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Spring 2011

Notes #2

Chapter 6, Di¤erentiable Mappings

This chapter is about the derivative of a function , : 1

n

÷ 1

m:

First, though,

we review some linear algebra.

1 Linear transformations and their matrix repre-

sentations

De…nition 1 A linear transformation from 1

n

to 1

m

is a function 1 : 1

n

÷ 1

m

such that for any r and ¸ in 1

n

. and any scalars c and ,.

1(cr + ,¸) = c1(r) + ,1(¸) .

We can associate 1 with a matrix once we have chosen bases for 1

n

and 1

m

.

Recall that a basis for 1

n

space is a set ¦·

1

. .... ·

n

¦ of vectors in 1

n

which is lin-

early independent and spans the space. Most commonly we use the standard bases,

_

_

_

_

1

0

0

_

_

_

_

.

_

_

_

_

0

1

0

_

_

_

_

.

_

_

_

_

0

0

1

_

_

_

_

for each space. Of course the : basis vectors for

1

n

have : components and the : basis vectors for 1

m

have : components.

As an example, consider the linear transformation from 1

3

to 1

2

de…ned by

1

_

_

r

¸

.

_

_

=

_

r + 2¸ + 3.

4r + 5¸ + 6.

_

.

The standard basis for 1

3

is

_

_

_

_

_

1

0

0

_

_

.

_

_

0

1

0

_

_

.

_

_

0

0

1

_

_

_

_

_

and the standard basis

for 1

2

is

__

1

0

_

.

_

0

1

__

and the matrix for 1 with respect to these bases is the

“obvious” matrix

¹ =

_

1 2 3

4 5 6

_

.

1

But we should keep in mind that 1 is not the same thing as ¹. In order to emphasize

this we will compute that matrix of 1 with respect to another pair of bases. For 1

3

we choose the basis

_

_

_

_

_

1

0

0

_

_

.

_

_

1

1

0

_

_

.

_

_

1

1

1

_

_

_

_

_

.

For 1

2

we choose the basis

__

1

1

_

.

_

1

0

__

.

Suppose that r ¸ 1

3

and r = c

1

·

1

+c

2

·

2

+c

3

·

3

. where ¦·

1

. ·

2

. ·

3

¦ is the basis chosen

for 1

3

. And suppose that 1r = d

1

n

1

+d

2

n

2

. where ¦n

1

. n

2

¦ is the basis chosen for

1

2

. Then the matrix for 1 with respect to these two bases is the matrix 1 such that

_

d

1

d

2

_

= 1

_

_

c

1

c

2

c

3

_

_

.

In other words, the matrix …nds the coe¢cients of 1r with respect to the chosen

basis for 1

2

in terms of the coe¢cients of r with respect to the chosen basis for 1

3

.

In your linear algebra text you can probably …nd the formula:

1 =

_

1 1

1 0

_

1

¹

_

_

1 1 1

0 1 1

0 0 1

_

_

=

_

1 1

1 0

_

1

_

1 2 3

4 5 6

_

_

_

1 1 1

0 1 1

0 0 1

_

_

=

_

4 9 15

÷3 ÷6 ÷9

_

.

We can check this on an example: Let r = 2

_

_

1

0

0

_

_

÷

_

_

1

1

0

_

_

+3

_

_

1

1

1

_

_

=

_

_

4

2

3

_

_

.

Then

1r =

_

17

44

_

= 44

_

1

1

_

÷27

_

1

0

_

.

And

_

4 9 15

÷3 ÷6 ÷9

_

_

_

2

÷1

3

_

_

=

_

44

÷27

_

We will encounter linear transformations that are not de…ned originally by a

matrix; the matrix comes later after the basis is speci…ed.

2

2 The de…nition of Derivative

Derivatives have not appeared previously in this book, but from earlier classes you

should be familiar with the formula

,

0

(r) = lim

h!0

, (r + /) ÷, (r)

/

. (1)

though perhaps you used di¤erent symbols, such as “r” for “/”. This is for a

function , : 1 ÷ 1. Another version of this is probably also familiar:

,

0

(r

0

) = lim

x!x

0

, (r) ÷, (r

0

)

r ÷r

0

.

But either of these formulas is rather misleading when it comes to considering , :

1

n

÷ 1

m

. Whichever formula we use, the message that comes across from the

: = : = 1 case is that the derivative of , at a point r

0

is a number. True, ,

0

is

a function, but for each r

0

. ,

0

(r

0

) is a number. As an example, if , (r) = r

2

then

,

0

(2) = 4.

Now, however, consider the following function from 1

2

to 1

1

:

, (r

1

. r

2

) = r

2

1

+ 2r

2

2

. (2)

Both of the formulas above are di¢cult to interpret, because now r ¸ 1

2

, and so to

make sense of the terms in these formula, such as r +/, both / and r

0

must be also

be in 1

2

. And we don’t know how to divide by an element of 1

2

.

To get around this di¢culty, we recall that one important interpretation of the

derivative in 1

1

is as the slope of a tangent line. If , (r) = r

2

. then ,

0

(2) is the

slope of the line which is tangent to the graph of , at the point (2. 4). We can easily

write down the equation of this tangent line as ¸ = 4r ÷4. The ÷4 insures that this

line passes through the point (2. 4) .

So now we look at the graph of the function , in equation (2). This is a surface,

r

3

= r

2

1

+2r

2

2

. One point on this surface is (1. 2. 9) . We can ask: what is the equation

of the plane which is tangent to the surface at this point?

You probably saw this in Calc 3. To answer it we use partial derivatives. We have

@x

3

@x

1

= 2r

1

and

@x

3

@x

2

= 4r

2

. and substituting r

1

= 1. r

2

= 2 we get the “gradient”:

_

@x

3

@x

1

.

@x

3

@x

2

_

= (2. 8) . The equation of the tangent plane is then

r

3

= 2 (r

1

÷1) + 8 (r

2

÷2) + 9.

which is the equation of a plane which passes through the point (1. 2. 9) .

3

So we ask: what is the derivative of the function , (r

1

. r

2

) = r

2

1

+2r

2

2

at the point

(1. 2) . And the answer is: The derivative is the linear function of two new variables

n and · de…ned by the formula

1, (1. 2) (n. ·) = 2n + 8·.

You can think of n and · as representing (r

1

÷1) and (r

2

÷2), and aside from adding

9 to get the point (1. 2. 9), the derivative is the function de…ning the tangent plane

at this point.

And now we come to the formula for derivative (De…nition 6.1.1 in the text). But

we need a little more motivation. We will rewrite the one dimensional formula above

to get

lim

x!x

0

_

, (r) ÷, (r

0

)

r ÷r

0

÷,

0

(r

0

)

_

= 0.

and rewriting again, as

lim

x!x

0

, (r) ÷, (r

0

) ÷,

0

(r

0

) (r ÷r

0

)

r ÷r

0

= 0.

Still, this wouldn’t extend easily to higher dimensions, because we are dividing by

r ÷r

0

. and we don’t know how to do this when r and r

0

are vectors. But the limit

above is zero if and only if

lim

x!x

0

[, (r) ÷, (r

0

) ÷,

0

(r

0

) (r ÷r

0

)[

[r ÷r

0

[

= 0.

Now we need only a small change in order to interpret this in higher dimensions:

De…nition 2 The derivative of a function , : 1

n

÷ 1

m

at a point r

0

is a linear

transformation 1, (r

0

) : 1

n

÷ 1

m

such that

lim

x!x

0

[[, (r) ÷, (r

0

) ÷1, (r

0

) (r ÷r

0

)[[

[[r ÷r

0

[[

= 0. (3)

To make sense of this, notice that 1, (r

0

) is a function de…ned on 1

n

. so by

1, (r

0

) (r ÷r

0

) we mean this function evaluated at the vector r ÷r

0

. It is a linear

function, or a linear transformation, from 1

n

to 1

m

. so after agreeing on a basis for

each space, usually the standard bases, we can think of it as a matrix. You can

probably guess the matrix with respect to the standard basis. If r = (r

1

. .... r

n

) and

, = (,

1

. .... ,

m

) . then the matrix is

1, (r

0

) =

_

J,

i

Jr

j

(r

0

)

_

.

4

which we call the “Jacobian of , at r

0

.” It is an : : matrix, as be…ts a linear

transformation from 1

n

to 1

m

.

We should test this out on the example above, namely , (r

1

. r

2

) = r

2

1

+ 2r

2

2

.

Then : = 2. : = 1. It is convenient here to let r

0

= (r

1

. r

2

) and to use (n. ·) as

the argument to which we apply the function 1, (r

1

. r

2

) . We switch to vector and

matrix notation in the 2nd expression below:

1, (r

1

. r

2

) (n. ·) = (2r

1

. 4r

2

)

_

n

·

_

= 2r

1

n + 4r

2

·.

This shows that when : = 1. the matrix for 1, (r

0

) is the gradient of , at r

0

. With

r

0

= (1. 2) . we get

1, (r

0

) = (2. 8) .

which is a 1 2 matrix. Now we want to check the equation (3).

We are lucky here, because the norm [[ [[ in the numerator is fairly simple. That

is because : = 1. so the term inside [[ [[ on the top is a scalar. To make sense of

the second term we have to write “r ÷r

0

” as

_

r

1

÷1

r

2

÷2

_

. We get

r

2

1

+ 2r

2

2

÷1 ÷8 ÷2 (r

1

÷1) ÷8 (r

2

÷2) (4)

which simpli…es to (r

1

÷1)

2

+2 (r

2

÷2)

2

. If we let n = r

1

÷1. · = r

2

÷2. then the

ratio in (3) becomes

n

2

+ 2·

2

_

n

2

+ ·

2

_ 2

_

n

2

+ ·

2

which obviously tends to zero as (n. ·) ÷ (0. 0) . Thus we have veri…ed that 1, (1. 2) =

(2. 8) .

3 6.2; Matrix representation

As discussed earlier, each linear transformation from 1

n

to 1

m

has a matrix repre-

sentation relative to a choice of bases for the two spaces. By far the most frequent

case is when the standard basis is used for both 1

n

and 1

m

. In this case the matrix

representation is easy. Theorem 6.2.2 tells us that if 1, (r) exists and is continuous

in an open set. then the matrix representation of 1, (r) in this set is the Jacobian

matrix

_

_

_

_

_

@f

1

@x

1

(r)

@f

1

@x

2

(r)

@f

1

@xn

(r)

@f

2

@x

1

(r)

@f

2

@x

2

(r)

@f

2

@xn

(r)

@fm

@x

1

(r)

@fm

@xn

(r)

_

_

_

_

_

.

5

As an example, let , (r

1

. r

2

. r

3

) = (2r

1

r

2

3

. r

2

÷r

1

). Thus, , : 1

3

÷ 1

2

. Then

1, (1. 1. 1) (n. ·. n) =

_

2r

2

3

0 4r

3

r

1

÷1 1 0

_

[

(1;1;1)

_

_

n

·

n

_

_

=

_

2 0 4

÷1 1 0

_

_

_

n

·

n

_

_

=

_

2n + 4n

÷n + ·

_

. (5)

4 6.3; Di¤erentiability implies continuity.

This is obvious in one dimension, since lim

x!x

0

f(x)f(x

0

)

xx

0

cannot approach a limit un-

less the numerator approaches zero. For the case of , : 1

n

÷ 1

m

it is just as obvious;

recall that , is di¤erentiable at r

0

with derivative 1, (r

0

) if lim

x!x

0

jjf(x)f(x

0

)Df(x

0

)(xx

0

)jj

jjxx

0

jj

=

0. Assuming this is true, the second term in the numerator tends to zero since 1, (r

0

)

is a linear function and by de…nition of linearity, 1, (r

0

) (0) = 0. Therefore, the limit

of the ratio cannot be zero unless lim

x!x

0

, (r) ÷, (r

0

) = 0. which is the de…nition

of continuity at r

0

.

The text then discusses the case c : 1 ÷ 1

n

. In this case, c is called a curve.

Often,

1

the image of c. which is a set of points in 1

n

is also called a curve, with

it being understood that there is some function c involved. (The text says that c

“represents” a curve, but what “represents” means is not made clear. I prefer to say

that c is the curve, though this has the drawback that di¤erent functions can have

the same image set, which sometimes leads to confusion.)

For the case of a curve c : 1 ÷ 1

m

. di¤erentiability is simpler to discuss. There

are : coordinate functions, so

c (t) =

_

_

_

_

c

1

(t)

c

2

(t)

c

m

(t)

_

_

_

_

.

and it is easy to show that c is di¤erentiable to t

0

if and only if c

1

. .... c

m

are all

di¤erentiable at t

0

. If c is di¤erentiable at t

0

. then we can …nd the value in 1

m

of

1

Indeed, more often, but not in analysis except informally.

6

the linear function 1c (t

0

) . which is

1c (t

0

) (n) =

_

_

_

_

c

0

1

(t

0

) n

c

0

2

(t

0

) n

c

0

m

(t

0

) n

_

_

_

_

= n

_

_

_

_

c

0

1

(t

0

)

c

0

2

(t

0

)

c

0

m

(t

0

)

_

_

_

_

.

In the text it is stated that 1c (t) is “represented by” the column vector

_

_

_

_

c

0

1

(t)

c

0

2

(t)

c

0

m

(t)

_

_

_

_

.

Interpreting all this in the image space 1

m

. this vector is tangent to the image of c

at c (t) . In fact, we usually say, a bit sloppily, that the vector 1c (t) is tangent to c

at the point c (t) .

De…nition 3 A curve c is “smooth” at t

0

if it is di¤erentiable at t

0

and 1c (t

0

) is

not the zero vector.

It is useful to look at the image of a non-smooth curve, such as

c (t) =

_

t

2

. t

3

_

.

For this example, 1c (0) = (0. 0) (using a row vector to save space), and so c is not

smooth at t

0

= 0. And a plot shows that the image of the curve doesn’t look smooth

at c (0) = (0. 0):

25 20 15 10 5

100

50

0

-50

-100

x

y

x

y

On the other hand, c (t) = (t

3

. t

3

) is also not smooth at (0. 0) . and yet its image

looks perfectly smooth, being a straight line.

4.1 Functions which have partial derivatives at a point but

are not di¤erentiable, or even continuous.

The text gives a number of these. One of the simplest is:

, (r. ¸) =

_

_

_

r if ¸ = 0

¸ if r = 0

1 if r ,= 0 and ¸ ,= 0.

7

The partial derivatives exist because , (r. 0) = 0 and , (0. ¸) = 0. But this function

isn’t even continuous at (0. 0) .

Another example is related to the idea of a “directional derivative”. This is

de…ned for a function from 1

n

to 1.

De…nition 4 If , : ÷ 1 where is an open subset of 1

n

. and r

0

¸ . then the

directional derivative of , in the direction of a unit vector c is given by

lim

t!0

, (r

0

+ tc) ÷, (r

0

)

t

.

Here is a picture when : = 2. r

0

= (0. 0) . and c =

1

p

5

(2. 1) . The line is in the

direction of c. If q (t) = , (r

0

+ tc) . then q is the value of , as a function of distance

along the line, and the directional derivative in the direction of c is q

0

(0) .

1 0 . 7 5 0 . 5 0 . 2 5 0 -0 . 2 5 -0 . 5

1

0 . 7 5

0 . 5

0 . 2 5

0

-0 . 2 5

-0 . 5

x

y

x

y

It is shown in the text that if , is di¤erentiable at r

0

. then q

0

(t) = 1, (r

0

) c.

But all of the directional derivatives (i.e. in every direction) can exist even if , is

not di¤erentiable. Examples are given on page 343 and will be discussed in class.

5 Homework, due January 19 at the beginning of

class

1. pg. 330, # 3.

2. pg. 334, #4, But in the …rst part …nd 1, (1. 2) (n. ·) and use (r. ¸) = (1. 2)

in the second part as well. It is assumed that you are using the given basis for

both 1

n

and 1

m

. since in this example : = : = 2.

3. pg. 344 # 2. Also investigate the existence of the directional derivatives of ,

at (0. 0) in every direction.

8

4. pg. 384, #5 b,f .

5. pg. 389, #40 a.

6. pg. 388, #36.

9

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