Physlib.Mathematics.FDerivCurry
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The Total Derivative of an Uncurried Function is the Sum of its Partial Derivatives
#fderiv_uncurryLet be a nontrivially normed field, and let be normed spaces over . Let be a curried function and be its uncurried version, defined by . If is differentiable at , then for any vector , the Fréchet derivative applied to is given by the sum of the partial derivatives: where denotes the derivative of with respect to the first argument at , and denotes the derivative of with respect to the second argument at .
The partial derivative of with respect to equals
#fderiv_curry_fstLet be a nontrivially normed field, and let be normed spaces over . Let be a function that is differentiable at . Then for any vector , the Fréchet derivative of the function at applied to is equal to the Fréchet derivative of at applied to the vector :
The Fréchet Derivative of the Second Partial Map is the Total Derivative at
#fderiv_curry_sndLet be a nontrivially normed field, and let be normed spaces over . Let be a function. If is differentiable at , then for any vector , the Fréchet derivative of the partial map evaluated at and applied to is equal to the total Fréchet derivative of at applied to the vector :
for uncurried functions
#fderiv_uncurry_clm_compLet be a nontrivially normed field, and let be normed spaces over . Let be a function and let be its uncurried version, defined by . If is differentiable, then its Fréchet derivative is given by the map: where and are the canonical projections from the product space, and and denote the partial derivatives with respect to the first and second arguments, respectively.
The Total Derivative on a Product Space is the Sum of Partial Derivatives Composed with Projections
#fderiv_wrt_prodLet be a nontrivially normed field, and let be normed spaces over . Let be a function that is differentiable at a point . Then the Fréchet derivative of at , denoted by , is equal to the sum of its partial derivatives composed with the coordinate projections: where and are the canonical continuous linear projections onto the first and second factors, respectively.
for functions on product spaces
#fderiv_wrt_prod_clm_compLet be a nontrivially normed field, and let be normed spaces over . Let be a differentiable function. The Fréchet derivative of , denoted by , is given by the map: where and are the canonical continuous linear projections onto the first and second factors, respectively. Here and represent the partial derivatives with respect to the first and second variables at the point .
Let , , and be normed spaces over a field . Let be a function that is differentiable at , where denotes the space of continuous linear maps from to . For any and any vector , the Fréchet derivative of at applied to and then evaluated at is equal to the Fréchet derivative of the map at applied to :
Chain Rule for the Derivative of an Uncurried Function in the First Variable
#fderiv_uncurry_comp_fstLet be normed spaces over a field , and let be a function. Let denote the uncurried version of (where ). If is differentiable, then for any fixed , the Fréchet derivative of the partial function is equal to the composition of the Fréchet derivative of and the Fréchet derivative of the inclusion map . That is: where denotes the Fréchet derivative `fderiv 𝕜`.
Chain Rule for the Derivative of an Uncurried Function in the Second Variable
#fderiv_uncurry_comp_sndLet and be normed spaces over a field , and let be a function. Let denote the uncurried version of (where ). If is differentiable, then for any fixed , the Fréchet derivative of the partial function is equal to the composition of the Fréchet derivative of and the Fréchet derivative of the inclusion map . That is: where denotes the Fréchet derivative `fderiv 𝕜`.
Value of the Partial Fréchet Derivative in the First Variable
#fderiv_curry_comp_fstLet be normed spaces over a field and be a function. Let denote the uncurried version of , defined by . If is differentiable, then for any and , the value of the Fréchet derivative of the partial map at the point applied to the vector is given by: where denotes the Fréchet derivative `fderiv 𝕜`.
The Fréchet derivative of equals the derivative of the uncurried function composed with the derivative of
#fderiv_curry_comp_sndLet be a normed field and be normed spaces over . Let be a function such that its uncurried form (defined by ) is differentiable. For any fixed and points , the Fréchet derivative of the partial map at applied to the increment is given by: where denotes the Fréchet derivative.
The Fréchet derivative of is
#fderiv_inr_fst_clmFor any and , the Fréchet derivative of the map at the point is the canonical continuous linear injection of the second factor into the product, , which is defined by .
The Fréchet derivative of is
#fderiv_inl_snd_clmLet be a normed field and be normed spaces over . For any fixed , the Fréchet derivative of the map at any point is equal to the canonical continuous linear inclusion , which is defined by .
Differentiability of differentiability of at
#function_differentiableAt_fstLet be a normed field and be normed spaces over . If a function is such that its uncurried version is differentiable, then for any fixed and any point , the partial map is differentiable at .
Differentiability of an uncurried function implies differentiability in its second argument
#function_differentiableAt_sndLet be a normed field and be normed spaces over . Let be a function. If the uncurried function is differentiable on , then for any fixed , the map is differentiable at the point .
The partial derivative of a function with respect to its first argument is differentiable.
#fderiv_uncurry_differentiable_fstLet be a scalar field, and let , and be normed spaces over . Let be a function (represented in the formal statement as the uncurrying of ). If is (twice continuously differentiable), then for any fixed , the Fréchet derivative of the partial map is differentiable.
If is , then is differentiable
#fderiv_uncurry_differentiable_sndLet be a function between normed vector spaces over a field . If the uncurried function is twice continuously differentiable (), then for any fixed , the map , which assigns to each the Fréchet derivative of the partial function , is differentiable.
The partial derivative of a function is differentiable
#fderiv_uncurry_differentiable_fst_comp_sndLet be a normed field, and be normed spaces over . Let be a function whose uncurried form is twice continuously Fréchet differentiable (). For any fixed , the mapping is differentiable, where denotes the Fréchet derivative of the partial map evaluated at .
is differentiable
#fderiv_uncurry_differentiable_fst_comp_snd_applyLet be a normed field, and be normed spaces over . Let be a function such that its uncurried form is twice continuously Fréchet differentiable (). For any fixed and direction vector , the mapping is differentiable with respect to , where denotes the Fréchet derivative of the partial map evaluated at .
implies is differentiable
#fderiv_uncurry_differentiable_snd_comp_fstLet , and be normed spaces over a field . Let be a function such that its uncurried form is twice continuously differentiable (). For any fixed , the function that maps to the Fréchet derivative of the partial map evaluated at is differentiable with respect to .
implies is differentiable
#fderiv_uncurry_differentiable_snd_comp_fst_applyLet , and be normed spaces over a field . Let be a function such that its uncurried form is twice continuously differentiable (). For any fixed and , the function that maps to the Fréchet derivative of the partial map evaluated at and then applied to the vector is differentiable with respect to .
is differentiable at
#fderiv_curry_differentiableAt_fst_comp_sndLet be a normed field, and be normed spaces over . Let be a function such that its uncurried form is twice continuously Fréchet differentiable (). For any fixed and direction vector , the mapping is differentiable at , where denotes the Fréchet derivative of the partial map evaluated at .
implies is differentiable at
#fderiv_curry_differentiableAt_snd_comp_fstLet , and be normed spaces over a field . Let be a function such that its uncurried form is twice continuously differentiable (). For any fixed and vector , the function that maps to the Fréchet derivative of the partial map evaluated at and applied to the vector is differentiable at .
Symmetry of mixed partial Fréchet derivatives for functions
#fderiv_swapLet be a normed field that is either the real numbers or the complex numbers . Let and be normed spaces over . Suppose is a twice continuously Fréchet differentiable () function. For any points and vectors , the mixed partial derivatives commute: where denotes the partial Fréchet derivative with respect to the first variable and denotes the partial Fréchet derivative with respect to the second variable.
