| 정확한 표기 | 의미 |
---|
Derivative | derivative of f with respect to x | the slope of f at x |
Partial derivative | partial derivative of f=[f1,…,fm], ∂xj∂fi | the slope of fi at xj |
Gradient | gradient of f at x | a vector(or matrix, if f is multivariate) whose components are the partial derivatives of f at x |
Directional derivative | directional derivative of f with respect to x, in the direction of u | the slope of f at x in the direction of u |
- f(x)=2x2+5xy+3y3+yz+z2, where x=(x,y,z)을 예시로 위의 개념을 계산해보면,
-이 경우, f:R3→R 임을 주의하라!
| Dim | 계산 결과 |
---|
Derivative | R→R | fx′=4x+5y, fy′=5x+9y2+z, fz′=y+2z |
Partial derivative | R3→R | ∂x∂fx=4x+5y, ∂y∂fy=5x+9y2+z, ∂z∂fz=y+2z |
Gradient | R3→R3 | [∂x∂fx,∂y∂fy,∂z∂fz]=[4x+5y,5x+9y2+z,y+2z] |
Directional derivative | R3→R | in the direction of [0,1,0]=(gradinet of f)⊤[0,1,0]=5x+9y2+z |
Derivative
-f:R→R
-derivative of f with respect to x
ϕ(x)=t→xlimt−xf(t)−f(x)
provided this limit exists.
Partial derivative
-f: an open set E⊂Rn→Rm
-{e1,e2,…,en} : the standard basis of Rn
-{u1,u2,…,um} : the standard basis of Rm
-the component of f are the real functions f1,f2,…,fm where fi:Rn→R
(Djfi)(x)=t→0limtfi(x+tej)−fi(x)
-Writing fi(x1,…,xn) in place of fi(x), we can see that Djfi is the derivative of fi with respect to xj, keeping the other variables fixed.
-Djfi is called a partial derivative.
-The other notation is
∂xj∂fi
Gradient
-f:Rn→R
-{e1,e2,…,en} : standard basis of Rn
-gradient of f at x
(∇f)(x)=i=1∑n(Dif)(x)ei
-이를 다시 풀어 적으면 아래와 같다.
[D1f1(x),D2f2(x),⋮Dnfn(x)]
Directional derivative
-directional derivative of f at x, in the direction of the unit vector u
t→0limtf(x+tu)−f(x)=(∇f)(x)⋅u
-can be denoted by Duf(x)
[Reference]
-PMA (Derivative in p.104, Partial derivative in p.215, Gradient in p.217, Directional derivative in p.218)