[Math] Derivative(partial, directional), Gradient 차이점

이향기·2021년 9월 6일
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정확한 표기의미
Derivativederivative of ff with respect to xxthe slope of ff at xx
Partial derivativepartial derivative of f=[f1,,fm]\mathsf{f}=[f_1,\dots,f_m], fixj\frac{\partial f_i}{\partial x_j}the slope of fif_i at xjx_j
Gradientgradient of ff at x\bold{x}a vector(or matrix, if ff is multivariate) whose components are the partial derivatives of ff at x\bold{x}
Directional derivativedirectional derivative of ff with respect to x\bold{x}, in the direction of u\bold{u}the slope of ff at x\bold{x} in the direction of u\bold{u}
  • f(x)=2x2+5xy+3y3+yz+z2f(\bold{x}) = 2x^2+5xy+3y^3+yz+z^2, where x=(x,y,z)\bold{x}=(x,y,z)을 예시로 위의 개념을 계산해보면,
    -이 경우, f:R3Rf:\reals^3\to\reals 임을 주의하라!
Dim계산 결과
DerivativeRR\reals\to\realsfx=4x+5yf_x'=4x+5y, fy=5x+9y2+zf_y'=5x+9y^2+z, fz=y+2zf_z'=y+2z
Partial derivativeR3R\reals^3\to\realsfxx=4x+5y\frac{\partial f_x}{\partial x}=4x+5y, fyy=5x+9y2+z\frac{\partial f_y}{\partial y}=5x+9y^2+z, fzz=y+2z\frac{\partial f_z}{\partial z}=y+2z
GradientR3R3\reals^3\to\reals^3[fxx,fyy,fzz]=[4x+5y,5x+9y2+z,y+2z][\frac{\partial f_x}{\partial x},\frac{\partial f_y}{\partial y},\frac{\partial f_z}{\partial z}]=[4x+5y, 5x+9y^2+z, y+2z]
Directional derivativeR3R\reals^3\to\realsin the direction of [0,1,0]=(gradinet of f)[0,1,0]=5x+9y2+z[0, 1, 0]=\\(\text{gradinet of }f)^\top[0,1,0]=5x+9y^2+z

Derivative

-f:RRf:\reals^ \to \reals
-derivative of ff with respect to xx

ϕ(x)=limtxf(t)f(x)tx\phi(x)=\lim_{t\to x}\frac{f(t)-f(x)}{t-x}

provided this limit exists.

Partial derivative

-f:\mathsf{f}: an open set ERnRmE \subset \reals^n \to \reals^m
-{e1,e2,,en}\{\bold{e}_1,\bold{e}_2,\dots,\bold{e}_n\} : the standard basis of Rn\reals^n
-{u1,u2,,um}\{\bold{u}_1,\bold{u}_2,\dots,\bold{u}_m\} : the standard basis of Rm\reals^m
-the component of f\mathsf{f} are the real functions f1,f2,,fmf_1, f_2, \dots, f_m where fi:RnRf_i:\reals^n \to \reals

(Djfi)(x)=limt0fi(x+tej)fi(x)t(D_jf_i)(\bold{x}) = \lim_{t\to 0}\frac{f_i(\bold{x}+te_j) - f_i(\bold{x})}{t}

-Writing fi(x1,,xn)f_i(x_1,\dots,x_n) in place of fi(x)f_i(\bold{x}), we can see that DjfiD_jf_i is the derivative of fif_i with respect to xjx_j, keeping the other variables fixed.
-DjfiD_jf_i is called a partial derivative.

-The other notation is

fixj\frac{\partial f_i}{\partial x_j}

Gradient

-f:RnRf:\reals^n\to\reals
-{e1,e2,,en}\{\bold{e}_1,\bold{e}_2,\dots,\bold{e}_n\} : standard basis of Rn\reals^n
-gradient of ff at x\bold{x}

(f)(x)=i=1n(Dif)(x)ei(\nabla f)(\bold{x}) = \sum_{i=1}^{n}(D_i f)(\bold{x}) e_i

-이를 다시 풀어 적으면 아래와 같다.

[D1f1(x),D2f2(x),Dnfn(x)][D_1f_1(x), \\ D_2f_2(x), \\ \vdots \\ D_nf_n(x)]

Directional derivative

-directional derivative of ff at x\bold{x}, in the direction of the unit vector u\bold{u}

limt0f(x+tu)f(x)t=(f)(x)u\lim_{t\to 0}\frac{f(\bold{x}+t\bold{u}) - f(\bold{x})}{t} = (\nabla f)(\bold{x})\cdot \bold{u}

-can be denoted by Duf(x)D_{\bold{u}}f(\bold{x})

[Reference]

-PMA (Derivative in p.104, Partial derivative in p.215, Gradient in p.217, Directional derivative in p.218)

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