How can I determine the linear part of f(A + H) in terms of H?

Click For Summary
SUMMARY

The discussion focuses on proving the differentiability of the function f: R^n x n → R^n x n defined by f(A) = A². The derivative of f at a point A is derived from the expression f(A + H) = A² + AH + HA + H². The key conclusion is that the linear part of the expression in terms of H is represented by the terms AH + HA, while H² is the non-linear remainder. This distinction is crucial for understanding the behavior of the function near the point A.

PREREQUISITES
  • Understanding of matrix calculus and differentiability
  • Familiarity with linear transformations and their properties
  • Knowledge of Taylor series expansion in multiple variables
  • Basic concepts of matrix multiplication and addition
NEXT STEPS
  • Study the properties of differentiable functions in matrix calculus
  • Learn about Taylor series expansions for multivariable functions
  • Explore the concept of linear approximations in higher dimensions
  • Investigate the implications of differentiability in optimization problems
USEFUL FOR

Students and professionals in mathematics, particularly those studying advanced calculus, linear algebra, or mathematical analysis, will benefit from this discussion.

Maybe_Memorie
Messages
346
Reaction score
0

Homework Statement



Let f:Rnxn-->Rnxn be defined by f(A) = A2. Prove that f is differentiable. Find the derivative of f.

Homework Equations



f(a + h) = f(a) + f'(a)h + [itex]\phi[/itex](h)

The Attempt at a Solution



f(A + H) = (A + H)2 = A2 + AH + HA + H2

f(A) is given by A2. So the sum of the derivative operator and the remainder term is AH + HA + H2. The problem is that I don't know how to determine which terms are part of the derivative.
 
Physics news on Phys.org
The derivative is the linear part of AH+HA+H2 in H. So the question is which part is linear and which part is not?
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 9 ·
Replies
9
Views
6K
  • · Replies 43 ·
2
Replies
43
Views
5K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 29 ·
Replies
29
Views
2K
  • · Replies 27 ·
Replies
27
Views
3K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 12 ·
Replies
12
Views
2K