MHZ4553: Unit II Session 6: Jacobian Determinant

Session 6
Jacobian Determinant

Contents
Introduction, p 71
6.1 Jacobian Matrix, p 71
Solutions of Activities, p 75
Summary, p 75
Learning Outcomes, p 76

Introduction

In this brief session we introduce you the Jacobian determinant. It has many
uses in mathematical analysis. An enthusiastic reader can read about, for
example, the Inverse function theorem and the Implicit function theorem to
find out how the Jacobian determinant has been used there. We will see in
this session how the Jacobian determinant can be used to determine the
functional independence or the dependence of given 𝑛 number of functions
defined on a common domain in ℝ𝑛 .

6.1 Jacobian Matrix

Let 𝑓1 (𝑥1 , … , 𝑥𝑛 ), 𝑓2 (𝑥1 , … , 𝑥𝑛 ), … , 𝑓𝑛 (𝑥1 , … , 𝑥𝑛 ) be 𝑛 real-valued functions

of 𝑛 variables 𝑥1 , … , 𝑥𝑛 and let 𝐷 = ⋂𝑛𝑖=1 Domn(𝑓𝑖 ) . Suppose 𝐷 ≠ ∅
𝜕𝑓
and 𝜕𝑥 𝑖 (𝑥) exists for each 𝑖, 𝑗 ∈ {1, … , 𝑛}, where 𝑥 ∈ 𝐷.
𝑗

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MHZ4553: Unit II Session 6: Jacobian Determinant

Let 𝐽 be the 𝑛 × 𝑛 real matrix defined by

𝜕𝑓1 𝜕𝑓1 𝜕𝑓1
(𝑥) (𝑥) ⋯ (𝑥)
𝜕𝑥1 𝜕𝑥2 𝜕𝑥𝑛
𝜕𝑓2 𝜕𝑓2 𝜕𝑓2
𝐽 = 𝜕𝑥1 (𝑥) 𝜕𝑥2 (𝑥) ⋯
𝜕𝑥𝑛
(𝑥)
⋮ ⋮ ⋱ ⋮
𝜕𝑓𝑛 𝜕𝑓𝑛 𝜕𝑓𝑛
(𝑥) (𝑥) ⋯ (𝑥)
(𝜕𝑥1 𝜕𝑥2 𝜕𝑥𝑛 )
.

𝜕(𝑓 ,…,𝑓 )
Then the determinant of 𝐽, denoted by 𝜕(𝑥1 ,…,𝑥𝑛 ), is called the “Jacobian” of
1 𝑛

the functions 𝑓1 , … , 𝑓𝑛 with respect to 𝑥1 , … , 𝑥𝑛 . So, if 𝑓1 (𝑥, 𝑦) and 𝑓2 (𝑥, 𝑦)

𝜕𝑓1 𝜕𝑓1 𝜕𝑓2 𝜕𝑓2
are two functions defined on 𝐷 ⊆ ℝ2 and if 𝜕𝑥
, 𝜕𝑦 , 𝜕𝑥 and 𝜕𝑦
exist on 𝐷.

Then,
𝜕𝑓1 𝜕𝑓1
𝜕(𝑓1 , 𝑓2 ) 𝜕𝑥 𝜕𝑦 |
= || .
𝜕(𝑥, 𝑦) 𝜕𝑓2 𝜕𝑓2 |
𝜕𝑥 𝜕𝑦

Let
𝑓1 = 𝑔1 (𝑥1 , 𝑥2 … , 𝑥𝑛 )
𝑓2 = 𝑔2 (𝑥1 , 𝑥2 … , 𝑥𝑛 )
.
⋮
𝑓𝑛 = 𝑔𝑛 (𝑥1 , 𝑥2 … , 𝑥𝑛 )

Definition of dependency of set of functions

The functions 𝑓1 , … , 𝑓𝑛 are said to be functionally dependent if there is a
nonzero function 𝐹 of 𝑛 variables such that 𝐹(𝑓1 , … , 𝑓𝑛 ) = 0 for
each (𝑥1 , … , 𝑥𝑛 ) ∈ ⋂𝑛𝑖=1 Domn(𝑓𝑖 ) . Otherwise 𝑓1 , … , 𝑓𝑛 are said to be
functionally independent.

The Jacobian helps us to determine the functional independence/dependence

(may be linear or nonlinear) of the expressions𝑓1 , … , 𝑓𝑛 .

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MHZ4553: Unit II Session 6: Jacobian Determinant

Theorem 6.1

Let 𝑓1 (𝑥1 , … , 𝑥𝑛 ), … , 𝑓𝑛 (𝑥1 , … , 𝑥𝑛 ) be 𝑛 differentiable functions

defined on an open set 𝑈 ⊆ ℝ𝑛 . Then 𝑓1 , 𝑓2 , … , 𝑓𝑛 are functionally
𝜕(𝑓 ,…,𝑓 )
dependent on 𝑈 if and only if 𝜕(𝑥1 ,…,𝑥𝑛 ) = 0 for each (𝑥1 , … , 𝑥𝑛 ) ∈
1 𝑛

𝑈.

Example 6.1
Let 𝑓1 = 𝑥12 − 2𝑥2 + 3, 𝑓2 = 𝑥14 − 4𝑥12 𝑥2 + 4𝑥22 .
Show that 𝑓1 and 𝑓2 are functionally dependent on ℝ2 .

Solution
Clearly 𝑓1 and 𝑓2 are differentiable on ℝ2 .Notice that
𝜕𝑓1
= 2𝑥1 ,
𝜕𝑥1
𝜕𝑓1
= −2,
𝜕𝑥2
𝜕𝑓2
= 4𝑥13 − 8𝑥1 𝑥2 ,
𝜕𝑥1
𝜕𝑓2
= −4𝑥12 + 8𝑥2 .
𝜕𝑥2

Then,
𝜕(𝑓1 ,𝑓2 ) 2𝑥1 −2
=| 3 | = 0 for each (𝑥1 , 𝑥2 ) ∈ ℝ2
𝜕(𝑥1 ,𝑥2 ) 4𝑥1 − 8𝑥1 𝑥2 −4𝑥12 + 8𝑥2

Since the Jacobian is identically zero on ℝ2 , there is functional

relationship between 𝑓1 and 𝑓2 . In fact it can be verified that
𝑓2 = (𝑓1 − 3)2 .

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MHZ4553: Unit II Session 6: Jacobian Determinant

Activity 6.1

Show that following functions are functionally dependent

𝑓1 = 𝑥1 + 𝑥2 + 𝑥3 , 𝑓2 = 𝑥1 2 + 𝑥2 2 + 𝑥3 2 , 𝑓3 = 𝑥1 3 + 𝑥2 3 + 𝑥3 3 − 3𝑥1 𝑦1 𝑧1

Example 6.2
Let 𝑓1 = 𝑥1 2 + 𝑥2 2 , 𝑓2 = 𝑥1 2 − 𝑥2 2 .

Here again 𝑓1 and 𝑓2 are differentiable on ℝ2 .

Notice that,
𝜕𝑓1
= 2𝑥1 ,
𝜕𝑥1
𝜕𝑓1
= 2𝑥2 ,
𝜕𝑥2
𝜕𝑓2
= 2𝑥1 ,
𝜕𝑥1
𝜕𝑓2
= −2𝑥2 .
𝜕𝑥2

Then,
𝜕(𝑓1 , 𝑓2 ) 2𝑥 2𝑥2
=| 1 | = −4𝑥1 𝑥2 .
𝜕(𝑥1 , 𝑥2 ) 2𝑥1 −2𝑥2

Clearly, if 𝑥1 , 𝑥2 ≠ 0 then, −4𝑥1 𝑥2 ≠ 0. Therefore, 𝑓1 and 𝑓2 are

functionally independent on ℝ2 .

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MHZ4553: Unit II Session 6: Jacobian Determinant

Solutions of Activities

Activity 6.1

𝜕𝑓1 𝜕𝑓1 𝜕𝑓1

|𝜕𝑥1 𝜕𝑥2 𝜕𝑥3 |
𝜕(𝑓1 , 𝑓2 , 𝑓3 ) 𝜕𝑓2 𝜕𝑓2 𝜕𝑓3
=
𝜕(𝑥1 , 𝑥2 , 𝑥3 ) 𝜕𝑥1 𝜕𝑥2 𝜕𝑥3
| 𝜕𝑓 𝜕𝑓3 𝜕𝑓3 |
3
𝜕𝑥1 𝜕𝑥2 𝜕𝑥3

1 1 1
=| 2𝑥 1 2𝑥2 2𝑥3 |
3𝑥1 2 − 3𝑥2 𝑥3 3𝑥2 2 − 3𝑥3 𝑥1 3𝑥3 2 − 3𝑥1 𝑥2

1 1 1
= 6| 𝑥1 𝑥2 𝑥3 |
𝑥1 2 − 𝑥2 𝑥3 𝑥2 2 − 𝑥3 𝑥1 𝑥3 2 − 𝑥1 𝑥2

=0

∴ 𝑓1 , 𝑓2 , 𝑓3 are functionally dependent.

Summary

 If 𝑓1 (𝑥1 , … , 𝑥𝑛 ), 𝑓2 (𝑥1 , … , 𝑥𝑛 ), … , 𝑓𝑛 (𝑥1 , … , 𝑥𝑛 ) possess first order partial

derivatives at a point 𝒙 ∈ ⋂𝑛𝑖=1 Domn(𝑓𝑖 ), then one can form the Jacobian
𝜕𝑓𝑖
matrix 𝐽 = ( (𝒙)) at the point 𝒙, the 𝑖𝑗th element of which is the partial
𝜕𝑥𝑗

derivative of 𝑓𝑖 with respect to 𝑥𝑗 .

 The determinant of 𝐽 is known as the Jacobian of the functions 𝑓1 , … , 𝑓𝑛

with respect to 𝑥1 , … , 𝑥𝑛 , or simply as the Jacobian, at 𝒙.

 The Jacobian determinant is used to determine the functional dependence

or the independence of a given 𝑛 number of functions of 𝑛 variables.

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MHZ4553: Unit II Session 6: Jacobian Determinant

Learning Outcomes

After studying session 6, you should be able to,

 Determine the functional independence and dependence of a given set
of functions using the Jacobian determinant.

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