# Difference between revisions of "Chain rule for differentiation"

From Calculus

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| pure Leibniz notation || Suppose <math>u = g(x)</math> is a function of <math>x</math> and <math>v = f(u)</math> is a function of <math>u</math>. Then, <br><math> \frac{dv}{dx} = \frac{dv}{du}\frac{du}{dx}</math> | | pure Leibniz notation || Suppose <math>u = g(x)</math> is a function of <math>x</math> and <math>v = f(u)</math> is a function of <math>u</math>. Then, <br><math> \frac{dv}{dx} = \frac{dv}{du}\frac{du}{dx}</math> | ||

|} | |} | ||

+ | |||

+ | {{generic point specific point confusion}} | ||

+ | |||

+ | ===One-sided version=== | ||

+ | |||

+ | A one-sided version of sorts holds, but we need to be careful, since we want the direction of differentiability of <math>f</math> to be the same as the direction of approach of <math>g(x)</math> to <math>g(x_0)</math>. The following are true: | ||

+ | |||

+ | * We require <math>g</math>, the function composed first, to be left differentiable at <math>x_0</math> and require <math>f</math> to be differentiable at <math>g(x_0)</math>. Then, the left hand derivative of <math>f \circ g</math> at <math>x_0</math> is <math>f'(g(x_0))</math> times the left hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | * We require <math>g</math>, the function composed first, to be right differentiable at <math>x_0</math> and require <math>f</math> to be differentiable at <math>g(x_0)</math>. Then, the right hand derivative of <math>f \circ g</math> at <math>x_0</math> is <math>f'(g(x_0))</math> times the right hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | * We require <math>g</math> to be left differentiable at <math>x_0</math>, <math>f</math> to be left differentiable at <math>g(x_0)</math>, ''and'' we require <math>g</math> to be an [[increasing function]]. Then, <math>f \circ g</math> is left differentiable at <math>x_0</math> and the left hand derivative is the left hand derivative of <math>f</math> at <math>g(x_0)</math> times the left hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | * We require <math>g</math> to be right differentiable at <math>x_0</math>, <math>f</math> to be right differentiable at <math>g(x_0)</math>, ''and'' we require <math>g</math> to be an [[increasing function]]. Then, <math>f \circ g</math> is right differentiable at <math>x_0</math> and the right hand derivative is the right hand derivative of <math>f</math> at <math>g(x_0)</math> times the left hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | * We require <math>g</math> to be left differentiable at <math>x_0</math>, <math>f</math> to be right differentiable at <math>g(x_0)</math>, ''and'' we require <math>g</math> to be a [[decreasing function]]. Then, <math>f \circ g</math> is left differentiable at <math>x_0</math> and the left hand derivative is the right hand derivative of <math>f</math> at <math>g(x_0)</math> times the left hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | * We require <math>g</math> to be right differentiable at <math>x_0</math>, <math>f</math> to be left differentiable at <math>g(x_0)</math>, ''and'' we require <math>g</math> to be a [[decreasing function]]. Then, <math>f \circ g</math> is right differentiable at <math>x_0</math> and the right hand derivative is the left hand derivative of <math>f</math> at <math>g(x_0)</math> times the left hand derivative of <math>g</math> at <math>x_0</math>. | ||

+ | |||

+ | ==Statement for multiple functions== | ||

+ | |||

+ | Suppose <math>f_1,f_2,\dots,f_n</math> are functions. Then, the following is true wherever the right side makes sense: | ||

+ | |||

+ | <math>(f_1 \circ f_2 \circ f_3 \dots \circ f_n)' = (f_1' \circ f_2 \circ \dots \circ f_n) \cdot (f_2' \circ \dots \circ f_n) \cdot \dots \cdot (f_{n-1}' \circ f_n) \cdot f_n'</math> | ||

+ | |||

+ | For instance, in the case <math>n = 3</math>, we get: | ||

+ | |||

+ | <math>(f_1 \circ f_2 \circ f_3)' = (f_1' \circ f_2 \circ f_3) \cdot (f_2' \circ f_3) \cdot f_3'</math> | ||

+ | |||

+ | In point notation, this is: | ||

+ | |||

+ | <math>\! \frac{d}{dx}[f_1(f_2(f_3(x)))] = f_1'(f_2(f_3(x))f_2'(f_3(x))f_3'(x)</math> | ||

+ | |||

==Related rules== | ==Related rules== | ||

## Revision as of 23:34, 15 October 2011

This article is about adifferentiation rule, i.e., a rule for differentiating a function expressed in terms of other functions whose derivatives are known.

View other differentiation rules

## Contents

## Statement for two functions

The chain rule is stated in many versions:

Version type | Statement |
---|---|

specific point, named functions | Suppose and are functions such that is differentiable at a point , and is differentiable at . Then the composite is differentiable at , and we have: |

generic point, named functions, point notation | Suppose and are functions of one variable. Then, we have wherever the right side expression makes sense. |

generic point, named functions, point-free notation | Suppose and are functions of one variable. Then, where the right side expression makes sense, where denotes the pointwise product of functions. |

pure Leibniz notation | Suppose is a function of and is a function of . Then, |

MORE ON THE WAY THIS DEFINITION OR FACT IS PRESENTED: We first present the version that deals with a specific point (typically with a subscript) in the domain of the relevant functions, and then discuss the version that deals with a point that is free to move in the domain, by dropping the subscript. Why do we do this?

The purpose of the specific point version is to emphasize that the point is fixed for the duration of the definition, i.e., it does not move around while we are defining the construct or applying the fact. However, the definition or fact applies not just for a single point but for all points satisfying certain criteria, and thus we can get further interesting perspectives on it byvaryingthe point we are considering. This is the purpose of the second,generic pointversion.

### One-sided version

A one-sided version of sorts holds, but we need to be careful, since we want the direction of differentiability of to be the same as the direction of approach of to . The following are true:

- We require , the function composed first, to be left differentiable at and require to be differentiable at . Then, the left hand derivative of at is times the left hand derivative of at .
- We require , the function composed first, to be right differentiable at and require to be differentiable at . Then, the right hand derivative of at is times the right hand derivative of at .
- We require to be left differentiable at , to be left differentiable at ,
*and*we require to be an increasing function. Then, is left differentiable at and the left hand derivative is the left hand derivative of at times the left hand derivative of at . - We require to be right differentiable at , to be right differentiable at ,
*and*we require to be an increasing function. Then, is right differentiable at and the right hand derivative is the right hand derivative of at times the left hand derivative of at . - We require to be left differentiable at , to be right differentiable at ,
*and*we require to be a decreasing function. Then, is left differentiable at and the left hand derivative is the right hand derivative of at times the left hand derivative of at . - We require to be right differentiable at , to be left differentiable at ,
*and*we require to be a decreasing function. Then, is right differentiable at and the right hand derivative is the left hand derivative of at times the left hand derivative of at .

## Statement for multiple functions

Suppose are functions. Then, the following is true wherever the right side makes sense:

For instance, in the case , we get:

In point notation, this is:

## Related rules

- Chain rule for higher derivatives
- Product rule for differentiation
- Product rule for higher derivatives
- Differentiation is linear
- Inverse function theorem (gives formula for derivative of inverse function).