复杂矩阵问题求导方法：可以从小到大，从scalar到vector再到matrix。
x is a column vector, A is a matrix
d(A∗x)/dx=A
d(A∗x)/dx=A
d(xT∗A)/dxT=A
d(xT∗A)/dxT=A
d(xT∗A)/dx=AT
d(xT∗A)/dx=AT
d(xT∗A∗x)/dx=xT(AT+A)
d(xT∗A∗x)/dx=xT(AT+A)
practice:
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