Derivatives
Wanho Choi
Jacobian
∂u
∂v
≡
∂u
x∂v
x∂u
x∂v
y∂u
x∂v
z∂u
y∂v
x∂u
y∂v
y∂u
y∂v
z∂u
z∂v
x∂u
z∂v
y∂u
z∂v
z⎡
⎣
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎤
⎦
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
Gradient
∂u
∂v
≡
∂u
∂v
x∂u
∂v
y∂u
∂v
z⎡
⎣
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎤
⎦
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
Chain Rule
∂u
∂v
= ∂
u
∂w
∂w
∂v
The Quotient Rule
∂
∂x
f
g
⎛
⎝⎜
⎞
⎠⎟
=
∂ f
∂x
g
− f ∂
g
∂x
g
2∂
θ
∂x
i= −
1
sin
θ
∂
∂x
i(
cos
θ
)
∂ ∂xi(
cosθ)
= −sinθ ∂θ ∂xi ∴ ∂ θ ∂xi = − 1 sinθ ∂ ∂xi(
cosθ)
∂
∂x
b
Tx
( )
= b
∂ ∂x b T x( )
= ∂ ∂x ⎡⎣⎢ bx by bz ⎤⎦⎥ x y z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ⎛ ⎝ ⎜ ⎜ ⎜ ⎞ ⎠ ⎟ ⎟ ⎟ = ∂∂x bxx + byy+ bzz(
)
= ∂ ∂x(
bxx + byy+ bzz)
∂ ∂y(
bxx+ byy+ bzz)
∂ ∂z(
bxx+ byy+ bzz)
⎡ ⎣ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ == bx by bz ⎡ ⎣ ⎢ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ⎥ = b∂
∂x
x
Tx
( )
= 2x
∂ ∂x x T x( )
= ∂ ∂x x 2 + y2 + z2(
)
= ∂ ∂x x 2 + y2 + z2(
)
∂ ∂y x 2 + y2 + z2(
)
∂ ∂z x 2 + y2 + z2(
)
⎡ ⎣ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ = 2x 2y 2z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ = 2x∂
∂x
x
TAx
(
)
= Ax + A
Tx
xTAx = x y z⎡⎣ ⎤⎦ a11 a12 a13 a21 a22 a23 a31 a32 a33 ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ x y z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ = x y z⎡⎣ ⎤⎦ a11x + a12y + a13z a21x + a22y+ a23z a31x + a32y + a33z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ = a11xx + a12xy+ a13xz + a21xy+ a22yy+ a23yz + a31zx + a32yz + a33zz = a11 a12 a13 a21 a22 a23 a31 a32 a33 ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ x y z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ + a11 a21 a31 a12 a22 a32 a13 a23 a33 ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ x y z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ = Ax + AT x ∴ ∂ ∂x x T Ax(
)
= ∂ ∂x(
a11xx + a12xy+ a13xz + a21xy+ a22yy+ a23yz+ a31zx+ a32yz + a33zz)
= ∂ ∂x(
a11xx + a12xy+ a13xz + a21xy+ a22yy+ a23yz+ a31zx + a32yz + a33zz)
∂ ∂y(
a11xx+ a12xy+ a13xz+ a21xy+ a22yy+ a23yz+ a31zx+ a32yz+ a33zz)
∂ ∂z(
a11xx+ a12xy+ a13xz+ a21xy+ a22yy+ a23yz+ a31zx+ a32yz + a33zz)
⎡ ⎣ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ ⎥ = 2a11x + a12y+ a13z + a21y+ a31z a12x + a21x + 2a22y+ a23z + a32 a13x + a23y+ a31x + a32y+ 2a33z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥ = a11x + a12y+ a13z a21x + a22y + a23z a31x + a32y+ a33z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥+ a11x+ a21y+ a31z a12x+ a22y+ a32 a13x + a23y + a33z ⎡ ⎣ ⎢ ⎢ ⎢ ⎤ ⎦ ⎥ ⎥ ⎥∴ ∂ ∂x x T Ay