Math 2.0

Real functions Proposition

Gradient points in the direction of steepest ascent

Builds on GradientDirectional derivativeDerivative gives the directional derivatives

Statement

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let f ⁣:U→ℝf \colon U \to \mathbb{R} be differentiable at a∈Ua \in U, and suppose that ∇f(a)≠0\nabla f(a) \ne 0. Then for each unit vector u∈ℝnu \in \mathbb{R}^n, the directional derivative satisfies −∥∇f(a)∥≤Duf(a)≤∥∇f(a)∥-\|\nabla f(a)\| \le D_u f(a) \le \|\nabla f(a)\|. The upper bound is attained if and only if u=∇f(a)/∥∇f(a)∥u = \nabla f(a) / \|\nabla f(a)\|, and the lower bound if and only if u=−∇f(a)/∥∇f(a)∥u = -\nabla f(a) / \|\nabla f(a)\|.

Remarks

The proof combines Duf(a)=∇f(a)⋅uD_u f(a) = \nabla f(a) \cdot u, from the statement that the derivative gives the directional derivatives, with the Cauchy–Schwarz inequality ∣w⋅u∣≤∥w∥ ∥u∥|w \cdot u| \le \|w\| \, \|u\| and its case of equality. So the gradient gives the direction of fastest increase, and its norm is the fastest rate of increase per unit of distance. The method of gradient descent uses the opposite direction −∇f(a)-\nabla f(a) to look for a minimum of ff.

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.
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  1. Euclidean space object
  2. Function concept
  3. Having a directional derivative definition
  4. Function of several variables concept
  5. Limit of a function of several variables concept
  6. Partial derivative concept
  7. Differentiable function of several variables definition
  8. Directional derivative definition
  9. Derivative gives the directional derivatives statement
  10. Gradient definition
  11. Gradient points in the direction of steepest ascent statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Gradient, Gradient is direction of steepest ascent
About this page
Tag0ZC78099PA
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Kindstatement, proposition
WritingW0 stub
MSC26B12
StatusThis copy of the site has no build data. Run m2 status 0ZC78099PA.
UsesGradient, Directional derivative, Derivative gives the directional derivatives

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