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Why must the gradient be directed in an increasing direction

已有 1939 次阅读 2017-6-16 23:03 |系统分类:科研笔记

Given f(x) and deltaX, it follows that:

       

          f(x+deltaX) ≈ f(x) + <grad(f), deltaX> = f(x) + <grad(f), eps*grad(f)>

                                                                        = f(x) + eps|grad(f)|^2

                                                                        > f(x)


So, movement in the direction of grad always gives an increase value

                             


 


Resources:

http://mathinsight.org/directional_derivative_gradient_introduction

http://mathinsight.org/directional_derivative_gradient_derivation

   



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