Johnson04
Nov26-08, 01:40 PM
1. The problem statement, all variables and given/known data
\vec f_1 : \bf R^n \rightarrow R^1 , \vec f_1(\vec x) = \|\vec x\|^2, calculate \vec f_1'(\left[ \begin{array}{c} 1 \\\vdots\\ 1 \end{array} \right])
2. Relevant equations
N/A
3. The attempt at a solution
I calculated the derivative as follow:
Since
\vec f_1(\vec x) =\|\vec x \|^2, \vec f_1(\vec x) = \sum \limits_{i=1}^n x_i^2.
So
\vec f_1(\vec x + \vec h) = \sum \limits_{i = 1}^n (x_i + h_i)^2 = \sum \limits_{i=1}^n (x_i^2 + 2x_i h_i + h_i^2) = \sum \limits_{i=1}^n x_i^2 + \sum \limits_{i=1}^n 2x_i h_i + \sum \limits_{i=1}^n h_i^2.
Thus, we have:
\vec f_1(\vec x + \vec h) - \vec f_1(\vec x) = \sum \limits_{i=1}^n (2x_i h_i +h_i^2)
Since according to the definition of the derivative of vector valued function (Rudin Analysis Page 212):
If there exists a linear transformation A such that
\lim \limits_{\vec h to 0} \frac{|\vec f(\vec x + \vec h) - \vec f(\vec x) - A\vec h |}{|\vec h|} = 0 ,
then \vec f is differentiable at \vec x , and
\vec f'(\vec x) = A
I defined a linear transformation as: A = 2 \vec x^T , such that we may have A \vec h = \sum \limits_{i = 1}^n 2x_i h_i . Then since \lim \limits_{\vec h to 0} \frac{|\sum \limits_{i = 1}^n h_i^2|}{|\vec h|} = \lim \limits_{\vec h to 0} |\vec h| = 0 , A = 2 \vec x^T = \vec f'(\vec x) , and then plug \vec x = \begin{pmatrix} 1 \\ \vdots \\1 \end{pmatrix} into the expression \vec f'(\vec x) .
Is this solution correct? Thanks!
\vec f_1 : \bf R^n \rightarrow R^1 , \vec f_1(\vec x) = \|\vec x\|^2, calculate \vec f_1'(\left[ \begin{array}{c} 1 \\\vdots\\ 1 \end{array} \right])
2. Relevant equations
N/A
3. The attempt at a solution
I calculated the derivative as follow:
Since
\vec f_1(\vec x) =\|\vec x \|^2, \vec f_1(\vec x) = \sum \limits_{i=1}^n x_i^2.
So
\vec f_1(\vec x + \vec h) = \sum \limits_{i = 1}^n (x_i + h_i)^2 = \sum \limits_{i=1}^n (x_i^2 + 2x_i h_i + h_i^2) = \sum \limits_{i=1}^n x_i^2 + \sum \limits_{i=1}^n 2x_i h_i + \sum \limits_{i=1}^n h_i^2.
Thus, we have:
\vec f_1(\vec x + \vec h) - \vec f_1(\vec x) = \sum \limits_{i=1}^n (2x_i h_i +h_i^2)
Since according to the definition of the derivative of vector valued function (Rudin Analysis Page 212):
If there exists a linear transformation A such that
\lim \limits_{\vec h to 0} \frac{|\vec f(\vec x + \vec h) - \vec f(\vec x) - A\vec h |}{|\vec h|} = 0 ,
then \vec f is differentiable at \vec x , and
\vec f'(\vec x) = A
I defined a linear transformation as: A = 2 \vec x^T , such that we may have A \vec h = \sum \limits_{i = 1}^n 2x_i h_i . Then since \lim \limits_{\vec h to 0} \frac{|\sum \limits_{i = 1}^n h_i^2|}{|\vec h|} = \lim \limits_{\vec h to 0} |\vec h| = 0 , A = 2 \vec x^T = \vec f'(\vec x) , and then plug \vec x = \begin{pmatrix} 1 \\ \vdots \\1 \end{pmatrix} into the expression \vec f'(\vec x) .
Is this solution correct? Thanks!