Jacobian matrix


The Jacobian matrix [๐‰โขfโข(๐š)] of a function f:โ„nโ†’โ„m at the point ๐š with respect to some choice of bases for โ„n and โ„m is the matrix of the linear map from โ„n into โ„m that generalizes the definition of the derivative of a function on โ„. It can be defined as the matrix of the linear map D, such that

lim๐กโ†’๐ŸŽโกโˆฅfโข(๐š+๐ก)-fโข(๐š)-Dโข(๐ก)โˆฅโˆฅ๐กโˆฅ=0

The linear map that satisfies the above limit is called the derivative of f at ๐š. It is easy to show that the Jacobian matrix of a given differentiable function at ๐š with respect to chosen bases is just the matrix of http://planetmath.org/node/841partial derivativesMathworldPlanetmath of the componentPlanetmathPlanetmath functions of f at ๐š:

[๐‰โขfโข(๐ฑ)]=[D1โขf1โข(๐ฑ)โ€ฆDnโขf1โข(๐ฑ)โ‹ฎโ‹ฑโ‹ฎD1โขfmโข(๐ฑ)โ€ฆDnโขfmโข(๐ฑ)]

A more concise way of writing it is

[๐‰โขfโข(๐ฑ)]=[D1โขfโ†’,โ‹ฏ,Dnโขfโ†’]=[โˆ‡โกf1โ‹ฎโˆ‡โกfm]

where Dnโข๐Ÿโ†’ is the partial derivative with respect to the nโ€™th variable and โˆ‡โกfm is the gradientMathworldPlanetmath of the mโ€™th component of ๐Ÿ.

Note that the Jacobian matrix represents the matrix of the derivative D of f at ๐ฑ iff f is differentiableMathworldPlanetmath at ๐ฑ. Also, if f is differentiable at ๐ฑ, then the directional derivativeMathworldPlanetmath in the direction vโ†’ is Dโข(vโ†’)=[๐‰โขfโข(๐ฑ)]โขvโ†’.

Given local coordinates for some real submanifold M of โ„n, it is easy to show that the effect of a change of coordinates on volume formsMathworldPlanetmath is a local scaling of the volume form by the determinantMathworldPlanetmath of the Jacobian matrix of the derivative of the backwards change of coordinates, which is called the inverse JacobianMathworldPlanetmath. The determinant of the inverse Jacobian is thus commonly seen in integration over a change of coordinates.

โˆซฮฉxfโข(x)โข๐‘‘ฮฉx=โˆซฮฉฮพfโข(ฮพ)โข|J-1|โข๐‘‘ฮฉฮพ

where xโˆˆฮฉxโŠ‚M, ฮพโˆˆฮฉฮพโŠ‚M, and ๐‰=โˆ‡โกฮพโข(x) is the derivative of the function ฮพโข(x) which maps points in ฮฉx to points in ฮฉฮพ.

Title Jacobian matrix
Canonical name JacobianMatrix
Date of creation 2013-03-22 11:58:33
Last modified on 2013-03-22 11:58:33
Owner PhysBrain (974)
Last modified by PhysBrain (974)
Numerical id 18
Author PhysBrain (974)
Entry type Definition
Classification msc 26B10
Synonym derivative of a multivariable function
Synonym derivative of a vector-valued function
Synonym Jacobi matrix
Related topic PartialDerivative
Related topic Derivative2
Related topic DerivativeNotation
Related topic Gradient
Related topic ChainRuleSeveralVariables
Related topic DirectionalDerivative
Related topic JordanBanachAndJordanLieAlgebras
Defines Jacobian