Math 2.0

Real functions Theorem

Chain rule in several variables

Builds on Differentiable function of several variablesFréchet derivativeFunction composition

Statement

Let U⊆ℝnU \subseteq \mathbb{R}^n and W⊆ℝmW \subseteq \mathbb{R}^m be open sets, let g ⁣:U→ℝmg \colon U \to \mathbb{R}^m with g(U)⊆Wg(U) \subseteq W, let f ⁣:W→ℝkf \colon W \to \mathbb{R}^k, and let a∈Ua \in U. Suppose that gg is differentiable at aa and ff is differentiable at g(a)g(a). Then the composition f∘g ⁣:U→ℝkf \circ g \colon U \to \mathbb{R}^k is differentiable at aa, and D(f∘g)(a)=Df(g(a))∘Dg(a).D(f \circ g)(a) = Df(g(a)) \circ Dg(a).

Remarks

In matrix form, the Jacobian matrix of f∘gf \circ g at aa is the product Jf(g(a)) Jg(a)J_f(g(a)) \, J_g(a). In terms of partial derivatives, ∂(f∘g)i∂xj(a)=∑l=1m∂fi∂yl(g(a)) ∂gl∂xj(a)\dfrac{\partial (f \circ g)_i}{\partial x_j}(a) = \sum_{l=1}^m \dfrac{\partial f_i}{\partial y_l}(g(a)) \, \dfrac{\partial g_l}{\partial x_j}(a). The same rule, with the same proof, holds for Fréchet derivatives of maps between normed spaces. A special case is the chain rule for a composition with a curve.

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  1. Euclidean space object
  2. Function concept
  3. Function composition concept
  4. Fréchet derivative definition
  5. Function of several variables concept
  6. Limit of a function of several variables concept
  7. Differentiable function of several variables definition
  8. Chain rule in several variables statement

Where this leads

56 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Chain_rule, General rule: Vector-valued multivariate functions
  2. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Properties
About this page
Tag0EAAS2EHDR
URIm2://0EAAS2EHDR
Aliasesmultivariable-chain-rule
Kindstatement, theorem
WritingW0 stub
MSC26B05
StatusThis copy of the site has no build data. Run m2 status 0EAAS2EHDR.
UsesDifferentiable function of several variables, Fréchet derivative, Function composition

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