Math 2.0

statement proposition

Derivative of a map into R^n by components

Statement

Let U⊆RnU \subseteq \mathbb{R}^n be open, let f=(f1,…,fm) ⁣:U→Rmf = (f_1, \dots, f_m) \colon U \to \mathbb{R}^m, let a∈Ua \in U, and let L ⁣:Rn→RmL \colon \mathbb{R}^n \to \mathbb{R}^m be linear with components L1,…,LmL_1, \dots, L_m. Then ff is differentiable at aa with Df(a)=LDf(a) = L if and only if, for each j∈{1,…,m}j \in \{1, \dots, m\}, the component fjf_j is differentiable at aa with Dfj(a)=LjDf_j(a) = L_j.

Remarks

So you can differentiate a vector-valued map one component at a time. The derivative of fjf_j is row jj of the Jacobian matrix of ff. The proof compares norms: each ∣vj∣≤∥v∥|v_j| \le \|v\|, and ∥v∥≤mmax⁡j∣vj∣\|v\| \le \sqrt{m} \max_j |v_j|, for v∈Rmv \in \mathbb{R}^m. This is the case of a map into a product with mm factors equal to R\mathbb{R}.

Explanations

L1 human

The map f(t)=(cos⁡t,sin⁡t)f(t) = (\cos t, \sin t) has the derivative h↦(−hsin⁡t, hcos⁡t)h \mapsto (-h \sin t, \, h \cos t) at tt. You get it by differentiating cos⁡t\cos t and sin⁡t\sin t separately.

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Sources

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Finite dimensions