Partial derivative: Difference between revisions

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! Item !! Value for partial derivative with respect to <math>x_i</math>
! Item !! Value for partial derivative with respect to <math>x_i</math>
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| Notation || <math>\frac{\partial}{\partial x_i}f(x_1,x_2,\dots,x_n)|_{(x_1,x_2,\dots,x_n) = (a_1,a_2,\dots,a_n)}</math><br>Also denoted <math>f_{x_i}(a_1,a_2,\dots,a_n)</math>
| Notation || <math>\frac{\partial}{\partial x_i}f(x_1,x_2,\dots,x_n)|_{(x_1,x_2,\dots,x_n) = (a_1,a_2,\dots,a_n)}</math><br>Also denoted <math>f_{x_i}(a_1,a_2,\dots,a_n)</math> or <math>f_i(a_1,a_2,\dots,a_n)</math>
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| Definition as [[derivative]] || <math>\frac{d}{dx_i}f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1}, \dots,a_n)|_{x_i = a_i}</math>. In other words, it is the derivative (evaluated at <math>a_i</math>) of the function <math>x \mapsto f(x_1,x_2,\dots,x_{i-1},a_i,x_{i+1},\dots,x_n)</math> with respect to <math>x_i</math>, evaluated at the point <math>x_i = a_i</math>.
| Definition as [[derivative]] || <math>\frac{d}{dx_i}f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1}, \dots,a_n)|_{x_i = a_i}</math>. In other words, it is the derivative (evaluated at <math>a_i</math>) of the function <math>x \mapsto f(x_1,x_2,\dots,x_{i-1},a_i,x_{i+1},\dots,x_n)</math> with respect to <math>x_i</math>, evaluated at the point <math>x_i = a_i</math>.
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| Definition as a [[limit]] (using derivative as limit of difference quotient) || <math>\lim_{x_i \to a_i} \frac{f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1},\dots,a_n) - f(a_1,a_2,\dots,a_n)}{x_i - a_i}</math>
| Definition as a [[limit]] (using derivative as limit of difference quotient) || <math>\lim_{x_i \to a_i} \frac{f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1},\dots,a_n) - f(a_1,a_2,\dots,a_n)}{x_i - a_i}</math>
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| Definition as a [[directional derivative]] || Directional derivative in the positive <math>x_i</math>-direction.
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==Definition as a function==
===Generic definition===
The partial derivative of a function <math>f</math> of <math>n</math> variables with respect to one of its inputs is defined as the ''function'' that sends each point to the partial derivative of <math>f</matH> with respect to that input at that point. The domain of this is defined as the set of those points in the domain of <math>f</matH> where the partial derivative exists. In particular, the domain of the partial derivative of <math>f</math> is a subset of the domain of <math>f</math>.
Note a key fact: the ''general'' expression for the partial derivative with respect to any of the inputs is an expression in terms of ''all'' the inputs. For instance, the ''general'' expression for <math>f_x(x,y)</math> is an expression involving both <math>x</math> and <math>y</math>. This is because, even though the <math>y</math>-coordinate is kept constant when calculating the partial derivative at a ''particular'' point, that constant value need not be the same at all the points.
{{generic point-specific point confusion}}

Revision as of 00:52, 2 April 2012

Definition at a point

Generic definition

Suppose f is a function of more than one variable, where x is one of the input variables to f. Fix a choice x=x0 and fix the values of all the other variables. The partial derivative of f with respect to x, denoted f/x, or fx, is defined as the derivative at x0 of the function that sends x to f at x for the same fixed choice of the other input variables.

For a function of two variables

Suppose f is a real-valued function of two variables x,y, i.e., the domain of f is a subset of R2. Suppose (x0,y0) is a point in the domain of f. We define the partial derivatives at (x0,y0) as follows:

Item For partial derivative with respect to x For partial derivative with respect to y
Notation f(x,y)x|(x,y)=(x0,y0)
Also denoted fx(x0,y0 or f1(x0,y0)
f(x,y)y|(x,y)=(x0,y0)
Also denoted fy(x0,y0) or f2(x0,y0)
Definition as derivative ddxf(x,y0)|x=x0. In other words, it is the derivative (at x=x0) of the function xf(x,y0) ddyf(x0,y)|y=y0. In other words, it is the derivative (at y=y0) of the function yf(x0,y).
Definition as limit (using derivative as limit of difference quotient) limxx0f(x,y0)f(x0,y0)xx0
limh0f(x0+h,y0)f(x0,y0)h
limyy0f(x0,y)f(x0,y0)yy0
limh0f(x0,y0+h)f(x0,y0)h
Definition as directional derivative Directional derivative at (x0,y0 with respect to a unit vector in the positive x-direction. Directional derivative at (x0,y0 with respect to a unit vector in the positive y-direction.

For a function of multiple variables

The notation here gets a little messy, so read it carefully. We consider a function f of n variables, which we generically denote (x1,x2,,xn) respectively. Consider a point (a1,a2,,an) in the domain of the function. In other words, this is a point where x1=a1,x2=a2,,xn=an.

Suppose i is a natural number in the set {1,2,3,,n}.

Item Value for partial derivative with respect to xi
Notation xif(x1,x2,,xn)|(x1,x2,,xn)=(a1,a2,,an)
Also denoted fxi(a1,a2,,an) or fi(a1,a2,,an)
Definition as derivative ddxif(a1,a2,,ai1,xi,ai+1,,an)|xi=ai. In other words, it is the derivative (evaluated at ai) of the function xf(x1,x2,,xi1,ai,xi+1,,xn) with respect to xi, evaluated at the point xi=ai.
Definition as a limit (using derivative as limit of difference quotient) limxiaif(a1,a2,,ai1,xi,ai+1,,an)f(a1,a2,,an)xiai
Definition as a directional derivative Directional derivative in the positive xi-direction.

Definition as a function

Generic definition

The partial derivative of a function f of n variables with respect to one of its inputs is defined as the function that sends each point to the partial derivative of f with respect to that input at that point. The domain of this is defined as the set of those points in the domain of f where the partial derivative exists. In particular, the domain of the partial derivative of f is a subset of the domain of f.

Note a key fact: the general expression for the partial derivative with respect to any of the inputs is an expression in terms of all the inputs. For instance, the general expression for fx(x,y) is an expression involving both x and y. This is because, even though the y-coordinate is kept constant when calculating the partial derivative at a particular point, that constant value need not be the same at all the points.

Template:Generic point-specific point confusion