Closed hopezh closed 1 year ago
The Jacobian as the matrix formed by the partial derivatives of a vector-valued function. Each row is the gradient of a scalar-valued function. We use "Jacobian" and "gradient" interchangeably for vector-valued functions; and the dimensions work out nicely with the chain rule.
In the side note on pp.150, it's indicated that "The gradient of a function f: Rn -> Rm is a matrix of size m x n", i.e. the Jacobian matrix.
However, it's indicated in "Matrix Differential Calculus" by Jan R. Magnus and Heinz Neudecker, that "the transpose of the m x n Jacobian Matrix, i.e. an n x m matrix, is called the gradient...".
So, which one is correct?
Pp.150 in Mathematics for Machine Learning:
Pp.97 of Matrix Differential Calculus: