Math 2.0

definition

Having a gradient

Definition

Let U⊆RnU \subseteq \mathbb{R}^n be open, let f ⁣:U→Rf \colon U \to \mathbb{R}, let a∈Ua \in U, and let g∈Rng \in \mathbb{R}^n. The function ff has the gradient gg at aa when lim⁡h→0f(a+h)−f(a)−g⋅h∥h∥=0,\lim_{h \to 0} \frac{f(a + h) - f(a) - g \cdot h}{\|h\|} = 0, where the limit is over h≠0h \ne 0 with a+h∈Ua + h \in U. Equivalently, ff is differentiable at aa and Df(a)(h)=g⋅hDf(a)(h) = g \cdot h for each h∈Rnh \in \mathbb{R}^n.

Remarks

This definition states a property of ff, aa and gg. When it holds, the vector gg is unique, and it is the gradient ∇f(a)\nabla f(a). The same definition works in each real inner product space, with the inner product in place of the dot product.

Explanations

L1 human

The function has the gradient gg at aa when the plane through (a,f(a))(a, f(a)) with slopes given by gg hugs the graph of ff near aa. The error of this approximation must be small compared with the distance from aa.

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  1. Euclidean space object
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Sources

  1. Web https://en.wikipedia.org/wiki/Gradient, Relationship with derivative