Calculate the Jacobian of this function

In summary, the conversation discusses a problem involving a function f(x) and its Jacobian matrix, and the calculation of a new function g(x) using the inverse of the Jacobian matrix. The conversation also explores different approaches to computing the Jacobian matrix of g(x) and how it relates to the Jacobian matrix of f(x).
  • #1
mobe
20
0

Homework Statement


Could you please help me with this problem?

Let f(x) = (f_1(x), f_2(x)) map R[tex]^{2}[/tex] into itself where f_1, f_2 have continuous 1st/ 2nd partial derivatives in each variable. Assume that f maps origin to itself and that J_f(x)(Jacobian matrix) is an invertible 2x2 matrix for all x. Put g(x) = x - f'(x)[tex]^{-1}[/tex].f(x)

(i) Explicitly compute J_g(x) using relation J_f[tex]^{-1}[/tex]. J_f = Identity matrix I[tex]_{2}[/tex]


Thanks in advance!


Homework Equations




The Attempt at a Solution


What are f'(x)[tex]^{-1}[/tex] and f'(x)[tex]^{-1}[/tex].f(x)
? I am just having trouble with the notations.
Can you give me hints?
( For some reason, I can't you tex right?)[tex]^{}[/tex]
 
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  • #2
Well firstly, I don't think you've entered your question correctly. If [itex] f\in C^2(\mathbb{R}^2), \quad f:\mathbb{R}^2\rightarrow \mathbb{R}^2 [/itex] then it's more likely that [itex] f(x,y) = \displaystyle \left( f_1 (x,y), f_2 (x,y) \right) [/itex]. If f were indeed simply a function of x, then your Jacobian matrix would be singular.

Now your Jacobian matrix for f will look like

[tex] Jf = \begin{pmatrix} \partial_x f_1 & \partial_y f_1 \\ \partial_x f_2 & \partial_y f_2 \end{pmatrix} [/tex]

Then you don't need to explicitly calculate [itex] f^{-1} (x,y) [/tex] since you only need it's Jacobian matrix.

[tex] Jf^{-1} = \frac{1}{\partial_x f_1 \partial_y f_2 - \partial_x f_2 \partial_y f_1} \begin{pmatrix} \partial_y f_2 & -\partial__y f_1 \\ -\partial_x f_2 & \partial_x f_1 \end{pmatrix} [/tex].

Is [itex] f^\prime (x) ^{-1} \cdot f(x) [/itex] the dot product? If it is then [itex] g:\mathbb{R}^2 \rightarrow \mathbb{R} \text{ and } Jg \in M_{1\times 2} (\mathbb{R} ) [/itex]
 
  • #3
Thanks for the reply!
I got up to g = x - f'(x)Click to see the LaTeX code for this image.f(x) in term of J_f and J_f^-1. I want to compute J_g but continue doing the same thing ( taking partial derivatives) would make J_g look awfully ugly. I am curious if there is another way to get J_g? I got a hint: (J_f)^(-1).J_f = Identity matrix I_2 but I do not know how to use it.
 
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  • #4
Kreizhn said:
Well firstly, I don't think you've entered your question correctly. If [itex] f\in C^2(\mathbb{R}^2), \quad f:\mathbb{R}^2\rightarrow \mathbb{R}^2 [/itex] then it's more likely that [itex] f(x,y) = \displaystyle \left( f_1 (x,y), f_2 (x,y) \right) [/itex]. If f were indeed simply a function of x, then your Jacobian matrix would be singular.

Now your Jacobian matrix for f will look like

[tex] Jf = \begin{pmatrix} \partial_x f_1 & \partial_y f_1 \\ \partial_x f_2 & \partial_y f_2 \end{pmatrix} [/tex]

Then you don't need to explicitly calculate [itex] f^{-1} (x,y) [/tex] since you only need it's Jacobian matrix.

[tex] Jf^{-1} = \frac{1}{\partial_x f_1 \partial_y f_2 - \partial_x f_2 \partial_y f_1} \begin{pmatrix} \partial_y f_2 & -\partial__y f_1 \\ -\partial_x f_2 & \partial_x f_1 \end{pmatrix} [/tex].

Is [itex] f^\prime (x) ^{-1} \cdot f(x) [/itex] the dot product? If it is then [itex] g:\mathbb{R}^2 \rightarrow \mathbb{R} \text{ and } Jg \in M_{1\times 2} (\mathbb{R} ) [/itex]

Yes, I believe that it is the dot product.
 
  • #5
mobe said:
Thanks for the reply!
I got up to g = x - f'(x)Click to see the LaTeX code for this image.f(x) in term of J_f and J_f^-1. I want to compute J_g but continue doing the same thing ( taking partial derivatives) would make J_g look awfully ugly. I am curious if there is another way to get J_g? I got a hint: (J_f)^(-1).J_f = Identity matrix I_2 but I do not know how to use it.

Just to move it down here.
 
  • #6
I'm pretty sure you should be able to decompose g(x) over it's sums. That is

[tex] g(x) &=& x - \frac{df^{-1}}{dx} f(x) \\[/tex]
[tex] =x-f_1 \frac{df_1^{-1}}{dx} - f_2 \frac{df_2^{-1}}{dx} [/tex]

Now I'm not 100% sure about this, but I think that in your case, since [itex] g:\mathbb{R}^2 \rightarrow \mathbb{R} \text{ and } Jg \in M_{1\times 2} (\mathbb{R} ) [/itex]

That you can say [itex] J(f+g) = J(f) + J(g) \text{ and } J(fg) = (Jf)g+f(Jg) [/tex] and just substitute f and g with the appropriate functions. Play around with it and see what happens.

Edit: I'm not sure if this will hold in higher dimensions, but I think it holds in [itex]M_{1\times 2} (\mathbb{R} )[/itex] since the Jacobian just ends up being the gradient of each scalar function. Not sure if that helps you at all.
 
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  • #7
I think [itex]
g:\mathbb{R}^2 \rightarrow \mathbb{R} \text{ and } Jg \in M_{1\times 2} (\mathbb{R} )
[/itex] is right. I will use your suggestion and see where it gets me. Thanks! ( I may post more question).
 

FAQ: Calculate the Jacobian of this function

What is the Jacobian of a function?

The Jacobian of a function is a matrix of partial derivatives that describes the rate of change of the outputs of a multivariate function with respect to its inputs. In other words, it represents how small changes in the inputs affect the outputs of a function.

Why is it important to calculate the Jacobian of a function?

The Jacobian is important because it allows us to understand and analyze the behavior of a function in multiple dimensions. It is especially useful in fields such as physics, engineering, and economics, where many variables are involved and their relationships are complex.

How do you calculate the Jacobian of a function?

To calculate the Jacobian of a function, you need to find the partial derivatives of the function with respect to each of its input variables. These partial derivatives are then arranged in a matrix, with each row representing the derivatives of one output variable and each column representing the derivatives of one input variable.

Can the Jacobian of a function be a single number?

No, the Jacobian of a function is always a matrix. The size of the matrix depends on the number of input and output variables of the function. For example, a function with two input variables and three output variables will have a 3x2 Jacobian matrix.

What is the significance of the determinant of the Jacobian matrix?

The determinant of the Jacobian matrix is a measure of how the volume changes when a function is applied to a set of inputs. If the determinant is positive, the volume increases; if it is negative, the volume decreases. This can be useful in applications such as optimization and change of variables in integrals.

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