Mathematics for Data Science
Dr. Indu Joshi
Assistant Professor at
Indian Institute of Technology Mandi
26 October 2024
Rule for Finding Partial Derivatives of z 苷 f 共x, y兲
Partial Derivative- Example1
1. To find fx , regard y as a constant and differentiate f 共x, y兲 with respect to x.
2. To find fy , regard x as a constant and differentiate f 共x, y兲 with respect to y.
EXAMPLE 1 If f 共x, y兲 苷 x 3 ⫹ x 2 y 3 ⫺ 2y 2, find fx 共2, 1兲 and fy 共2, 1兲.
SOLUTION Holding y constant and differentiating with respect to x, we get
fx 共x, y兲 苷 3x 2 ⫹ 2xy 3
and so fx 共2, 1兲 苷 3 ⴢ 2 2 ⫹ 2 ⴢ 2 ⴢ 13 苷 16
Holding x constant and differentiating with respect to y, we get
fy 共x, y兲 苷 3x 2 y 2 ⫺ 4y
fy 共2, 1兲 苷 3 ⴢ 2 2 ⴢ 12 ⫺ 4 ⴢ 1 苷 8
Interpretations of Partial Derivatives
To give a geometric interpretation of partial derivatives, we recall that the e
vector function ⵜ f defined by
Gradient- Example2
⭸f ⭸f
ⵜ f 共x, y兲 苷 具 fx 共x, y兲, fy 共x, y兲典 苷 i⫹ j
⭸x ⭸y
PLE 3 If f 共x, y兲 苷 sin x ⫹ e x y, then
ⵜ f 共x, y兲 苷 具 fx , fy 典 苷 具 cos x ⫹ ye x y, xe x y 典
ⵜf 共0, 1兲 苷 具 2, 0典
h this notation for the gradient vector, we can rewrite Equation 7 f
ive of a differentiable function as
ATTENTION! If the direction is given by a vector a of any length ( 0), then
Directional Derivative- Example3
df 1
(5*) Da f a • grad f.
ds ƒaƒ
LE 1 Gradient. Directional Derivative
Find the directional derivative of f (x, y, z) 2x 2 3y 2 z 2 at P: (2, 1, 3) in the direction of a [1, 0, 2].
Solution. grad f [4x, 6y, 2z] gives at P the vector grad f (P) [8, 6, 6]. From this and (5*) we obtain,
since ƒ a ƒ 15,
1 1 4
Da f (P) [1, 0, 2] • [8, 6, 6] (8 0 12) 1.789.
15 15 15
The minus sign indicates that at P the function f is decreasing in the direction of a. 䊏
Chain Rule- Example4
If w = x 2 − y 2 and polar coordinates r , θ defined as x = r cos θ,
y = r sin θ. Calculate ∂w ∂w
∂r and ∂θ .
∂w ∂w dx ∂w dy
= · + · .
∂r ∂x dr ∂y dr
∂w ∂w dx ∂w dy
= · + · .
∂θ ∂x dθ ∂y dθ
∂w
= 2x cos θ − 2y sin θ = 2r cos2 θ − 2r sin2 θ = 2r cos 2θ.
∂r
Similarly,
∂w
= 2x(−r sin θ) − 2y (r cos θ) = −2r 2 cos θ sin θ − 2r 2 sin θ cos θ
∂θ
= 2r 2 sin 2θ.
Hessian Matrix- Example5
Let f (x, y ) = x 2 + 4xy + 4y 2 . Determine whether the Hessian
matrix is positive definite.
fx = 2x + 4y
fy = 4x + 8y
fxx = 2, fxy = fyx = 4, fyy = 8
The Hessian matrix H is:
2 4
H=
4 8
Hessian Matrix- Example5 (contd.)
- The first principal minor is H11 = 2, which is positive. - The
determinant of H is:
det(H) = (2)(8) − (4)(4) = 16 − 16 = 0
Since the determinant is zero, H is not positive definite.
Jacobian- Example6
2
x +y
Let F⃗ (x, y ) = . Compute the Jacobian matrix J of
sin(xy )
F⃗ (x, y ).
∂F1 ∂ 2
= (x + y ) = 2x
∂x ∂x
∂F1 ∂ 2
= (x + y ) = 1
∂y ∂y
∂F2 ∂
= (sin(xy )) = y cos(xy )
∂x ∂x
∂F2 ∂
= (sin(xy )) = x cos(xy )
∂y ∂y
Jacobian- Example6 (contd.)
The Jacobian matrix J of F⃗ (x, y ) is:
" #
∂F1 ∂F1
∂x ∂y 2x 1
J = ∂F2 ∂F2 =
∂x ∂y
y cos(xy ) x cos(xy )
Function- Example7
Domain of a Function- Example8
Invertible Function- Example9
Invertible Function- Example9 (contd.)
Vector Gradient- Example10
3 x
Let a = and x = 1 . Compute ∇x (aT x) to verify that
−2 x2
∇x (aT x) = a.
aT x = 3x1 − 2x2
∂
(3x1 − 2x2 ) = 3
∂x1
∂
(3x1 − 2x2 ) = −2
∂x2
T 3
∇x (a x) = =a
−2
Gradient of a Function in Norm Form- Example11
Let f (x) = ∥x − b∥2 , where b is a constant vector and ∥ · ∥
denotes the Euclidean norm. Find ∇x f (x).
f (x) = (x − b)T (x − b)
f (x) = x T x − 2x T b + b T b
∇x f (x) = ∇x (x T x − 2x T b + b T b)
Since ∇x (x T x) = 2x and ∇x (−2x T b) = −2b, we have:
∇x f (x) = 2x − 2b
Gradient with a Symmetric Matrix- Example12
Let f (x) = x T Ax, where A is a symmetric n × n matrix. Find
∇x f (x) and simplify the result.
Since A is symmetric, we know that A = AT .
From the general result ∇x (x T Ax) = (A + AT )x, we have:
∇x f (x) = (A + AT )x = 2Ax
Thus, when A is symmetric, ∇x (x T Ax) = 2Ax.
Thank You
Contact: indujoshi@[Link]