Physlib

Physlib.Mathematics.Calculus.Wirtinger.Basic

Wirtinger calculus

Notation

* The differentiation direction is a *subscript*: `∂_v f` and `∂̄_v f` are the holomorphic and anti-holomorphic Wirtinger derivatives of `f` in direction `v`, splitting the total real derivative `d_v f` (straight `d` for the total, `∂`/`∂̄` for the parts). For iterated derivatives (§I) the operators compose, `∂_v ∂̄_w f`. * A `/∂` fraction differentiates with respect to a *variable*, not a direction: a real coordinate `∂f/∂x`, or the argument of a one-variable function in the chain rule, `∂g/∂f`, `∂g/∂f̄` (outer `g : ℂ → ℂ`, inner `f : V → ℂ`). * `f̄` is the pointwise conjugate `p ↦ conj (f p)`.

* `v`, `w` are directions in `V`. * `u : V` is the *fixed* base point a derivative is evaluated at — the implicit point in the subscript notation. * `p : V` is the *bound* base-point variable when a derivative is repackaged as a function of position: the inner field of an iterated operator (`fun p => dWirtingerAntiDir f w p`, §I), or the composite in the chain rule (`fun p => g (f p)`, §D).

Base points (`u`, `p`) and directions (`v`, `w`) all live in `V`: a vector space is its own tangent space, so a displacement from a point is again an element of `V` (`u + t·v`).

i. Overview

This module is the **foundation** of physlib's Wirtinger calculus. It defines the **directional Wirtinger derivatives** of `f : V → ℂ` on a complex vector space `V`, along a direction `v : V` (a complex number when `V = ℂ`, a vector in general):

`∂_v f = (1/2)(d_v f − i·d_{i·v} f)` (`dWirtingerDir`) `∂̄_v f = (1/2)(d_v f + i·d_{i·v} f)` (`dWirtingerAntiDir`)

Here `d_v f = fderiv ℝ f u v` is the real Fréchet derivative along `v`, the limit `lim_{t→0} (f(u + t·v) − f(u)) / t` over real `t`; so "real" names the scalar `t`, not the direction `v`, and over all `v` these limits form the `ℝ`-linear map `fderiv ℝ f u : V → ℂ`. The second direction `i·v` is `v` turned 90° by the complex structure on `V`, so `(v, i·v)` is an orthogonal frame in `v`'s own (arbitrary) direction, a rotated and rescaled copy of the axes `(1, i)`. For `V = ℂ` one may take `v = 1`, giving `d_v f = ∂f/∂x` and `d_{i·v} f = ∂f/∂y`; writing `z = x + i y` and `z̄ = x − i y`, the formulas recover the classical `∂f/∂z = (1/2)(∂_x − i ∂_y)f` and `∂f/∂z̄ = (1/2)(∂_x + i ∂_y)f`.

The two operators measure the failure of `ℂ`-linearity. The real derivative always commutes with real scaling and addition; `ℂ`-linearity asks in addition that it commute with `i`, that is `d_{i·v} f = i·d_v f`. The gap `d_{i·v} f − i·d_v f` to that condition is exactly `−2i·∂̄_v f`, so `∂̄_v f` is the obstruction to `ℂ`-linearity and vanishes precisely when `f` is holomorphic. Equivalently, the operators split the real derivative into its holomorphic and anti-holomorphic parts, the directional form of the Dolbeault decomposition `d = ∂ + ∂̄`, which sum back to

`d_v f = ∂_v f + ∂̄_v f`.

This is the coordinate-free form of treating `z` and `z̄` as independent (the `V = ℂ` case above). When `f` is holomorphic the anti-holomorphic half vanishes and `∂_v f` is the ordinary complex derivative (§F). Everything rests on `fderiv ℝ`, with no lower Wirtinger layer.

On these operators the module builds the **full directional calculus**:

* real-linearity, the Leibniz rule, and the finite-sum rule (§B); * the inner-field conjugation lemmas, swapping the two operators (§C); * the two-term Wirtinger chain rule for an outer `g : ℂ → ℂ` (§D); * domain conjugation: precomposing with a conjugate-linear map swaps the two operators (§E); * the holomorphic / anti-holomorphic collapse, keyed on `ℂ`-linearity or conjugate-linearity of the real derivative along `v` (§F); * differentiability and locality of the operators on a `C²` field (§H).

The capstone (§I) is **Schwarz's theorem** in Wirtinger form. On a `C²` field the holomorphic and anti-holomorphic derivatives in any two directions commute:

`∂_v ∂̄_w f = ∂̄_w ∂_v f` (`dWirtingerDir_dWirtingerAntiDir_comm`)

It is no new analytic fact: it reduces to the symmetry of the second real Fréchet derivative (`ContDiffAt.isSymmSndFDerivAt`), carried out via the `weightedDirDeriv` bridge of §G.

ii. Key results

- `Physlib.Wirtinger.dWirtingerDir` / `dWirtingerAntiDir` : directional Wirtinger derivatives of `f : V → ℂ` along `v`. - `Physlib.Wirtinger.dWirtingerDir_add` / `dWirtingerDir_smul` / `dWirtingerDir_mul` / `dWirtingerDir_fun_sum` : real-linearity, the Leibniz rule, and the finite-sum rule (each with an anti-holomorphic dual). - `Physlib.Wirtinger.dWirtingerDir_star_comp` / `dWirtingerAntiDir_star_comp` : conjugating the inner field swaps the holomorphic and anti-holomorphic operators. - `Physlib.Wirtinger.dWirtingerDir_comp` / `dWirtingerAntiDir_comp` : the two-term Wirtinger chain rule for an outer `g : ℂ → ℂ`. - `Physlib.Wirtinger.dWirtingerDir_comp_conjLinear` / `dWirtingerAntiDir_comp_conjLinear` : precomposing with a conjugate-`ℂ`-linear map swaps the two operators (with the base point and direction transported through the map). - `Physlib.Wirtinger.dWirtingerDir_eq_of_clinear` / `dWirtingerAntiDir_eq_zero_of_clinear` : the holomorphic collapse, keyed on `ℂ`-linearity of the real derivative along the direction (each with a conjugate-`ℂ`-linear dual). - `Physlib.Wirtinger.differentiableAt_dWirtingerDir` / `differentiableAt_dWirtingerAntiDir` : the directional derivative of a `C²` field is itself real-differentiable. - `Physlib.Wirtinger.dWirtingerDir_congr_of_eventuallyEq` / `dWirtingerAntiDir_congr_of_eventuallyEq` : the directional derivative depends only on the field near the point. - `Physlib.Wirtinger.dWirtingerDir_dWirtingerAntiDir_comm` : Schwarz's theorem, `∂_v ∂̄_w f = ∂̄_w ∂_v f` for a `C²` `f`. - `Physlib.Wirtinger.realLinear_apply_eq_wirtinger` : the real-linear Wirtinger split `L w = a·w + b·star w` of any `L : ℂ →L[ℝ] ℂ`, the algebraic input to the chain rule (§D). - `Physlib.Wirtinger.fderiv_star_eq` : the real derivative of a pointwise conjugate `p ↦ star (f p)` is `conjCLE` composed with `fderiv ℝ f`, the analytic input to the conjugation lemmas (§C).

iii. Table of contents

  • A. The directional Wirtinger operators
  • B. Real-linearity and the Leibniz rule
  • C. Conjugation
  • D. The Wirtinger chain rule
  • E. Domain conjugation
  • F. The holomorphic collapse
  • G. The second-derivative bridge
  • H. Differentiability and locality
  • I. Schwarz's theorem

iv. References

- Kreutz-Delgado, *The Complex Gradient Operator and the CR-Calculus*, arXiv:0906.4835 — directional/multivariable formulation and two-term chain rule (§D); second-order theory behind §G–I. - Mortini & Rupp, *The Clairaut–Schwarz Theorem for Mixed Wirtinger Derivatives*, Bull. Iranian Math. Soc. 48 (2022), 2643–2647 — the mixed holomorphic/anti-holomorphic symmetry of §I under the same `C²` hypothesis, with the same reduction to real Schwarz used here. - Koor, Qiu, Kwek & Rebentrost, *A short tutorial on Wirtinger Calculus with applications in quantum information*, arXiv:2312.04858 — companion exposition of the scalar single/multivariable calculus and sign conventions. - *Complex differential form*, Wikipedia (section "The Dolbeault operators") — the `d = ∂ + ∂̄` splitting and the `∂`/`∂̄` notation this module's operators are named after.

A. The directional Wirtinger operators

The two directional operators repackage the real Fréchet derivative of `f` along `v` and `i·v` into a holomorphic part `∂_v f` and an anti-holomorphic part `∂̄_v f`, the combinations `(1/2)(d_v f ∓ i·d_{i·v} f)`. Both share one shape, `weightedDirDeriv`, the base-point field `p ↦ (1/2)(d_{b₁} f + c·d_{b₂} f)`, and are its two specializations at `c = ∓i`, `(b₁, b₂) = (v, i·v)`. Defining the operators through it makes their second derivative — the engine of Schwarz's theorem (§G, §I) — a single bridge lemma. Both are `ℂ`-valued and depend on the base point `u`.

B. Real-linearity and the Leibniz rule

The directional operators are built from `fderiv ℝ`, so they inherit its vanishing on constants, additivity, negation, complex-scalar compatibility, the finite-sum rule, and — through the Fréchet product rule — a Wirtinger Leibniz rule.

C. Conjugation

Conjugating the inner field `f` swaps the two operators, up to an outer conjugation on the value (`fderiv_star_eq`):

`∂_v f̄ = conj (∂̄_v f)`, `∂̄_v f̄ = conj (∂_v f)`.

Each operator applied to the conjugate field `f̄` returns the *other* operator on `f`, conjugated — the bar exchanges holomorphic and anti-holomorphic dependence. Concretely, on `V = ℂ` take the holomorphic `f(z) = z`, with `∂_z z = 1`, `∂̄_z z = 0`:

* `∂_v f̄ = conj (∂̄_v f)` reads `∂_z z̄ = conj 0 = 0` — the conjugate `z̄` has no holomorphic part; * the dual `∂̄_v f̄ = conj (∂_v f)` reads `∂̄_z z̄ = conj 1 = 1` — all of `z̄`'s dependence sits in the anti-holomorphic operator.

The chain rule of §D builds on these to handle a conjugated inner argument.

D. The Wirtinger chain rule

Composing with an outer `g : ℂ → ℂ` gives a **two-term** chain rule:

`∂_v(g∘f) = (∂g/∂f)·∂_v f + (∂g/∂f̄)·∂_v f̄`.

A non-holomorphic `g` depends on both its argument and its conjugate, so both channels contribute: the holomorphic `∂g/∂f` and the anti-holomorphic `∂g/∂f̄`, each times the matching inner derivative — two terms where the complex-analytic rule has one. The two coefficients come from `realLinear_apply_eq_wirtinger`: every `ℝ`-linear `L : ℂ → ℂ` splits as `L w = a·w + b·conj w`, and on the outer real derivative `L = fderiv ℝ g (f u)` that gives `a = ∂g/∂f`, `b = ∂g/∂f̄`. The proof applies this split to the outer factor and reuses the §C conjugation lemmas for the `∂_v f̄` term.

E. Domain conjugation

The goal is to differentiate anti-holomorphic functions: a holomorphic `g` precomposed with conjugation of its input (the scalar case is `g(z̄)`, but the input is a general vector). So this section conjugates a function's *input*: precomposing `g` with a domain map `L : V → V'` (forming `g ∘ L`) swaps the two operators, whereas §C conjugated the output. The map `L` is **conjugate-`ℂ`-linear**: real-linear and continuous, but anti-commuting with `i`:

`L (i · x) = −(i · L x)`,

the abstract form of `conj (i·x) = −i · conj x`. That sign flip swaps the two operators: in the holomorphic combination `(1/2)(d_v f − i·d_{i·v} f)` the `d_{i·v} f` term picks up the minus from `L`, turning it anti-holomorphic. So precomposition `g ∘ L` swaps `∂ ↔ ∂̄`, with `g`'s derivative taken at the mapped point `L u` in the mapped direction `L v`:

`∂_v(g ∘ L)` at `u` = `∂̄_{L v} g` at `L u` `∂̄_v(g ∘ L)` at `u` = `∂_{L v} g` at `L u`

(`dWirtingerDir_comp_conjLinear` and its dual `dWirtingerAntiDir_comp_conjLinear`).

Concretely on `ℂ`, let `L : z ↦ z̄` and `g(z) = log(z)`, so `g ∘ L` is `z ↦ log(z̄)`. The theorem computes this composite's derivatives from the known derivative of `log`, swapping the operator. Its anti-holomorphic derivative is `log`'s ordinary derivative `1/z` at the mapped point `z̄`:

`∂̄_z log(z̄) = 1/z̄`,

while its holomorphic derivative vanishes, `∂_z log(z̄) = 0`, because `log` is holomorphic. So `log(z̄)` is purely anti-holomorphic, with its dependence carried by `∂̄`.

So precomposing with conjugation turns `∂` into `∂̄` and vice versa: a holomorphic `g(z̄)` has zero holomorphic derivative, and its anti-holomorphic derivative is just `g`'s ordinary complex derivative (§F, and the example above). The proof uses only `L`'s anti-commutation with `i`, so it holds over any complex `V`, `V'`.

F. The holomorphic collapse

The two-operator split collapses to one exactly when `f` is holomorphic along `v`, i.e. its real derivative is `ℂ`-linear there (`d_{i·v} f = i·d_v f`, the Cauchy–Riemann condition): then `∂_v f` is the full real derivative `d_v f` and `∂̄_v f` vanishes. Dually, a conjugate-`ℂ`-linear derivative makes `∂_v f` vanish and `∂̄_v f` the full derivative.

The lemmas take this `ℂ`-linearity condition directly as hypothesis, not holomorphy itself. The reason is a clean division of labor.

**The domain-general collapse.** Given the identity `d_{i·v} f = i·d_v f`, the collapse is pure algebra: unfold `∂_v f = (1/2)(d_v f − i·d_{i·v} f)`, substitute the identity, and `∂_v f` reduces to `d_v f` while `∂̄_v f` cancels to `0`. No property of the domain `V` enters, so a single proof covers every complex `V`.

**The domain-specific bridge.** Holomorphy is stated through the complex derivative `fderiv ℂ`, but the collapse is about the real derivative `fderiv ℝ`; the implication `f` holomorphic ⟹ `d_{i·v} f = i·d_v f` is the bridge between them. Relating the two derivatives is domain-specific, so each consumer establishes the bridge in its own setting, then applies the domain-general lemma above.

G. The second-derivative bridge

Schwarz's theorem (§I) commutes two Wirtinger operators, so it differentiates a directional Wirtinger derivative a *second* time. This section bridges that second derivative to the second real Fréchet derivative `fderiv ℝ (fderiv ℝ f) u`, where mixed partials are already symmetric.

Each directional operator is, definitionally, a combination `(1/2)(d_{b₁} f + c·d_{b₂} f)` of the real derivative along two directions (`c = −i` holomorphic with `b₂ = i·b₁`, `c = +i` anti-holomorphic). `weightedDirDeriv` records this as a function of the base point, with `b₁`, `b₂` left free: the directions stay fixed while the point `p` varies, turning the one-point derivative into a field `V → ℂ` that can itself be differentiated. Differentiating it once more sends each first derivative to `fderiv ℝ (fderiv ℝ f) u` on two slots.

The two inner directions `b₁`, `b₂` are intrinsic: they are the pair a Wirtinger derivative already combines (`v` and `i·v`). The second differentiation, by contrast, is an ordinary Fréchet derivative along one new direction `a`, so the bridge lands directly on the plain second derivative `fderiv ℝ (fderiv ℝ f) u` in the outer slot `a` and inner slot `b₁`/`b₂`, whose slot symmetry (`ContDiffAt.isSymmSndFDerivAt`) drives Schwarz. The *outer* Wirtinger combination is rebuilt afterward by instantiating `a` at `v` and `i·v`.

Because `weightedDirDeriv` and its bridge `fderiv_weightedDirDeriv` are generic in `c`, `b₁`, `b₂`, one lemma serves every second-order pairing. The four combinations (holomorphic or anti-holomorphic, twice) differ only in their coefficients and all reduce to `fderiv ℝ (fderiv ℝ f) u` on the directions `v`, `i·v`, `w`, `i·w`. §I discharges the mixed pairing that Kähler geometry needs; the others follow from the same bridge with a different `(c, b₁, b₂)`, then `ContDiffAt.isSymmSndFDerivAt` and `ring`.

The operators are already `weightedDirDeriv` by definition (§A); this section differentiates that shared field a second time.

**Structure.**

* `hasFDerivAt_fderiv_apply`, `hasFDerivAt_weightedDirDeriv` : the evaluation field `p ↦ d_b f`, and hence `weightedDirDeriv`, is differentiable wherever `fderiv ℝ f` is. * `fderiv_weightedDirDeriv` : the bridge, sending a derivative of `weightedDirDeriv` along a direction `a` to the second Fréchet derivative `fderiv ℝ (fderiv ℝ f) u` in the two slots. * `dWirtingerDir_eq_weightedDirDeriv`, `dWirtingerAntiDir_eq_weightedDirDeriv` : the operators `∂_v f`, `∂̄_v f` are `weightedDirDeriv` at `(c, b₁, b₂) = (−i, v, i·v)` and `(i, w, i·w)`. * `fderiv_dWirtingerDir`, `fderiv_dWirtingerAntiDir` : specialize the bridge, so a second derivative of `∂_v f`, `∂̄_v f` lands on `fderiv ℝ (fderiv ℝ f) u` in the two slots.

H. Differentiability and locality

Schwarz (§I) and the coordinate layer treat a directional derivative as a field in the base point `p`, and need two regularity facts about it. Both are public packagings of §G, consumed in `Coordinate.lean`.

**Differentiability.** On a `C²` field the directional derivative `p ↦ ∂_v f` is itself real-differentiable (`differentiableAt_dWirtingerDir`): by §G it is a `weightedDirDeriv`, and `fderiv ℝ f` is differentiable for a `C²` `f`. Without this a Wirtinger derivative could not be differentiated a second time, as Schwarz (§I) does.

**Locality.** The value `∂_v f` at `u` depends only on how `f` behaves near `u`, inherited from `fderiv ℝ f u`: the operator is built from it, and a Fréchet derivative is fixed by `f` on an arbitrarily small neighbourhood. So if `f₁` and `f₂` coincide on some neighbourhood of `u` (in Lean `f₁ =ᶠ[nhds u] f₂`, where `=ᶠ` is equality on a filter-large set and `[nhds u]` is the neighbourhood filter of `u`) they have the same directional derivative at `u` (`dWirtingerDir_congr_of_eventuallyEq`). This is what makes the operators usable on functions regular only on a restricted domain (the Kähler potentials, defined on a slit domain rather than all of `V`): the derivative at `u` needs only `f` near `u`, so a consumer may swap `f` for a locally-equal representative and rely on the local `C²`/holomorphy hypotheses (`ContDiffAt`, `DifferentiableAt`), which likewise depend only on `f` near `u`: their `...At` form asks for regularity only on a neighbourhood of `u`, which a restricted-domain function has at each point of its domain.

I. Schwarz's theorem

37 declarations

definition

Weighted directional derivative field p↦12(db1f(p)+c⋅db2f(p))p \mapsto \frac{1}{2} (d_{b_1} f(p) + c \cdot d_{b_2} f(p))

Given a function f:V→Cf: V \to \mathbb{C} defined on a complex vector space VV, a complex weight c∈Cc \in \mathbb{C}, and two directions b1,b2∈Vb_1, b_2 \in V, this definition is the function mapping a base point p∈Vp \in V to the weighted combination of real Fréchet derivatives: p↦12(db1f(p)+c⋅db2f(p)) p \mapsto \frac{1}{2} (d_{b_1} f(p) + c \cdot d_{b_2} f(p)) where dvf(p)d_v f(p) denotes the real Fréchet derivative of ff at the point pp in the direction vv.

definition

Holomorphic directional Wirtinger derivative ∂vf\partial_v f

Given a function f:V→Cf: V \to \mathbb{C} defined on a complex vector space VV, a direction vector v∈Vv \in V, and a base point u∈Vu \in V, the **holomorphic directional Wirtinger derivative** ∂vf(u)\partial_v f(u) is defined as: ∂vf(u)=12(dvf(u)−i⋅di⋅vf(u))\partial_v f(u) = \frac{1}{2} \left( d_v f(u) - i \cdot d_{i \cdot v} f(u) \right) where dvf(u)d_v f(u) denotes the real Fréchet derivative of ff at the point uu in the direction vv, and i⋅vi \cdot v is the direction vv transformed by the complex structure of VV. This corresponds to the weighted directional derivative field with weight c=−ic = -i and directions b1=v,b2=i⋅vb_1 = v, b_2 = i \cdot v.

definition

Anti-holomorphic directional Wirtinger derivative ∂ˉvf\bar{\partial}_v f

For a function f:V→Cf: V \to \mathbb{C} defined on a complex vector space VV, the anti-holomorphic directional Wirtinger derivative at a base point u∈Vu \in V along a direction v∈Vv \in V is defined as: ∂ˉvf(u)=12(dvf(u)+idivf(u))\bar{\partial}_v f(u) = \frac{1}{2} (d_v f(u) + i d_{iv} f(u)) where dvf(u)d_v f(u) (also denoted as fderivRfuvfderiv \mathbb{R} f u v) represents the real Fréchet derivative of ff at the point uu in the direction vv.

theorem

∂vg=12(dvg−idivg)\partial_v g = \frac{1}{2} (d_v g - i d_{iv} g)

For a function g:V→Cg : V \to \mathbb{C} defined on a complex vector space VV, the holomorphic directional Wirtinger derivative ∂vg\partial_v g at a base point u∈Vu \in V along a direction v∈Vv \in V is given by: ∂vg(u)=12(dvg(u)−i⋅divg(u))\partial_v g(u) = \frac{1}{2} (d_v g(u) - i \cdot d_{iv} g(u)) where dvg(u)d_v g(u) denotes the real Fréchet derivative of gg at uu in the direction vv, and ivi v is the direction vv transformed by the complex structure of VV.

theorem

∂ˉvg=12(dvg+idivg)\bar{\partial}_v g = \frac{1}{2} (d_v g + i d_{iv} g)

For a function g:V→Cg: V \to \mathbb{C} defined on a complex vector space VV, the anti-holomorphic directional Wirtinger derivative ∂ˉvg\bar{\partial}_v g at a base point u∈Vu \in V along a direction v∈Vv \in V is given by the formula: ∂ˉvg(u)=12(dvg(u)+idivg(u))\bar{\partial}_v g(u) = \frac{1}{2} \left( d_v g(u) + i d_{iv} g(u) \right) where dvg(u)d_v g(u) (the real Fréchet derivative fderivRguvfderiv \mathbb{R} g u v) denotes the derivative of gg at the point uu in the direction vv, and iviv is the direction vv transformed by the complex structure of VV.

theorem

∂vc=0\partial_v c = 0

Let VV be a complex vector space. For any constant c∈Cc \in \mathbb{C}, the holomorphic directional Wirtinger derivative ∂v\partial_v of the constant function p↦cp \mapsto c at a point u∈Vu \in V along a direction v∈Vv \in V is zero: ∂vc=0\partial_v c = 0 This property follows from the fact that the real Fréchet derivative of a constant function is zero in any direction.

theorem

∂ˉvc=0\bar{\partial}_v c = 0

For any constant c∈Cc \in \mathbb{C} and any vectors v,u∈Vv, u \in V in a complex vector space VV, the anti-holomorphic directional Wirtinger derivative of the constant function f(p)=cf(p) = c at the base point uu along the direction vv is zero: ∂ˉvc=0\bar{\partial}_v c = 0

theorem

∂v(−g)=−∂vg\partial_v (-g) = -\partial_v g

Let VV be a complex vector space. For any function g:V→Cg: V \to \mathbb{C}, any direction vector v∈Vv \in V, and any base point u∈Vu \in V, the holomorphic directional Wirtinger derivative ∂v\partial_v of the negated function −g-g is the negation of the derivative of gg: ∂v(−g)(u)=−∂vg(u)\partial_v (-g)(u) = -\partial_v g(u) This property holds without requiring gg to be differentiable, as it inherits the linearity of the underlying real Fréchet derivative.

theorem

∂ˉv(−g)=−∂ˉvg\bar{\partial}_v (-g) = -\bar{\partial}_v g

For any function g:V→Cg: V \to \mathbb{C} and any vectors v,u∈Vv, u \in V, the anti-holomorphic directional Wirtinger derivative of the negated function −g-g at the base point uu along the direction vv satisfies ∂ˉv(−g)(u)=−∂ˉvg(u)\bar{\partial}_v (-g)(u) = -\bar{\partial}_v g(u)

theorem

∂v(g+h)=∂vg+∂vh\partial_v(g + h) = \partial_v g + \partial_v h

Let VV be a complex vector space, u,v∈Vu, v \in V be a base point and a direction vector, and g,h:V→Cg, h: V \to \mathbb{C} be functions. If gg and hh are real-differentiable at uu, then the holomorphic directional Wirtinger derivative of their sum satisfies: ∂v(g+h)(u)=∂vg(u)+∂vh(u)\partial_v (g + h)(u) = \partial_v g(u) + \partial_v h(u)

theorem

∂ˉv(g+h)=∂ˉvg+∂ˉvh\bar{\partial}_v (g + h) = \bar{\partial}_v g + \bar{\partial}_v h

Let VV be a complex vector space, and let g,h:V→Cg, h: V \to \mathbb{C} be functions that are real-differentiable at a base point u∈Vu \in V. For any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative ∂ˉv\bar{\partial}_v is additive: ∂ˉv(g+h)(u)=∂ˉvg(u)+∂ˉvh(u)\bar{\partial}_v (g + h)(u) = \bar{\partial}_v g(u) + \bar{\partial}_v h(u) where (g+h)(g+h) denotes the pointwise sum of the functions.

theorem

∂v(c⋅g)=c⋅∂vg\partial_v (c \cdot g) = c \cdot \partial_v g

Let VV be a complex vector space, u,v∈Vu, v \in V be a base point and a direction vector, and c∈Cc \in \mathbb{C} be a complex scalar. If g:V→Cg: V \to \mathbb{C} is a function that is real-differentiable at uu, then the holomorphic directional Wirtinger derivative of the scalar product c⋅gc \cdot g satisfies: ∂v(c⋅g)(u)=c⋅∂vg(u)\partial_v (c \cdot g)(u) = c \cdot \partial_v g(u)

theorem

∂ˉv(c⋅g)=c∂ˉvg\bar{\partial}_v (c \cdot g) = c \bar{\partial}_v g

Let VV be a complex vector space and g:V→Cg: V \to \mathbb{C} be a function. If gg is real-differentiable at a point u∈Vu \in V, then for any complex scalar c∈Cc \in \mathbb{C} and any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative ∂ˉv\bar{\partial}_v satisfies: ∂ˉv(c⋅g)(u)=c⋅∂ˉvg(u)\bar{\partial}_v (c \cdot g)(u) = c \cdot \bar{\partial}_v g(u) where (c⋅g)(c \cdot g) is the function defined by (c⋅g)(p)=c⋅g(p)(c \cdot g)(p) = c \cdot g(p).

theorem

Leibniz Rule for the Holomorphic Directional Wirtinger Derivative ∂v(g⋅h)=(∂vg)h+g(∂vh)\partial_v(g \cdot h) = (\partial_v g) h + g (\partial_v h)

Let VV be a complex vector space and u,v∈Vu, v \in V be a base point and a direction vector, respectively. If the functions g,h:V→Cg, h : V \to \mathbb{C} are real-differentiable at uu, then the holomorphic directional Wirtinger derivative of their product g⋅hg \cdot h satisfies the Leibniz rule: ∂v(g⋅h)(u)=∂vg(u)⋅h(u)+g(u)⋅∂vh(u)\partial_v (g \cdot h)(u) = \partial_v g(u) \cdot h(u) + g(u) \cdot \partial_v h(u) where ∂v\partial_v denotes the holomorphic directional Wirtinger derivative `dWirtingerDir`.

theorem

Wirtinger Leibniz rule: ∂ˉv(g⋅h)=∂ˉvg⋅h+g⋅∂ˉvh\bar{\partial}_v(g \cdot h) = \bar{\partial}_v g \cdot h + g \cdot \bar{\partial}_v h

Let VV be a complex vector space and g,h:V→Cg, h: V \to \mathbb{C} be two functions that are real-differentiable at a point u∈Vu \in V. For any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative ∂ˉv\bar{\partial}_v of the product g⋅hg \cdot h at uu satisfies the Leibniz rule: ∂ˉv(g⋅h)(u)=∂ˉvg(u)⋅h(u)+g(u)⋅∂ˉvh(u)\bar{\partial}_v(g \cdot h)(u) = \bar{\partial}_v g(u) \cdot h(u) + g(u) \cdot \bar{\partial}_v h(u)

theorem

Finite-sum rule for the holomorphic Wirtinger derivative: ∂v(∑Fa)=∑∂vFa\partial_v (\sum F_a) = \sum \partial_v F_a

Let VV be a complex vector space and ss be a finite set of indices. Let {Fa}a∈s\{F_a\}_{a \in s} be a family of functions Fa:V→CF_a : V \to \mathbb{C} such that each FaF_a is real-differentiable at a point u∈Vu \in V. Then for any direction v∈Vv \in V, the holomorphic directional Wirtinger derivative of the sum ∑a∈sFa\sum_{a \in s} F_a at uu is the sum of the holomorphic directional Wirtinger derivatives of the individual functions: ∂v(∑a∈sFa)(u)=∑a∈s∂vFa(u)\partial_v \left( \sum_{a \in s} F_a \right)(u) = \sum_{a \in s} \partial_v F_a(u)

theorem

Finite-sum rule for the anti-holomorphic Wirtinger derivative: ∂ˉv(∑Fa)=∑∂ˉvFa\bar{\partial}_v (\sum F_a) = \sum \bar{\partial}_v F_a

Let VV be a complex vector space and ss be a finite set of indices. Let {Fa}a∈s\{F_a\}_{a \in s} be a family of functions Fa:V→CF_a : V \to \mathbb{C} such that each FaF_a is real-differentiable at a point u∈Vu \in V. Then for any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative of the sum ∑a∈sFa\sum_{a \in s} F_a at uu is the sum of the anti-holomorphic directional Wirtinger derivatives of the individual functions: ∂ˉv(∑a∈sFa)(u)=∑a∈s∂ˉvFa(u)\bar{\partial}_v \left( \sum_{a \in s} F_a \right)(u) = \sum_{a \in s} \bar{\partial}_v F_a(u)

theorem

The real Fréchet derivative commutes with complex conjugation (dfˉ=df‾d\bar{f} = \overline{df})

Let EE be a real normed vector space and f:E→Cf: E \to \mathbb{C} be a function that is real-differentiable at a point u∈Eu \in E. The real Fréchet derivative of the pointwise conjugate function p↦f(p)‾p \mapsto \overline{f(p)} at uu is equal to the complex conjugation map (denoted as `conjCLE`) composed with the real Fréchet derivative of ff at uu. In physicists' notation, this is expressed as dfˉ=conj(df)d\bar{f} = \text{conj}(df).

theorem

∂vfˉ=∂ˉvf‾\partial_v \bar{f} = \overline{\bar{\partial}_v f}

Let f:V→Cf: V \to \mathbb{C} be a function on a complex vector space VV that is real-differentiable at a point u∈Vu \in V. For any direction v∈Vv \in V, the holomorphic directional Wirtinger derivative of the pointwise conjugate function fˉ\bar{f} (defined by fˉ(p)=f(p)‾\bar{f}(p) = \overline{f(p)}) at uu is equal to the complex conjugate of the anti-holomorphic directional Wirtinger derivative of ff at uu: ∂vfˉ(u)=∂ˉvf(u)‾\partial_v \bar{f}(u) = \overline{\bar{\partial}_v f(u)} where ∂v\partial_v and ∂ˉv\bar{\partial}_v denote the holomorphic and anti-holomorphic directional Wirtinger derivatives, respectively.

theorem

∂ˉvfˉ=∂vf‾\bar{\partial}_v \bar{f} = \overline{\partial_v f}

Let f:V→Cf: V \to \mathbb{C} be a function on a complex vector space VV that is real-differentiable at a point u∈Vu \in V. For any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative of the pointwise conjugate function fˉ\bar{f} (defined by fˉ(p)=f(p)‾\bar{f}(p) = \overline{f(p)}) is equal to the complex conjugate of the holomorphic directional Wirtinger derivative of ff: ∂ˉvfˉ(u)=∂vf(u)‾\bar{\partial}_v \bar{f}(u) = \overline{\partial_v f(u)} where ∂ˉv\bar{\partial}_v and ∂v\partial_v denote the anti-holomorphic and holomorphic directional Wirtinger derivatives, respectively.

theorem

Wirtinger decomposition L(w)=aw+bwˉL(w) = a w + b \bar{w} for real-linear L:C→CL: \mathbb{C} \to \mathbb{C}

Let L:C→CL: \mathbb{C} \to \mathbb{C} be a continuous real-linear map. For any complex number w∈Cw \in \mathbb{C}, L(w)L(w) can be split into a holomorphic and an anti-holomorphic part according to the formula: L(w)=12(L(1)−iL(i))w+12(L(1)+iL(i))wˉL(w) = \frac{1}{2}(L(1) - i L(i)) w + \frac{1}{2}(L(1) + i L(i)) \bar{w} where ii is the imaginary unit and wˉ\bar{w} denotes the complex conjugate of ww. The coefficients a=12(L(1)−iL(i))a = \frac{1}{2}(L(1) - i L(i)) and b=12(L(1)+iL(i))b = \frac{1}{2}(L(1) + i L(i)) are known as the Wirtinger weights of the map LL.

theorem

Wirtinger chain rule for ∂v(g∘f)\partial_v (g \circ f)

Let VV be a complex vector space. For any direction v∈Vv \in V and base point u∈Vu \in V, let f:V→Cf: V \to \mathbb{C} be a function real-differentiable at uu, and let g:C→Cg: \mathbb{C} \to \mathbb{C} be a function real-differentiable at f(u)f(u). The holomorphic directional Wirtinger derivative of the composite function g∘fg \circ f at uu is given by the two-term chain rule: ∂v(g∘f)(u)=∂1g(f(u))⋅∂vf(u)+∂ˉ1g(f(u))⋅∂vfˉ(u)\partial_v (g \circ f)(u) = \partial_1 g(f(u)) \cdot \partial_v f(u) + \bar{\partial}_1 g(f(u)) \cdot \partial_v \bar{f}(u) where ∂1g\partial_1 g and ∂ˉ1g\bar{\partial}_1 g (also denoted as ∂g∂f\frac{\partial g}{\partial f} and ∂g∂fˉ\frac{\partial g}{\partial \bar{f}}) are the holomorphic and anti-holomorphic Wirtinger derivatives of gg evaluated at f(u)f(u) in the unit direction 1∈C1 \in \mathbb{C}, and fˉ\bar{f} denotes the pointwise complex conjugate function p↦f(p)‾p \mapsto \overline{f(p)}.

theorem

Anti-holomorphic Wirtinger Chain Rule: ∂ˉv(g∘f)=∂g∂f∂ˉvf+∂g∂fˉ∂ˉvfˉ\bar{\partial}_v(g \circ f) = \frac{\partial g}{\partial f} \bar{\partial}_v f + \frac{\partial g}{\partial \bar{f}} \bar{\partial}_v \bar{f}

Let VV be a complex vector space. Suppose f:V→Cf: V \to \mathbb{C} is a function real-differentiable at u∈Vu \in V, and g:C→Cg: \mathbb{C} \to \mathbb{C} is a function real-differentiable at f(u)f(u). For any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative of the composition g∘fg \circ f at uu is given by the two-term chain rule: ∂ˉv(g∘f)(u)=∂1g(f(u))⋅∂ˉvf(u)+∂ˉ1g(f(u))⋅∂ˉvfˉ(u)\bar{\partial}_v(g \circ f)(u) = \partial_1 g(f(u)) \cdot \bar{\partial}_v f(u) + \bar{\partial}_1 g(f(u)) \cdot \bar{\partial}_v \bar{f}(u) where ∂1g\partial_1 g and ∂ˉ1g\bar{\partial}_1 g are the holomorphic and anti-holomorphic Wirtinger derivatives of gg in the direction 1∈C1 \in \mathbb{C}, and fˉ\bar{f} denotes the pointwise complex conjugate of ff.

theorem

Real chain rule for composition with a continuous linear map: dx(g∘L)=dLxgd_x (g \circ L) = d_{L x} g

Let VV and V′V' be vector spaces. Let L:V→V′L: V \to V' be a continuous R\mathbb{R}-linear map and g:V′→Cg: V' \to \mathbb{C} be a function. If gg is real-differentiable at L(u)L(u) for some base point u∈Vu \in V, then for any direction x∈Vx \in V, the real Fréchet derivative of the composition g∘Lg \circ L at uu along the direction xx is equal to the real Fréchet derivative of gg at L(u)L(u) along the direction L(x)L(x): dx(g∘L)(u)=dLxg(Lu)d_x (g \circ L)(u) = d_{L x} g(L u) where dvf(u)d_v f(u) denotes the real Fréchet derivative of ff at uu in direction vv (given by `fderiv ℝ f u v`).

theorem

∂v(g∘L)=∂ˉLvg\partial_v (g \circ L) = \bar{\partial}_{L v} g for Conjugate-Linear LL

Let VV and V′V' be complex vector spaces. Suppose L:V→V′L: V \to V' is a continuous R\mathbb{R}-linear map that is conjugate-linear, satisfying L(i⋅x)=−i⋅L(x)L(i \cdot x) = -i \cdot L(x) for all x∈Vx \in V. Let g:V′→Cg: V' \to \mathbb{C} be a function that is real-differentiable at L(u)L(u) for some base point u∈Vu \in V. Then for any direction v∈Vv \in V, the holomorphic directional Wirtinger derivative of the composition g∘Lg \circ L at uu along vv is equal to the anti-holomorphic directional Wirtinger derivative of gg at L(u)L(u) along the direction L(v)L(v): ∂v(g∘L)(u)=∂ˉLvg(Lu)\partial_v (g \circ L)(u) = \bar{\partial}_{L v} g(L u)

theorem

∂ˉv(g∘L)=∂Lvg\bar{\partial}_v (g \circ L) = \partial_{L v} g for conjugate-linear LL

Let VV and V′V' be complex vector spaces. Let g:V′→Cg : V' \to \mathbb{C} be a function and L:V→V′L : V \to V' be a continuous R\mathbb{R}-linear map. Suppose LL is conjugate-C\mathbb{C}-linear, meaning L(i⋅x)=−i⋅L(x)L(i \cdot x) = -i \cdot L(x) for all x∈Vx \in V. If gg is real-differentiable at L(u)L(u) for some base point u∈Vu \in V, then for any direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative of the composition g∘Lg \circ L at uu along vv equals the holomorphic directional Wirtinger derivative of gg at L(u)L(u) along L(v)L(v): ∂ˉv(g∘L)(u)=∂Lvg(Lu)\bar{\partial}_v (g \circ L)(u) = \partial_{L v} g (L u)

theorem

∂vf=dvf\partial_v f = d_v f for C\mathbb{C}-Linear Directions

For a function f:V→Cf: V \to \mathbb{C} on a complex vector space VV, along a direction v∈Vv \in V where the real Fréchet derivative at a point u∈Vu \in V is C\mathbb{C}-linear (that is, di⋅vf(u)=i⋅dvf(u)d_{i \cdot v} f(u) = i \cdot d_v f(u)), a **holomorphic collapse** occurs where the holomorphic directional Wirtinger derivative ∂vf(u)\partial_v f(u) is equal to the real Fréchet derivative dvf(u)d_v f(u).

theorem

∂ˉvf=0\bar{\partial}_v f = 0 if the real derivative is C\mathbb{C}-linear along vv

Let f:V→Cf: V \to \mathbb{C} be a function on a complex vector space VV. If the real Fréchet derivative of ff at a point u∈Vu \in V is C\mathbb{C}-linear in the direction v∈Vv \in V, satisfying divf(u)=idvf(u)d_{iv} f(u) = i d_v f(u), then the anti-holomorphic directional Wirtinger derivative of ff at uu along vv vanishes: ∂ˉvf(u)=0\bar{\partial}_v f(u) = 0

theorem

∂vf=0\partial_v f = 0 if the real derivative is conjugate-linear along vv

Let f:V→Cf: V \to \mathbb{C} be a function defined on a complex vector space VV. If the real Fréchet derivative of ff at a point u∈Vu \in V is conjugate-linear in the direction v∈Vv \in V, satisfying the condition di⋅vf(u)=−i⋅dvf(u)d_{i \cdot v} f(u) = -i \cdot d_v f(u), then the holomorphic directional Wirtinger derivative of ff at uu along vv vanishes: ∂vf(u)=0\partial_v f(u) = 0

theorem

∂ˉvf=dvf\bar{\partial}_v f = d_v f for conjugate-linear derivatives

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} a function. For any direction v∈Vv \in V, if the real Fréchet derivative of ff at a point uu is conjugate-linear along vv, meaning it satisfies the condition divf(u)=−idvf(u)d_{iv} f(u) = -i d_v f(u), then the anti-holomorphic directional Wirtinger derivative ∂ˉvf(u)\bar{\partial}_v f(u) is equal to the real derivative dvf(u)d_v f(u).

theorem

∂ˉvf=0\bar{\partial}_v f = 0 implies C\mathbb{C}-linearity of the real derivative along vv

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} a function. For any point u∈Vu \in V and direction v∈Vv \in V, if the anti-holomorphic directional Wirtinger derivative vanishes, ∂ˉvf(u)=0\bar{\partial}_v f(u) = 0, then the real Fréchet derivative of ff at uu is complex-linear along vv, satisfying: di⋅vf(u)=i⋅dvf(u)d_{i \cdot v} f(u) = i \cdot d_v f(u) where dvf(u)d_v f(u) denotes the real Fréchet derivative of ff at the point uu in the direction vv.

theorem

ff is C\mathbb{C}-differentiable iff ff is R\mathbb{R}-differentiable and ∀v,∂ˉvf=0\forall v, \bar{\partial}_v f = 0

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} be a function. Then ff is complex-differentiable at a point u∈Vu \in V if and only if ff is real-differentiable at uu and for every direction v∈Vv \in V, the anti-holomorphic directional Wirtinger derivative vanishes: ∂ˉvf(u)=0.\bar{\partial}_v f(u) = 0. Here, the anti-holomorphic directional Wirtinger derivative is defined as ∂ˉvf(u)=12(dvf(u)+idivf(u))\bar{\partial}_v f(u) = \frac{1}{2} (d_v f(u) + i d_{iv} f(u)), where dvf(u)d_v f(u) denotes the real Fréchet derivative of ff at uu in the direction vv.

theorem

f∈C2  ⟹  ∂vff \in C^2 \implies \partial_v f is real-differentiable

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} be a function. If ff is twice continuously differentiable (in the real sense) at a point u∈Vu \in V (i.e., f∈C2f \in C^2 at uu), then for any direction v∈Vv \in V, the holomorphic directional Wirtinger derivative field p↦∂vf(p)p \mapsto \partial_v f(p) is real-differentiable at uu.

theorem

f∈C2  ⟹  ∂ˉwff \in C^2 \implies \bar{\partial}_w f is real-differentiable

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} be a function. If ff is twice continuously differentiable (in the real sense) at a point u∈Vu \in V (i.e., f∈C2f \in C^2 at uu), then for any direction w∈Vw \in V, the anti-holomorphic directional Wirtinger derivative field p↦∂ˉwf(p)p \mapsto \bar{\partial}_w f(p) is real-differentiable at uu.

theorem

Local Equality of Functions Implies Equality of ∂vf\partial_v f

Let VV be a complex vector space and u∈Vu \in V be a base point. If two functions f1,f2:V→Cf_1, f_2: V \to \mathbb{C} are equal on some neighborhood of uu, then for any direction v∈Vv \in V, their holomorphic directional Wirtinger derivatives at uu are equal: ∂vf1(u)=∂vf2(u)\partial_v f_1(u) = \partial_v f_2(u)

theorem

Local Equality of Functions Implies Equality of ∂ˉvf\bar{\partial}_v f

Let VV be a complex vector space and u∈Vu \in V be a base point. If two functions f1,f2:V→Cf_1, f_2: V \to \mathbb{C} are equal on some neighborhood of uu, then for any direction v∈Vv \in V, their anti-holomorphic directional Wirtinger derivatives at uu are equal: ∂ˉvf1(u)=∂ˉvf2(u)\bar{\partial}_v f_1(u) = \bar{\partial}_v f_2(u)

theorem

∂v∂ˉwf=∂ˉw∂vf\partial_v \bar{\partial}_w f = \bar{\partial}_w \partial_v f for C2C^2 functions (Schwarz's Theorem)

Let VV be a complex vector space and f:V→Cf: V \to \mathbb{C} be a function. If ff is twice continuously real-differentiable (of class C2C^2) at a base point u∈Vu \in V, then for any two direction vectors v,w∈Vv, w \in V, the holomorphic directional Wirtinger derivative along vv and the anti-holomorphic directional Wirtinger derivative along ww commute at uu: ∂v(∂ˉwf)(u)=∂ˉw(∂vf)(u)\partial_v (\bar{\partial}_w f)(u) = \bar{\partial}_w (\partial_v f)(u) Here, ∂v\partial_v denotes the holomorphic directional Wirtinger derivative defined by ∂vf=12(dvf−idivf)\partial_v f = \frac{1}{2}(d_v f - i d_{iv} f), and ∂ˉw\bar{\partial}_w denotes the anti-holomorphic directional Wirtinger derivative defined by ∂ˉwf=12(dwf+idiwf)\bar{\partial}_w f = \frac{1}{2}(d_w f + i d_{iw} f), where dd is the real Fréchet derivative.