Math 2.0

Real functions Definition

Jacobian matrix

Builds on Partial derivativeDifferentiable function of several variables

Definition

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, and let a∈Ua \in U. Suppose that each partial derivative ∂fi/∂xj\partial f_i / \partial x_j exists at aa, for 1≤i≤m1 \le i \le m and 1≤j≤n1 \le j \le n. The Jacobian matrix of ff at aa is the m×nm \times n matrix Jf(a)=(∂f1∂x1(a)⋯∂f1∂xn(a)⋮⋱⋮∂fm∂x1(a)⋯∂fm∂xn(a)),J_f(a) = \begin{pmatrix} \dfrac{\partial f_1}{\partial x_1}(a) & \cdots & \dfrac{\partial f_1}{\partial x_n}(a) \\ \vdots & \ddots & \vdots \\ \dfrac{\partial f_m}{\partial x_1}(a) & \cdots & \dfrac{\partial f_m}{\partial x_n}(a) \end{pmatrix}, whose entry in row ii and column jj is ∂fi/∂xj(a)\partial f_i / \partial x_j (a). Other notations are Df(a)Df(a), f′(a)f'(a) and ∂(f1,…,fm)∂(x1,…,xn)\dfrac{\partial (f_1, \dots, f_m)}{\partial (x_1, \dots, x_n)}.

Remarks

If ff is differentiable at aa, then Df(a)(h)=Jf(a) hDf(a)(h) = J_f(a) \, h for each column vector h∈ℝnh \in \mathbb{R}^n. Row ii of Jf(a)J_f(a) is the transpose of the gradient of fif_i at aa. For m=1m = 1, the Jacobian matrix is the gradient written as a row. For the polar map f(r,θ)=(rcos⁡θ,rsin⁡θ)f(r, \theta) = (r \cos \theta, r \sin \theta), the Jacobian matrix is (cos⁡θ−rsin⁡θsin⁡θrcos⁡θ)\begin{pmatrix} \cos \theta & -r \sin \theta \\ \sin \theta & r \cos \theta \end{pmatrix}. For m=nm = n, its determinant is the Jacobian determinant.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant, Definition
  2. Web https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant, Jacobian matrix
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MSC26B10
DefinesJacobian matrix
UsesPartial derivative, Differentiable function of several variables

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