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From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent Planes Geometry of the Chain Rule Differentiating The Matrix Squared Function Planes in R 3 Lines in R 3 Cross product From Math 2220 Class 7 Dr. Allen Back Sep. 12, 2014

From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

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Page 1: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

From Math 2220 Class 7

Dr. Allen Back

Sep. 12, 2014

Page 2: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Lines

The tangent vector to the path c(t) = (x(t), y(t), z(t)) att = t0 is defined to be the vector

Dc(t0) = c ′(t0) =

dxdt

∣∣t=t0

dydt

∣∣∣t=t0

dzdt

∣∣t=t0

which we will sometimes write more informally as

~c ′(t0) = (x ′(t0), y ′(t0), z ′(t0)).

Page 3: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Lines

The line given by~r = c(t0) + t~c ′(t0)

is called the tangent line to the path c at t = t0.

(The approximation ∆c ∼ ~c ′∆t is replaced by an exactequality on the tangent line.)

Here

~r =

xyz

is the “position vector” of a general point on the line and t isany real number.

Page 4: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Lines

Tangent line to the helix c(t) = (4 cos t, 4 sin t, 3t) at t = π.

Page 5: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

Page 6: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

For g : U ⊂ Rn → Rm and f : V ⊂ Rm → Rp, let’s use

p to denote a point of Rn

q to denote a point of Rm

r to denote a point of Rp.

So more colloquially, we might write

q = g(p)

r = f (q)

and so of course f ◦ g gives the relationship r = f (g(p)).(The latter is (f ◦ g)(p).)

Page 7: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

Fix a point p0 with g(p0) = q0 and f (q0) = r0. Let thederivatives of g and f at the relevant points be

T = Dg(p0) S = Df (q0).

How are the changes in p, q, and r related?

Page 8: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

Fix a point p0 with g(p0) = q0 and f (q0) = r0. Let thederivatives of g and f at the relevant points be

T = Dg(p0) S = Df (q0).

How are the changes in p, q, and r related?By the linear approximation properties of the derivative,

∆q ∼ T ∆p ∆r ∼ S∆q

And so plugging the first approximate equality into the secondgives the approximation

∆r ∼ S(T ∆p) = (ST )∆p.

Page 9: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

∆r ∼ (ST )∆p.

What is this saying?

Page 10: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

∆r ∼ (ST )∆p.

What is this saying?For g : U ⊂ Rn → Rm and f : V ⊂ Rm → Rp,

T = Df (p0) is an m × n matrix

S = Dg(q0) is an p ×m matrix

So the product ST is a p × n matrix representing the derivativeat p0 of g ◦ f .

Page 11: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

∆q ∼ T ∆p ∆r ∼ S∆q ∆r = ST ∆p

Page 12: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Chain Rule

So the chain rule theorem says that if f is differentiable at p0

with f (p0) = q0 and g is differentiable at q0, then g ◦ f is alsodifferentiable at p0 with derivative the matrix product

(Dg(q0)) (Df (p0)) .

Page 13: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

The tangent plane to the graph of z = f (x , y) at(x , y) = (x0, y0) is defined to be the plane given by

z − z0 = fx(x0, y0)(x − x0) + fy (x0, y0)(y − y0).

(The approximation ∆z ∼ fx∆x + fy ∆y is replaced by an exactequality on the tangent plane.)

Page 14: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

Tangent plane to z = x2 − y 2 at (−1, 0, 1).

Note the tangent plane needn’t meet the surface in just onepoint.

Page 15: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

The tangent plane to the graph of z = f (x , y) at(x , y) = (x0, y0) is defined to be the plane given by

z − z0 = fx(x0, y0)(x − x0) + fy (x0, y0)(y − y0).

Formula for tangent plane to z = x2 − y 2 at (−1, 0, 1)?

Page 16: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

The tangent plane to the graph of z = f (x , y) at(x , y) = (x0, y0) is defined to be the plane given by

z − z0 = fx(x0, y0)(x − x0) + fy (x0, y0)(y − y0).

Formula for tangent plane to z = x2 − y 2 at (−1, 0, 1)?

f (−1, 0) = 1 fx(−1, 0) = −2 fy (−1, 0) = 0.

So the tangent plane is

(z − 1) = −2(x + 1) + 0(y − 0).

Page 17: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

Actually there is an “easier” way to compute tangent planes forboth graphs and level surfaces in the same way.

It starts out by observing that the graph of f (x , y) (thinkz = f (x , y)) is the same as the level set of

g(x , y , z) = f (x , y)− z = 0.

For example

z = x2 − y 2 ⇔ x2 − y 2 − z = 0.

Page 18: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

It uses the concept of the gradient ∇g of a (real valued)function; g , namely, just its derivative, viewed as a vector.For example

g(x , y , z) = x2 − y 2 − z

∇g =

2x−2y−1

.

Page 19: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

The key observation is that the gradient of g evaluated at anypoint p0 is perpendicular to the tangent plane to the levelsurface g(x , y , z) = c at the point p0.

Page 20: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

In these terms, the tangent plane to x2 − y 2 − z = 0 at(−1, 0, 1) becomes

∇g =

2x−2y−1

∇g |(−1,0,1) =

2x−2y−1

∣∣∣∣∣∣(−1,0,1)

=

−20−1

.So the tangent plane thru (−1, 0, 1) is−2

0−1

·x − (−1)

y − 0z − 1

= 0

or − 2(x + 1) + 0y − (z − 1) = 0.

Page 21: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Tangent Planes

Why perpendicular?

Think about paths c(t) on a level surface g(x , y , z) = c orthink aout ∆g for points on the level surface.

Page 22: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

Consider f : R2 → R2 defined by(u, v) = f (x , y) = (x2 − y 2, 2xy).Given any path c(t) = (x(t), y(t)) in the xy plane, we can view

d = f ◦ c

as a curve in the uv plane. (i.e. (u(t), v(t)) = f (x(t), y(t)).)

Page 23: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

Consider f : R2 → R2 defined by(u, v) = f (x , y) = (x2 − y 2, 2xy).Given any path c(t) = (x(t), y(t)) in the xy plane, we can view

d = f ◦ c

as a curve in the uv plane. (i.e. (u(t), v(t)) = f (x(t), y(t)).)

How are the tangents to the paths c and d related?

Page 24: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

By the chain rule, if d = f ◦ c , then the derivatives are relatedby

Dd(t0) = Df (c(t0)) ◦ Dc(t0)

or using c ′ and d ′ to denote the tangents, we see that thematrix T = Df (t0) transforms (e.g. by matrix multiplication)the tangent c ′(t0) to the tangent d ′(t0).

d ′(t0) = Df (c(t0))c ′(t0).

Page 25: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

Explicitly

x(t) =et + e−t

2

y(t) =et − e−t

2

“parameterizes” the right hand half of the hyperbolax2 − y 2 = 1 and the curve d(t) = (u(t), v(t)) =

f (x(t), y(t)) = ((x(t))2 − (y(t))2, 2x(t)y(t))

explicitly isu(t) = 1

v(t) =e2t − e−2t

2.

Page 26: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

(u, v) = f (x , y) = (x2 − y 2, 2xy).

x(t) =et + e−t

2u(t) = 1

y(t) =et − e−t

2v(t) =

e2t − e−2t

2For example

c(0) = (1, 0), c ′(0) = (0, 1), d(0) = (1, 0), and d ′(0) = (0, 2).

Df =

[2x −2y2y 2x

]and at (1, 0),

Df (1, 0) =

[2 00 2

].

Page 27: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

For example

c(0) = (1, 0), c ′(0) = (0, 1), d(0) = (1, 0), and d ′(0) = (0, 2).

Df =

[2x −2y2y 2x

]and at (1, 0),

Df (1, 0) =

[2 00 2

].

And d ′(0) = Df (c(0))c ′(0) checks:[02

]=

[2 00 2

] [01

].

Page 28: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

And d ′(0) = Df (c(0))c ′(0) checks:[02

]=

[2 00 2

] [01

].

Page 29: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

By the way, those formulas

x(t) =et + e−t

2

y(t) =et − e−t

2

could be more nicely expressed using the hyperbolic functions

cosh t =et + e−t

2

sinh t =et − e−t

2

Page 30: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Geometry of the Chain Rule

cosh t =et + e−t

2

sinh t =et − e−t

2

The algebra and differentiation we did come down to theformulas

cosh2 t − sinh2 t = 1

d

dt(cosh t) = sinh t

d

dt(sinh t) = cosh t

(The hyperbolic functions are closely related to cos and sin .)

Page 31: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

f : U ⊂ R2 → R and g : R → R2. Derivatives/Partialderivatives of f ◦ g and g ◦ f ?

Page 32: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

e.g.

z = z(x , y) x = x(t) y = y(t)

or explicitly

z =√

x2 + y 2 x = cos t y = 2 sin t

f : R2 → R

c : R → R2

c(t) =(x(t), y(t))

f ◦ c :R → R

c ◦ f :R2 → R2

Page 33: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

c(t) = (x(t), y(t)) x = cos t y = 2 sin t

(A vector valued function with 1 dimensional domain issometimes interpreted as a path c . It’s image is a curve; theabove c(t) could parametrize the ellipse 4x2 + y 2 = 4. )

Page 34: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Df =[

∂f∂x

∂f∂y

]Dc =

[dxdtdydt

]D(f ◦ c) =

[∂f∂x

∂f∂y

] [dxdtdydt

]=

∂f

∂x

dx

dt+∂f

∂y

dy

dt

Page 35: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Df =[

∂f∂x

∂f∂y

]Dc =

[dxdtdydt

]D(f ◦ c) =

[∂f∂x

∂f∂y

] [dxdtdydt

]=

∂f

∂x

dx

dt+∂f

∂y

dy

dt

Page 36: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Df =[

∂f∂x

∂f∂y

]Dc =

[dxdtdydt

]D(c ◦ f ) =

[dxdtdydt

] [∂f∂x

∂f∂y

]=

[dxdt

∂f∂x

dxdt

∂f∂y

dydt

∂f∂x

dydt

∂f∂y

]

Page 37: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

If we use t to denote both scalars in the domain of c and therange of f (instead of z for the latter), the above might moreintuitively be written as

D(c ◦ f ) =

[dxdt

∂t∂x

dxdt

∂t∂y

dydt

∂t∂x

dydt

∂t∂y

]

Page 38: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

If we use t to denote both scalars in the domain of c and therange of f (instead of z for the latter), the above might moreintuitively be written as

D(c ◦ f ) =

[dxdt

∂t∂x

dxdt

∂t∂y

dydt

∂t∂x

dydt

∂t∂y

]

where more confusingly, using t = t(x , y) instead ofz = f (x , y) we have

c(f (x , y)) = (x(t(x , y), y(t(x , y)).

Page 39: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Alternatively

z = f (x1, x2) t = (c1(z), c2(z)) t = (c1(f (x1, x2)), c2(f (x1, x2)))

looks quite sensible.Tradeoffs among naturality, intuitiveness, and precision are whywe have so many notations for derivatives.

Page 40: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Tree diagrams can be helpful in showing the dependencies forchain rule applications:

z = z(x , y)

x = x(t)

y = y(t)

z = z(x(t), y(t)).

Page 41: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

z = z(x(t), y(t))

∂z

∂x

dx

dt+∂z

∂y

dy

dt

Page 42: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

z = z(x(t), y(t))

Intuitively, one might think:

1 A change ∆t in t causes a change ∆x in x with multiplierdx

dt.

2 The change ∆x in x contributes to a further change ∆z in

z with multiplier∂z

∂x. So the overall contribution to the

change in z from the x part has multiplier

∂z

∂x

dx

dttimes ∆t.

3 Similarly for the y part.

Page 43: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

z = z(x , y)

x = x(u, v)

y = y(u, v)

z = z(x(u, v), y(u, v)).

Page 44: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

z = z(x(u, v), y(u, v)).

∂z

∂u=∂z

∂x

∂x

∂u+∂z

∂y

∂y

∂u.

Page 45: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Problem:z = ex2y

w = cos (x + y)

x = u2 − v 2

y = 2uv

∂z

∂u?

Page 46: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Cases like z = f (x , u(x , y), v(y)).

Page 47: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

More formal approach:

f : R3 → R

u : R2 → R

v : R → R

h : R2 → R

h(x , y) =f (x , u(x , y), v(y))

Dh =?

Page 48: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

More formal approach:

f : R3 → R

u : R2 → R

v : R → R

h : R2 → R

h(x , y) =f (x , u(x , y), v(y))

Dh =?

Write h as a composition h = f ◦ k for k : R2 → R3.

Page 49: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Write h as a composition h = f ◦ k for k : R2 → R3.What should k be ?

(Recall h(x , y) = f (x , u(x , y), v(y)).

Page 50: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Write h as a composition h = f ◦ k for k : R2 → R3.

(Recall h(x , y) = f (x , u(x , y), v(y)).

So k should be defined as

k(x , y) = (x , u(x , y), v(y))

Page 51: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

Write h as a composition h = f ◦ k for k : R2 → R3.

(Recall h(x , y) = f (x , u(x , y), v(y)).

AndDh = Df ◦ Dk = . . . .

Page 52: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

More Chain Rule

More informally, e.g. thinking about a tree diagram forz = f (x , u(x , y), v(y)) and thinking of the underlying f asf (x , u, v), we’d have

∂z

∂x=∂f

∂x+∂f

∂u

∂u

∂x.

Notice expressions like

∂f

∂xor

∂z

∂x

have some ambiguity here that D1f does not.

Page 53: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

This problem is “just like” the differentiating the cross productproblem on Supplementary Problems B, and we present thesolution as a model in the same style as the three partsrequested on that problem.Although we think of the matrix here as 2× 2, only notationalchanges would be needed to handle the n × n case.

Page 54: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

First although the customary labeling of the entries of a matixis different, we can label a general 2× 2 matrix A as[

x1 x2

x3 x4

].

So the matrix squaring function f (A) = A2 can be viewed as afunction f : R4 → R4 with f (x1, x2, x3, x4) giving the fourentries of the matrix A2 in terms of (x1, x2, x3, x4).

Page 55: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

The definition we gave in class of the derivative T of a functionf : R4 → R4 is a linear transformation (think T (v) = Av for amatrix A) T so that

limp→p0

f (p)− f (p0)− T (p − p0)

‖p − p0‖= 0.

Page 56: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

The definition we gave in class of the derivative T of a functionf : R4 → R4 is a linear transformation (think T (v) = Av for amatrix A) T so that

limp→p0

f (p)− f (p0)− T (p − p0)

‖p − p0‖= 0.

We will try to work out the derivative of f (A) = A2 at aparticular matrix A0.So in the definition above we think of p0 = A0 and p = A.(A is a more typical notation for a matrix than p which tendspsychologically to stand for “point.”)

Page 57: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

Let’s use h = A− A0 so the denominator ‖p − p0‖ becomes‖h‖ and limp→p0 becomes limh→0 . The definition of thederivative T becomes the requirement that T is a lineartransformation satisfying

limh→0

f (A0 + h)− f (A0)− T (h)

‖h‖= 0.

Page 58: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

Let’s use h = A− A0 so the denominator ‖p − p0‖ becomes‖h‖ and limp→p0 becomes limh→0 . The definition of thederivative T becomes the requirement that T is a lineartransformation satisfying

limh→0

f (A0 + h)− f (A0)− T (h)

‖h‖= 0.

Looking at the first two terms of the numerator (as in part (a)of your homework problem) we compute

f (A0 + h)− f (A0) = (A0 + h)2 − A20

Page 59: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

Looking at the first two terms of the numerator (as in part (a)of your homework problem) we compute

f (A0 + h)− f (A0) = (A0 + h)2 − A20

Page 60: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

We compute

f (A0 + h)− f (A0) = (A0 + h)2 − A20

= (A0 + h)(A0 + h)− A20

= A0(A0 + h) + h(A0 + h) −A20

Page 61: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

We compute

f (A0 + h)− f (A0) = (A0 + h)2 − A20

= (A0 + h)(A0 + h)− A20

= A0(A0 + h) + h(A0 + h) −A20

= A20 + A0h + hA0 + h2 −A2

0

Page 62: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

We compute

f (A0 + h)− f (A0) = (A0 + h)2 − A20

= (A0 + h)(A0 + h)− A20

= A0(A0 + h) + h(A0 + h) −A20

= A20 + A0h + hA0 + h2 −A2

0

= A0h + hA0 + h2.

Page 63: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

f (A0 + h)− f (A0) = A0h + hA0 + h2

suggests what the derivative should be.

There is a linear (in h) part A0h + hA0 and a quadratic part h2.

Page 64: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

This is easy to make precise if you’ve studied linear algebra.There one learns that although in the end all lineartransformations are given by matrices times vectors, thedefinition of a linear transformation L : R4 → R4 is merely afunction satisfying

1 L(v1 + v2) = L(v1) + L(v2).

2 L(cv) = cL(v).

Page 65: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

So, as in part b) of your homework problem, based on

f (A0 + h)− f (A0) = A0h + hA0 + h2

define the linear part by

T (h) = A0h + hA0

for h a 2× 2 matrix h.It is clear that this function T satisfies the two conditionsabove of being a linear transformation.

Page 66: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

As in part c) of the homework, to show T is the derivative of hwe just have to explain why

limh→0

f (A0 + h)− f (A0)− T (h)

‖h‖= 0.

Page 67: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

As in part c) of the homework, to show T is the derivative of hwe just have to explain why

limh→0

f (A0 + h)− f (A0)− T (h)

‖h‖= 0.

But this is because

(A0h + hA0 + h2)− (A0h + hA0)

‖h‖=

h2

‖h‖= h

(h

‖h‖

).

Page 68: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

But this is because

(A0h + hA0 + h2)− (A0h + hA0)

‖h‖=

h2

‖h‖= h

(h

‖h‖

).

And as h→ 0, the product

h

(h

‖h‖

)→ 0

sinceh

‖h‖is a “unit vector.” (So each entry is bounded by 1 in

absolute value.)

Page 69: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Differentiating f (A) = A2, A a 2× 2 matrix

Thus our conclusion is that the linear transformationT : R4 → R4 defined by

T (h) = A0h + hA0

is the derivative of the function f (A) = A2 at the point(matrix) A = A0.

Page 70: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Page 71: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

If the normal ~n =< a, b, c >, ~r =< x , y , z > is a general pointand P0 = (x0, y0, z0), then ~n · (~r − P0) = 0 becomes

a(x − x0) + b(y − y0) + c(z − z0) = 0.

Page 72: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).

Page 73: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).Solution: First find the normal

~n =−−−→P0P1 ×

−−−→P0P2

Page 74: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).Solution: First find the normal

~n =−−−→P0P1 ×

−−−→P0P2

The cross product: ∣∣∣∣∣∣i j k−2 1 10 2 2

∣∣∣∣∣∣which is

Page 75: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).Solution: First find the normal

~n =−−−→P0P1 ×

−−−→P0P2

The cross product: ∣∣∣∣∣∣i j k−2 1 10 2 2

∣∣∣∣∣∣which is

i

∣∣∣∣ 1 12 2

∣∣∣∣− j

∣∣∣∣ −2 10 2

∣∣∣∣+ k

∣∣∣∣ −2 10 2

∣∣∣∣ =< 0, 4,−4 > .

Page 76: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).

i

∣∣∣∣ 1 12 2

∣∣∣∣− j

∣∣∣∣ −2 10 2

∣∣∣∣+ k

∣∣∣∣ −2 10 2

∣∣∣∣ =< 0, 4,−4 > .

So our plane is

< 0, 4,−4 > ·(~r− < 1, 0, 1 >) = 0

Page 77: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Planes in R3

Find the equation of the plane through the three pointsP0 = (1, 0, 1), P1 = (−1, 1, 2) and P2 = (1, 2, 3).So our plane is

< 0, 4,−4 > ·(~r− < 1, 0, 1 >) = 0

or

0(x − 1) + 4(y − 0)− 4(z − 1) = 0 or 4y − 4z + 4 = 0.

Page 78: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Page 79: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Find the equation of the line through the points P0 = (1, 1, 0)and P1 = (2, 2, 2).

Page 80: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Find the equation of the line through the points P0 = (1, 1, 0)and P1 = (2, 2, 2).

Page 81: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Find the equation of the line through the points P0 = (1, 1, 0)and P1 = (2, 2, 2).

Solution:−−−→P0P1 = (2, 2, 2)− (1, 1, 0) =< 1, 1, 2 > .

So our line is

~r =< 1, 1, 0 > +t < 1, 1, 2 >=< 1 + t, 1 + t, 2t > .

where t is any real number.

Page 82: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Solution:−−−→P0P1 = (2, 2, 2)− (1, 1, 0) =< 1, 1, 2 > .

So our line is

~r =< 1, 1, 0 > +t < 1, 1, 2 >=< 1 + t, 1 + t, 2t > .

where t is any real number.This is called the vector form of the equation of a line.

Page 83: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Solution:−−−→P0P1 = (2, 2, 2)− (1, 1, 0) =< 1, 1, 2 > .

So our line is

~r =< 1, 1, 0 > +t < 1, 1, 2 >=< 1 + t, 1 + t, 2t > .

where t is any real number.This is called the vector form of the equation of a line.Thinking our general position vector ~r =< x , y , z >, we canexpress this as the parametric form:

x = 1 + t

y = 1 + t

z = 2t

Page 84: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Lines in R3

Thinking our general position vector ~r =< x , y , z >, we canexpress this as the parametric form:

x = 1 + t

y = 1 + t

z = 2t

Solving for t shows

t = x − 1 = y − 1 =z

2

which realizes this line as the intersection of the planes x = yand z = 2(y − 1) but there are many other pairs of planescontaining this line.

Page 85: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

The cross product of vectors in R3 is another vector.

Page 86: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

The cross product of vectors in R3 is another vector.It is good because:

it is geometrically meaningful

it is straightforward to calculate

it is useful (e.g. torque, angular momentum)

Page 87: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

The cross product of vectors in R3 is another vector.~u = ~v × ~w is geometrically determined by the properties:

~u is perpendicular to both ~v and ~w .

~u| is the |~v ||~w | sin θ, the area of the parallelogram spannedby ~v and ~w .

Choice from the remaining two possibilities is now madebased on the “right hand rule.”

Page 88: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

~u = ~v × ~w is geometrically determined by the properties:

~u is perpendicular to both ~v and ~w .

~u| is the |~v ||~w | sin θ, the area of the parallelogram spannedby ~v and ~w .

Choice from the remaining two possibilities is now madebased on the “right hand rule.”

Page 89: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

~u = ~v × ~w is geometrically determined by the properties:

~u is perpendicular to both ~v and ~w .

~u| is the |~v ||~w | sin θ, the area of the parallelogram spannedby ~v and ~w .

Choice from the remaining two possibilities is now madebased on the “right hand rule.”

Page 90: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

~u = ~v × ~w is geometrically determined by the properties:

~u is perpendicular to both ~v and ~w .

~u| is the |~v ||~w | sin θ, the area of the parallelogram spannedby ~v and ~w .

Choice from the remaining two possibilities is now madebased on the “right hand rule.”

Page 91: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

The algebraic definition of the cross product is based on the“determinant”

~v × ~w =

∣∣∣∣∣∣i j k

v1 v2 v3

w1 w2 w3

∣∣∣∣∣∣which means

~v × ~w = i

∣∣∣∣ v2 v3

w2 w3

∣∣∣∣− j

∣∣∣∣ v1 v3

w1 w3

∣∣∣∣+ k

∣∣∣∣ v1 v2

w1 w2

∣∣∣∣ .where ∣∣∣∣ a b

c d

∣∣∣∣ = ad − bc

and i =< 1, 0, 0 >, j =< 0, 1, 0 >, and k =< 0, 0, 1 >,

Page 92: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

~v × ~w = −~w × ~v

Page 93: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

Sincei × j = k

and cyclic (so j × k = i and k × i = j) it is sometimes easiestto use that algebra or comparison with the picture below todetermine cross products or use the right hand rule.

Page 94: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

For example

< 1, 1, 0 > × < 0, 0, 1 >= (i + j)× k = −j + i =< 1,−1, 0 >

is easier than writing out the 3× 3 determinant.

Page 95: From Math V3 Tangent Lines From Math 2220 Class 7pi.math.cornell.edu/~back/m222_f14/slides/sep12_v3.pdf · 2015. 1. 15. · From Math 2220 Class 7 V3 Tangent Lines Chain Rule Tangent

From Math2220 Class 7

V3

Tangent Lines

Chain Rule

TangentPlanes

Geometry ofthe Chain Rule

DifferentiatingThe MatrixSquaredFunction

Planes in R3

Lines in R3

Cross product

Cross product

Cross products can be used to

find the area of a parallelogram or triangle spanned by twovectors in R3.

find the volume of a parallelopiped using the scalar tripleproduct

~u · (~v × ~w) = (~u × ~v) · ~w .