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# Chapter Seven

## Let x 0 ∈ R n and r > 0. The set B (a ; r ) = {x ∈ R n :| x − a| < r} is called the open

ball of radius r centered at x 0 . The closed ball of radius r centered at x 0 is the set

## B (a ; r ) = {x ∈ R n :| x − a| ≤ r} . Now suppose D ⊂ R n . A point a ∈ D is called an

interior point of D if there is an open ball B (a; r) ⊂ D . The collection of all interior

points of D is called the interior of D, and is usually denoted int D. A set U is said to be
open if U = int U.

## Suppose f : D → R p , where D ⊂ R n and suppose a ∈ R n is such that every

open ball centered at a meets the domain D. If y ∈ R p is such that for every ε > 0, there

is a δ > 0 so that| f ( x ) − y| < ε whenever 0 < | x − a | < δ , then we say that y is the limit of

f at a. This is written

lim f ( x) = y ,
x →a

## and y is called the limit of f at a.

Notice that this agrees with our previous definitions in case n = 1 and p =1,2, or 3.
The usual properties of limits are relatively easy to establish:

## lim( f ( x ) + g ( x)) = lim f ( x ) + lim g ( x) , and

x →a x →a x →a

lim af ( x ) = a lim f ( x ) .
x →a x →a

## Now we are ready to say what we mean by a continuous function f : D → R p ,

where D ⊂ R n . Again this definition will not contradict our previous lower dimensional

7.1
definitions. Specifically, we say that f is continuous at a ∈ D if lim f ( x) = f ( a) . If f is
x →a

Example

## Every linear function is continuous. To see this, suppose f : R n → R p is linear

ε
and a ∈ R n . Let ε > 0. Now let M = max{| f (e 1 )|,| f ( e2 )|,K,| f (e n )|} and let δ = .
nM

## | f ( x ) − f (a )| = | f ( x1 e1 + x 2 e 2 +K+ xn en ) − f (a1 e 1 + a2 e 2 +K+ a n e n )|

=|( x 1 − a1 ) f ( e1 ) + ( x2 − a2 ) f (e 2 ) +K+ ( x n − an ) f (e n )|
≤ | x1 − a1 || f (e1 )|+ | x 2 − a2 || f ( e 2 )|+K+ | xn − an || f (e n )|
≤ (| x1 − a1 |+ | x2 − a 2 |+ K+ | x n − an |) M
≤ n| x − a | M

## Thus lim f ( x) = f ( a) and so f is continuous.

x →a

Another Example

 x1 x 2
 , for x12 + x 22 ≠ 0
Let f : R → R be defined by
2
f ( x ) = f ( x1 , x2 ) =  x12 + x22 .
 0, otherwise

## Let’s see about lim f ( x). Let x = α (11

, ) . Then for all α ≠ 0, we have
x →( 0 ,0 )

α2 1
f ( x) = f (α ,α ) = 2 = .
α +α 2
2

7.2
Now. let x = α (10
, ) = (α ,0) . It follows that all α ≠ 0, f ( x) = 0 . What does this tell

us? It tells us that for any δ > 0 , there are vectors x with 0 < | x − ( 00
, )| < δ such that

1
f ( x) = and such that f ( x) = 0 . This, of course, means that lim f ( x) does not
2 x →( 0 ,0 )

exist.

7.2 Derivatives

## x 0 if there is a linear function L such that

1
lim [ f ( x0 + h) − f ( x 0 ) − L( h)] = 0 .
h→0 | h|

The linear function L is called the derivative of f at x 0 . It is usual to identify the linear

function L with its matrix representation and think of the derivative at a p × n matrix.

Note that in case n = p = 1, the matrix L is simply the 1 × 1 matrix whose sole entry is the
every day grammar school derivative of f .
Now, how do find the derivative of f ? Suppose f has a derivative at x 0 . First, let

h = te j = ( 00
, ,K ,0, t ,0,K,0) . Then

 f 1 ( x1 , x 2 ,K, x j + t ,K , xn ) 
 f ( x , x ,K , x + t ,K, x ) 
f ( x + h) = f ( x1 , x 2 ,K , x j + t ,K, x n ) = 
2 1 2 j n 
,
 M 
 
 f p ( x1 , x 2 ,K, x j + t ,K , xn )

and

7.3
 0
 m11 m12 L m1n   0  m1 j t 
m m22 L m2 n   M  m t 
Lh =  21
=  2j ,
 M t   M 
    
 mp 1 m p 2 L m pn   M   mpj t 
 0

where x 0 = ( x 1 , x 2 ,K , x n ) , etc.

Now then,

1
[ f (x 0 + h) − f (x0 ) − L(h)]
| h|
 f1(x1, x 2 ,K, xj + t,K,x n ) − f1(x1,x 2,K, x n ) − m1 j t 
1  f2 (x1 , x2,K, x j + t,K, xn ) − f2 (x1 , x 2,K, xn ) − m2 j t 
=  
t M
 f (x , x ,K, x + t,K,x ) − f (x , x ,K, x ) − m t 
 p 1 2 j n p 1 2 n pj 

##  f1(x1,x 2,K, x j + t,K, xn ) − f1(x1, x2 ,K,x n ) 

− m1 j
 t 
f (x
 2 1 2 , x ,K, x + t,K, x ) − f (x ,x ,K,, x )
− m2 j 
j n 2 1 2 n
=
 t 
M
 f p (x1 ,x2 ,K, x j + t,K, xn ) − f p (x1 ,x2 ,K,, xn ) 
− m
 t pj 

## Meditate on this vector. For each component,

fi (x1 , x2 ,K,x j + t,K, xn ) − fi (x1,x 2,K,, xn )
lim
t→0 t
d
= f (x , x ,K, s,K, xn )
ds i 1 2 s = xj

This derivative has a name. It is called the partial derivative of f i with respect to the j th

variable. There are many different notations for the partial derivatives of a function
g ( x1 , x 2 ,K , xn ) . The two most common are:

7.4
g , j ( x 1 , x 2 ,K , x n )

g ( x1 , x 2 ,K , xn )
∂x j

1
The requirement that lim [ f ( x0 + h) − f ( x 0 ) − L( h)] = 0 now translates into
h→0 | h|

∂f i
mij = ,
∂x j

## and, mirabile dictu, we have found the matrix L !

Example

 3x sin x 2 
Let f : R 2 → R 2 be given by f ( x1 . x2 ) =  3 1 2
. Assume f is differentiable
 x1 + x 1 x 2 
and let’s find the derivative (more precisely, the matrix of the derivative. This matrix will,

m m12 
of course, be 2 × 2 : L =  11 . Now
 m21 m22 

## f 1 ( x1 , x 2 ) = 3x1 sin x 2 , and

f 2 ( x1 , x2 ) = x 13 + x1 x22

∂f 1
= 3 sin x 2
∂x 1
,
∂f 2
= 3x 1 + x 2
2 2

∂x 1

7.5
and
∂f 1
= 3x 1 cos x 2
∂x 2
.
∂f 2
= 2 x1 x 2
∂x 2

## The derivative is thus

 3 sin x 3x 1 cos x 2 
L =  2 22 .
 3x1 + x 2 2 x 1 x 2 

We now know how to find the derivative of f at x if we know the derivative exists;
but how do we know when there is a derivative? The function f is differentiable at x if the
partial derivatives exist and are continuous. It should be noted that it is not sufficient
just for the partial derivatives to exist.

Exercises

## 1. Find all partial derivatives of the given functions:

a) f ( x, y) = x 2 y 3 b) f ( x, y, z) = x 2 yz + z cos( xy)

x 3 sin( e x1 )
c) g ( x1 , x 2 , x 3 ) = x1 x 2 x 3 + x 2 d) h( x1 , x 2 , x 3 , x 4 ) =
x2 + x 4

 1 3 2
2. Find the derivative of the linear function whose matrix is  .
 −2 7 0

## 3. What is the derivative a linear function whose matrix is A ?

7.6
4. Find the derivative of R (t ) = cos ti + sin tj + t k .

## 6. Find the derivative of

 x1 x3 + e x 2 
x3 log(x1 + x 22 )
f (x1 , x2, x3 ) =  .
x2
 
 x1 x 3 + 5 
2

## 7.3 The Chain Rule

Recall from elementary one dimensional calculus that if a function is differentiable
at a point, it is also continuous there. The same is true here in the more general setting of

## derivative L. Let h = x − a . Then lim f ( x) = lim f ( a + h) . Now,

x →a h→0

 f (a + h) − f (a ) − L (h) 
f ( a + h) − f (a ) = | h|   − L (h)
 | h| 

## Now look at the limit of this as | h| → 0 :

 f ( a + h) − f (a ) − L (h) 
lim   =0
h→0
 | h| 

7.7
because f is differentiable at a, and lim L( h) = L (0) = 0 because the linear function L is
h→0

## continuous. Thus lim( f (a + h) − f (a )) = 0 , or lim f (a + h) = f ( a) , which means f is

h→0 h→0

continuous at a.
Next, let’s see what the celebrated chain rule looks like in higher dimensions. Let

## r(a + h) − r(a ) − ML (h) = g ( f (a + h)) − g ( f (a )) − ML (h)

= g ( f (a ) + k ) − g ( f (a )) − M ( k ) + M ( k) − ML( h) .
= g ( f (a ) + k ) − g ( f (a )) − M ( k ) + M ( k − L( h))

Thus,
r(a + h) − r(a ) − ML (h) g( f ( a) + k ) − g( f ( a)) − M( k ) k − L (h )
= + M( )
| h| | h| | h|

Now we are ready to see what happens as | h| → 0 . look at the second term first:

k − L (h )  f ( a + h) − f (a ) − L (h)   f (a + h) − f (a ) − L ( h) 
lim M( ) = lim M   = M (lim )
h→0 | h| h→0  | h|  h→0  | h| 
= M (0) = 0

## since L is the derivative of f at a and M is linear, and hence continuous.

Now we need to see what happens to the term

 g ( f (a) + k ) − g( f ( a)) − M ( k ) 
lim  .
h→0  | h| 

7.8
This is a bit tricky. Note first that because f is differentiable at a , we know that

| k| | f ( a + h) − f (a)|
=
| h| | h|

## behaves nicely as | h| → 0 . Next,

 g ( f (a ) + k ) − g ( f (a )) − M ( k ) | k |
lim  ⋅ 
h→0  | h| | k |
 g ( f (a ) + k ) − g ( f (a )) − M ( k )  | k|
= lim   =0
h→0  | k|  | h|

| k|
since the derivative of g at f ( a) is M, and is well-behaved. Finally at last, we have
| h|

shown that

 r (a + h) − r (a) − ML( h) 
lim  = 0,
h→0  | h| 

## which means the derivative of the composition r = g o f is simply the composition, or

matrix product, of the derivatives. What could be more pleasing from an esthetic point of
view!

Example

## Let f ( t ) = (t 2 ,1 + t 3 ) and g ( x1 , x 2 ) = ( 2x 1 − x2 ) 3 , and let r = g o f . First, we

shall find the derivative of r at t = 2 using the Chain Rule. The derivative of f is

7.9
 2t 
L =  2,
 3t 

## and the derivative of g is

[
M = 6( 2 x1 − x2 ) 2 −3(2 x1 − x 2 ) 2 .]

4
At t = 2 , L =   ; and at g ( f (2 )) = g (4 ,9 ) , M = [6 −3]. Thus the derivative of the
12 

4
composition is ML = [6 − 3]  = [ − 12] = − 12 .
12
Now for fun, let’s find an explicit recipe for r and differentiate:

## r(t ) = g( f ( t )) = g( t 2 ,1 + t 3 ) = (2t 2 − 1 − t 3 ) 3 . Thus r'( t ) = 3( 2t 2 − 1 − t 3 ) 2 (4 t − 3t 2 ) ,

and so r'( 2) = 3(1)(8 − 12 ) = − 12. It is, of course, very comforting to get the same answer

as before.
There are several different notations for the matrix of the derivative of

Exercises

## a)Which, if either, of the composition functions u o v or v o u is defined? Explain.

9. Let f ( x, y) = (e ( x + y ) , e ( x− y ) ) and g ( x , y ) = ( x − y 3 , x 2 + y ) .

7.10
a)Find the derivative of f o g at the point (1,-2).

## d) Find the derivative of g o g at the point (1,-2).

∂r ∂r
10. Suppose r = t 2 cos t and t = x 2 − 3y 2 . Find the partial derivatives and .
∂x ∂y

## 7.4 More Chain Rule Stuff

In the everyday cruel world, we seldom compute the derivative of the
composition of two functions by explicitly multiplying the two derivative matrices.

## Suppose, as usual, we have r = g o f : R n → R q . The the derivative is, as we now know,

 ∂ r1 ∂ r1 ∂ r1 
∂ x L
∂ x2 ∂ xn 
 1 
 ∂ r2 ∂ r2
L
∂ r2 
r'( x) = r '( x1 , x 2 ,K , x n ) =  ∂ x1 ∂ x2 ∂ xn  .
 M 
∂ r
 p ∂ rp ∂ rp 
L
 ∂ x1 ∂ x2 ∂ x n 

We can thus find the derivative using the Chain Rule only in the very special case in

## x = ( x1 , x 2 ,K , x n ) . Let’s use the Chain Rule to find the partial derivatives.

7.11
 ∂ f1 ∂ f1 ∂ f1 
∂ x L
∂ x2 ∂ xn 
 1 
∂f ∂ f2 ∂ f2 
∂r ∂r ∂r  ∂ g ∂g ∂ g  2 L
r'( x) =  L = L  ∂ x ∂ x2 ∂ xn 
 ∂ x1 ∂ x2 ∂ xn   ∂ y1 ∂ y2 ∂ y p   M 1 
∂ f
 p ∂ fp ∂ f p 
L
 ∂ x1 ∂ x2 ∂ x n 

## Thus makes it clear that

∂r ∂ g ∂ f1 ∂ g ∂ f 2 ∂ g ∂ fp
= + + L+ .
∂ x j ∂ y1 ∂ x j ∂ y 2 ∂ x j ∂ yp ∂ xj

Frequently, engineers and other malefactors do not use a different name for the
composition g o f , and simply use the name g to denote both the composition

## function g given by g ( y ) = g( y1 , y 2 ,K , y p ) . Since y j = f j ( x1 , x 2 ,K , xn ) , these same

folks also frequently just use y j to denote the function f j . The Chain Rule given above

## then looks even nicer:

∂g ∂ g ∂ y1 ∂ g ∂ y 2 ∂ g ∂ yp
= + +L+ .
∂ x j ∂ y1 ∂ x j ∂ y 2 ∂ x j ∂ yp ∂ xj

Example

## Suppose g ( x , y , z) = x 2 y + yez and x = s + t , y = st 3 , and z = s 2 + 3t 2 . Let us

∂g ∂g
find the partial derivatives and . We know that
∂r ∂t

7.12
∂ g ∂ g ∂ x ∂ g ∂ y ∂ g ∂z
= + +
∂ s ∂x ∂ s ∂y ∂ s ∂z ∂ s
= 2xy(1) +(x 2 + ez )t3 + ye z (2s)
= 2xy +(x 2 + e z )t 3 + 2syez

Similarly,

∂ g ∂g ∂ x ∂ g ∂y ∂ g ∂ z
= + +
∂ t ∂x ∂ t ∂y ∂ t ∂z ∂ t
= 2xy(1) + (x 2 + ez )3st 2 + yez (6t)
= 2xy + 3(x 2 + ez )st 2 + 6tyez

These notational shortcuts are fine and everyone uses them; you should, however,
be aware that it is a practice sometimes fraught with peril. Suppose, for instance, you

## have g ( x , y , z) = x 2 + y 2 + z 2 , and x = t + z , y = t 2 + 2 z , and z = t 3 . Now it is not at all

∂g
clear what is meant by the symbol . Meditate on this.
∂z

Exercises

∂g ∂g
11. Suppose g ( x , y ) = f ( x − y , y − s) . Find + .
∂x ∂y

12. Suppose the temperature T at the point ( x , y , z) in space is given by the function

## along the curve described by r(t ) = cos ti + sin tj + 3tk .

7.13
13. Suppose the temperature T at the point ( x , y , z) in space is given by the function

## r(t ) = sin π ti + cos πt j + (t 2 − 2t + 2) k . Find the coldest point on the trajectory.

14. Let r( x , y ) = f ( x ) g ( y ) , and suppose x = t and y = t . Use the Chain Rule to find

dr
.
dt

7.14