in \complex$, $a,b \in \reals$, is defined as
\begin{equation}
%\label{eqn:eqn1}
\begin{equation}
Dx = \frac{dx}{da} + j\frac{dx}{db}.
\end{equation}
...
Given $x \in \complex^n$ with $x_i = a_i + jb_i \in \complex$, $a_i,b_i \in \reals$,
What is $D\|x\|_{\ell_2}^2$? \\
We have
\begin{align*} %\begin{align*}
\begin{equation}
\|x\|_{\ell_2}^2 &= \sum_{i=1}^n |x_i|^2 = \sum_{i=1}^n x_i^*x_i \\
&= \sum_{i=1}^n (a_i +jb_i)^*(a_i +jb_i) \\
&= \sum_{i=1}^n (a_i -jb_i)(a_i +jb_i) \\
&= \sum_{i=1}^n (a_i^2 +b_i^2).
\end{align*} \end{equation}
%\end{align*}
%Applying Equation \ref{eqn:eqn1} with $f(x) = \|x\|_{\ell_2}^2$, we have