Additively separable function: Difference between revisions

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| completely additively separable function <math>F</math> of <math>n</math> variables <math>x_1,x_2,\dots,x_n</math>, written as <math>f_1(x_1) + \dots + f_n(x_n)</math> || <math>F_{x_i}(x_1,x_2,\dots,x_n) = f_i'(x_i)</math> for each <math>i</math>. Note that each first-order partial depends only on that variable and not on the others.|| <math>F_{x_ix_j}(x_1,x_2,\dots,x_n) = 0</math> for each <math>i,j</math>.  
| completely additively separable function <math>F</math> of <math>n</math> variables <math>x_1,x_2,\dots,x_n</math>, written as <math>f_1(x_1) + \dots + f_n(x_n)</math> || <math>F_{x_i}(x_1,x_2,\dots,x_n) = f_i'(x_i)</math> for each <math>i</math>. Note that each first-order partial depends only on that variable and not on the others.|| <math>F_{x_ix_j}(x_1,x_2,\dots,x_n) = 0</math> for each <math>i,j</math>.  
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| partially additively separable function <math>F(x_1,x_2,\dots,x_n) = f_A(\mbox{only the variables } x_i, i \in A) + f_B(\mbox{only the variables } x_i, i \in B)</math> || Each first-order partial of <math>F</math> with respect to a variable in <math>A</math> equals the corresponding first-order partial of <math>f_A</math>, and in particular depends only on the variables within <matH>A</math>.<br>Each first-order partial of <math>F</math> with respect to a variable in <math>B</math> equals the corresponding first-order partial of <math>f_B</math>, and in particular depends only on the variables within <matH>B</math>. || Any second-order mixed partial involving a variable in <math>A</matH> and a variable in <math>B</math> is zero.
| partially additively separable function <math>F(x_1,x_2,\dots,x_n)</math> equals <math>f_A(\mbox{only the variables } x_i, i \in A) + f_B(\mbox{only the variables } x_i, i \in B)</math> || Each first-order partial of <math>F</math> with respect to a variable in <math>A</math> equals the corresponding first-order partial of <math>f_A</math>, and in particular depends only on the variables within <matH>A</math>.<br>Each first-order partial of <math>F</math> with respect to a variable in <math>B</math> equals the corresponding first-order partial of <math>f_B</math>, and in particular depends only on the variables within <matH>B</math>. || Any second-order mixed partial involving a variable in <math>A</matH> and a variable in <math>B</math> is zero.
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Revision as of 23:33, 10 April 2012

Definition

For a function of two variables

Suppose F is a function of two variables x and y. We say that F is additively separable if there exist functions f,g of one variable such that:

F(x,y)=f(x)+g(y)

on the entire domain of F.

Note that the concept of additively separable is sensitive to the coordinate system, i.e., if we change the coordinate system, a function that was originally additively separable need not remain additively separable.

For a function of many variables

Suppose F is a function of n variables x1,x2,,xn. We say that F is completely additively separable if there exist functions f1,f2,,fn, each a function of one variable, such that:

F(x1,x2,,xn)=f1(x1)+f2(x2)++fn(xn)

(note that the subscripts here are not to be confused with subscripts used for partial derivatives).

There is a weaker notion of partially additively separable: if we express the set {1,2,,n} as a union of two disjoint subsets A,B, F is additively separable with respect to the partition if there exist functions fA,fB such that:

F(x1,x2,,xn)=fA(only the variables xi,iA)+fB(only the variables xi,iB)

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Partial derivatives

Additively separable functions are the exceptions to the general rule that value of partial derivative depends on all inputs.

Version type Statement about first-order partial derivatives Statement about second-order mixed partial derivatives
additively separable function F of two variables x,y, both pieces are differentiable functions, written as F(x,y)=f(x)+g(y) Fx(x,y)=f(x) (independent of y)
Fy(x,y)=g(y) (independent of x)
Fxy(x,y)=0
Fyx(x,y)=0
completely additively separable function F of n variables x1,x2,,xn, written as f1(x1)++fn(xn) Fxi(x1,x2,,xn)=fi(xi) for each i. Note that each first-order partial depends only on that variable and not on the others. Fxixj(x1,x2,,xn)=0 for each i,j.
partially additively separable function F(x1,x2,,xn) equals fA(only the variables xi,iA)+fB(only the variables xi,iB) Each first-order partial of F with respect to a variable in A equals the corresponding first-order partial of fA, and in particular depends only on the variables within A.
Each first-order partial of F with respect to a variable in B equals the corresponding first-order partial of fB, and in particular depends only on the variables within B.
Any second-order mixed partial involving a variable in A and a variable in B is zero.