Gradient and directional derivatives
Gradient is commonly used to describe the measure of the slope (derivative) of a function.
For vector-valued function, the gradient is then the Jacobian.
The gradient of a scalar field is a vector field which points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is the greatest rate of change.
The gradient of a function f(x) could be denoted by grad(f) or equivalent by \nabla f where the symbol \nabla is variously known as Nabla or Del
grad(f) = \nabla f = < f_x, f_y> where f_x and f_y are partial derivatives
For example, the gradient of f (x,y,z) = 2x + {3y}^2 - sin(z) is the vector
\nabla f = ( \frac{ \partial f }{ \partial x^1} + \frac{ \partial f }{ \partial x^2} + \frac{ \partial f }{ \partial x^3} )^T = ( 2, 6y, - cos(z) )^T
The directional derivative (in terms of the gradient) D_{\vec{v}} f of a scalar function f( \vec{x} ) = f(x_i) along a vector \vec{v} = (v_1 ... v_n)^T is the function
D_{\vec{v}} f = \nabla f . \vec{v}
where the dot denotes the dot product (Euclidean inner product) , \nabla f the gradient of the function f and \vec{v} a unit vector
Therefore
D_{\vec{w}} f = \nabla f . \frac{ \vec{w} }{ \vec{| w |} }
\frac{ \vec{w} }{ \vec{| w |} } = <cos (\theta), sin(\theta) >
example : f (x,y) = x^2 + y^2 and \vec{v} = <3, 4>
The directional derivative is
\frac{ \vec{v} }{ \vec{| v |} } = \frac{ 1 }{ \sqrt{ 9 + 16} } } <3, 4> = < \frac{3} {5} , \frac{4} {5} >
f_x = 2 x and f_y = 2 y
D_{\vec{v}} f (x,y) = (2 x ) \frac{3} {5} + (2 y ) \frac{4} {5} = \frac{ 6 x + 8 y } {5}
At the point (1,2,5)
D_{\vec{v}} f (1,2) = \frac{ 22 } {5}
The directional derivative in a general direction is then
D_{\vec{v}} f = \frac{ d f }{ ds } = \frac{\partial f}{\partial x_1} \frac{d x_1}{ ds } + \frac{\partial f}{\partial x_2} \frac{ d x_2}{ ds }+ \frac{\partial f}{\partial x_3} \frac{ d x_3}{ ds } = f_{x_1} \frac{ d x_1}{ ds } + f_{x_2} \frac{ d x_2}{ ds }+ f_{x_3} \frac{ d x_3}{ ds }
If \frac{ \vec{v} }{ \vec{| v |} } = < \frac{ d x_1}{ ds } , \frac{ d x_2}{ ds } , \frac{ d x_3}{ ds } >
d s is called element of arc or element of the curve C and s is called arc length of the curve C.
\vec{v} is a unit vector tangent to the curve C and directed in the direction of growing s
Two points of the curve C at the positions s and (s+h), determine a chord whose direction is given by the vector x(x+h)-x(s)
The vector
\vec{v} Gradient and directional derivatives <br />
<br />
Gradient is commonly used to describe the measure of the slope (derivative) of a function. <br />
<br />
For vector-valued function, the gradient is then the Jacobian.<br />
<br />
The gradient of a scalar field is a vector field which points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is the greatest rate of change.<br />
<br />
The gradient of a function f(x) could be denoted by grad(f) or equivalent by \nabla f where the symbol \nabla is variously known as Nabla or Del<br />
<br />
grad(f) = \nabla f = &lt; f_x, f_y&gt; where f_x and f_y are partial derivatives <br />
<br />
For example, the gradient of f (x,y,z) = 2x + {3y}^2 - sin(z) is the vector <br />
<br />
\nabla f = ( \frac{ \partial f }{ \partial x^1} + \frac{ \partial f }{ \partial x^2} + \frac{ \partial f }{ \partial x^3} )^T = ( 2, 6y, - cos(z) )^T<br />
<br />
The directional derivative (in terms of the gradient) D_{\vec{v}} f of a scalar function f( \vec{x} ) = f(x_i) along a vector \vec{v} = (v_1 ... v_n)^T is the function <br />
<br />
D_{\vec{v}} f = \nabla f . \vec{v}<br />
<br />
where the dot denotes the dot product (Euclidean inner product) , \nabla f the gradient of the function f and \vec{v} a unit vector<br />
<br />
Therefore<br />
<br />
D_{\vec{w}} f = \nabla f . \frac{ \vec{w} }{ \vec{| w |} }<br />
<br />
<br />
\frac{ \vec{w} }{ \vec{| w |} } = &lt;cos (\theta), sin(\theta) &gt;<br />
<br />
example : f (x,y) = x^2 + y^2 and \vec{v} = &lt;3, 4&gt; <br />
<br />
The directional derivative is <br />
<br />
\frac{ \vec{v} }{ \vec{| v |} } = \frac{ 1 }{ \sqrt{ 9 + 16} } } &lt;3, 4&gt; = &lt; \frac{3} {5} , \frac{4} {5} &gt;<br />
<br />
f_x = 2 x and f_y = 2 y <br />
<br />
D_{\vec{v}} f (x,y) = (2 x ) \frac{3} {5} + (2 y ) \frac{4} {5} = \frac{ 6 x + 8 y } {5}<br />
<br />
At the point (1,2,5)<br />
<br />
D_{\vec{v}} f (1,2) = \frac{ 22 } {5}<br />
<br />
The directional derivative in a general direction is then <br />
<br />
D_{\vec{v}} f = \frac{ d f }{ ds } = \frac{\partial f}{\partial x_1} \frac{d x_1}{ ds } + \frac{\partial f}{\partial x_2} \frac{ d x_2}{ ds }+ \frac{\partial f}{\partial x_3} \frac{ d x_3}{ ds } = f_{x_1} \frac{ d x_1}{ ds } + f_{x_2} \frac{ d x_2}{ ds }+ f_{x_3} \frac{ d x_3}{ ds }<br />
<br />
If \frac{ \vec{v} }{ \vec{| v |} } = &lt; \frac{ d x_1}{ ds } , \frac{ d x_2}{ ds } , \frac{ d x_3}{ ds } &gt;<br />
<br />
d s is called element of arc or element of the curve C and s is called arc length of the curve C.<br />
\vec{v} is a unit vector tangent to the curve C and directed in the direction of growing s<br />
<br />
Two points of the curve C at the positions s and (s+h), determine a chord whose direction is given by the vector x(x+h)-x(s) <br />
The vector <br />
\vec{v} = \liminf_0