Math 2.0

Real functions Proposition

Derivative of a map into R^n by components

Builds on Differentiable function of several variablesDerivative of a map into a productJacobian matrix

Statement

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let f=(f1,…,fm) ⁣:U→ℝmf = (f_1, \dots, f_m) \colon U \to \mathbb{R}^m, let a∈Ua \in U, and let L ⁣:ℝn→ℝmL \colon \mathbb{R}^n \to \mathbb{R}^m be linear with components L1,…,LmL_1, \dots, L_m. Then ff is differentiable at aa with Df(a)=LDf(a) = L if and only if, for each j∈{1,…,m}j \in \{1, \dots, m\}, the component fjf_j is differentiable at aa with Dfj(a)=LjDf_j(a) = L_j.

Remarks

So you can differentiate a vector-valued map one component at a time. The derivative of fjf_j is row jj of the Jacobian matrix of ff. The proof compares norms: each ∣vj∣≤∥v∥|v_j| \le \|v\|, and ∥v∥≤mmax⁡j∣vj∣\|v\| \le \sqrt{m} \max_j |v_j|, for v∈ℝmv \in \mathbb{R}^m. This is the case of a map into a product with mm factors equal to ℝ\mathbb{R}.

Reading path

To understand this page from the ground up, read these 11 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Euclidean space object
  2. Function concept
  3. Fréchet derivative definition
  4. Total derivative concept
  5. Function of several variables concept
  6. Derivative of a map into a product statement
  7. Limit of a function of several variables concept
  8. Partial derivative concept
  9. Differentiable function of several variables definition
  10. Jacobian matrix concept
  11. Derivative of a map into R^n by components statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Finite dimensions
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Kindstatement, proposition
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UsesDifferentiable function of several variables, Derivative of a map into a product, Jacobian matrix

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