Jacobian matrix

This article describes an analogue for functions of multiple variables of the following term/fact/notion for functions of one variable: derivative

Importance

The Jacobian matrix is the appropriate notion of derivative for a function that has multiple inputs (or equivalently, vector-valued inputs) and multiple outputs (or equivalently, vector-valued outputs).

Definition at a point

Definition at a point in terms of gradient vectors as row vectors

Suppose $f$ is a vector-valued function with $n$-dimensional inputs and $m$-dimensional outputs. Explicitly, suppose $f$ is a function with inputs $x_{1},x_{2},\dots ,x_{n}$ and outputs $f_{1}(x_{1},x_{2},\dots ,x_{n}),f_{2}(x_{1},x_{2},\dots ,x_{n}),\dots ,f_{n}(x_{1},x_{2},\dots ,x_{n})$. Suppose $(a_{1},a_{2},\dots ,a_{n})$ is a point in the domain of $f$ such that $f_{i}$ is differentiable at $(a_{1},a_{2},\dots ,a_{n})$ for $i\in \{1,2,\dots ,m\}$. Then, the Jacobian matrixof $f$ at $(a_{1},a_{2},\dots ,a_{n})$ is a $m\times n$ matrix of numbers whose $i^{th}$ row is given by the gradient vector of $f_{i}$ at $(a_{1},a_{2},\dots ,a_{n})$.

Definition at a point in terms of partial derivatives

Suppose $f$ is a vector-valued function with $n$-dimensional inputs and $m$-dimensional outputs. Explicitly, suppose $f$ is a function with inputs $x_{1},x_{2},\dots ,x_{n}$ and outputs $f_{1}(x_{1},x_{2},\dots ,x_{n}),f_{2}(x_{1},x_{2},\dots ,x_{n}),\dots ,f_{n}(x_{1},x_{2},\dots ,x_{n})$. Suppose $(a_{1},a_{2},\dots ,a_{n})$ is a point in the domain of $f$ such that $f_{i}$ is differentiable at $(a_{1},a_{2},\dots ,a_{n})$ for $i\in \{1,2,\dots ,m\}$. Then, the Jacobian matrixof $f$ at $(a_{1},a_{2},\dots ,a_{n})$ is a $m\times n$ matrix of numbers whose $(ij)^{th}$ entry is given by:

${\frac {\partial f_{i}}{\partial x_{j}}}(x_{1},x_{2},\dots ,x_{n})|_{(x_{1},x_{2},\dots ,x_{n})=(a_{1},a_{2},\dots ,a_{n})}$

Note that for this definition to be correct, it is still necessary that the gradient vectors exist. If the gradient vectors do not exist but the partial derivatives do, a matrix can still be constructed using this recipe but it may not satisfy the nice behavior that the Jacobian matrix does.

Definition as a function

Definition in terms of gradient vectors as row vectors

Suppose $f$ is a vector-valued function with $n$-dimensional inputs and $m$-dimensional outputs. Explicitly, suppose $f$ is a function with inputs $x_{1},x_{2},\dots ,x_{n}$ and outputs $f_{1}(x_{1},x_{2},\dots ,x_{n}),f_{2}(x_{1},x_{2},\dots ,x_{n}),\dots ,f_{n}(x_{1},x_{2},\dots ,x_{n})$. Then, the Jacobian matrixof $f$is a $m\times n$ matrix of functions whose $i^{th}$ row is given by the gradient vector of $f_{i}$.

Note that the domain of this function is the set of points at which all the $f_{i}$s individually are differentiable.

Definition at a point in terms of partial derivatives

Suppose $f$ is a vector-valued function with $n$-dimensional inputs and $m$-dimensional outputs. Explicitly, suppose $f$ is a function with inputs $x_{1},x_{2},\dots ,x_{n}$ and outputs $f_{1}(x_{1},x_{2},\dots ,x_{n}),f_{2}(x_{1},x_{2},\dots ,x_{n}),\dots ,f_{n}(x_{1},x_{2},\dots ,x_{n})$. Then, the Jacobian matrixof $f$ is a $m\times n$ matrix of numbers whose $(ij)^{th}$ entry is given by:

${\frac {\partial f_{i}}{\partial x_{j}}}(x_{1},x_{2},\dots ,x_{n})$

wherever all the $f_{i}$s individually are differentiable in the sense of the gradient vectors existing. If the gradient vectors do not exist but the partial derivatives do, a matrix can still be constructed using this recipe but it may not satisfy the nice behavior that the Jacobian matrix does.