Saturday, 13 April 2013

calculus - Chain rule for two variables and finding Df(x)(a) of f(x)=arctg(||x||2)x




I worked on one problem I stuck because I think I have a problem about applying chain rule at function with more than one variable. I will write what I try to do, but please explain my step by step so that can I understand what differental operators in chain rule do.
f(x)=arctg(||x||2)x
Find a Df(x)(a) if x=(1,1,...,1) and a=(1,2,...,n).
My work:
It is easy to see that we will need chain rule and product rule to solve this problem. First of all let's look at arctg(||x||2).

This function we can write as arctgn. Where n is n(x)=||x||2. I write in that way because we know $||x||^2=andwecaneasilycomputederivateofn(productrule).Dn(x)(h)=2.Andforarctg(x)weknowthatderivativeofarctg(x)is\frac{1}{1+x^2}$.

But I have problem in using chain rule...


Answer



f=ϕ(arctan, where \phi: t \in \Bbb R \mapsto \phi(t) = tx \in \Bbb R^n.



We have Dg(x) = D(\arctan)(\|x\|^2) D(\|\cdot\|^2)(x), i.e. for each h,




Dg(x)h = \frac{2\langle x,h\rangle}{1 + \|x\|^4}



Also, as \phi is linear and continuous, D\phi(t) = \phi. Thus: Df(x) = D\phi(g(x)) \circ Dg(x) = \phi \circ Dg(x). In other words, for each h:



Df(x)h = \phi(Dg(x)h) = \frac{2\langle x,h\rangle}{1+\|x\|^4} x


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