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[parent] derivative of homogeneous function (Theorem)
Theorem 1   Suppose $ f\colon \mathbbmss{R}^n\to \mathbbmss{R}^m$ is a differentiable positively homogeneous function of degree $r$ . Then $\frac{\partial f}{\partial x^i}$ is a positively homogeneous function of degree $r-1$ .
Proof. By considering component functions if necessary, we can assume that $m=1$ . For $ \lambda\in \mathbbmss{R}$ , let $M_\lambda$ be the multiplication map,
$\displaystyle M_\lambda\colon \mathbbmss{R}^n$ $\displaystyle \to$ $\displaystyle \mathbbmss{R}^n$  
$\displaystyle v$ $\displaystyle \mapsto$ $\displaystyle \lambda v.$  

For $\lambda>0$ and $ v\in \mathbbmss{R}^n$ , we have \begin{eqnarray*} \frac{\partial f}{\partial x^i}(\lambda v) &=&\frac{\partial(f\circ M_\lambda \circ M_{1/\lambda})}{\partial x^i}(\lambda v) \\ &= &\sum_{l=1}^n\frac{\partial(f\circ M_\lambda)}{\partial x^l} (v)\, \frac{ \partial(x\mapsto x/\lambda)^l}{\partial x^i} (\lambda v) \\ &= &\frac{\partial(f\circ M_\lambda)}{\partial x^i} (v)\, \frac{1}{\lambda}\\ &= &\lambda^{r-1}\frac{\partial f}{\partial x^i} (v) \end{eqnarray*}as claimed. $ \qedsymbol$




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Cross-references: map, multiplication, necessary, functions, component, positively homogeneous function of degree, differentiable

This is version 6 of derivative of homogeneous function, born on 2004-10-18, modified 2007-09-15.
Object id is 6390, canonical name is DerivativeOfHomogeneousFunction.
Accessed 2600 times total.

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AMS MSC15-00 (Linear and multilinear algebra; matrix theory :: General reference works )

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