Why is a function decreasing the fastest in dir of neg of the gradient?

In summary, the function decreases the fastest in the direction of the negative of the gradient due to the fact that it increases the fastest in the direction of the positive of the gradient. This is not always the case, as there cannot be saddle points where there are valleys on all sides. Additionally, at points where the function surface has a nonhorizontal tangent plane, the directions of steepest increase and decrease are opposite. This concept is further explained in 'Introduction to the conjugate gradient method without the agonizing pain' by Jonathan Shewchuk.
  • #1
toofle
20
0
Why is the function decreasing the fastest in the direction of the negative of the gradient?

Just because it increases the fastest in the direction of the positive of the gradient why does this have to mean it has to decrease the fstest in the negative of the gradient?
If you stand facing a steep mountain and ityou have flats behind you and a huge drop on your sides, it would decrease faster to 90 degress than behind you. What am I not understanding with gradients?
 
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  • #2
toofle said:
Why is the function decreasing the fastest in the direction of the negative of the gradient?

It doesn't (always), exactly for the reason you are giving. Your mountain and your function are not allowed to have saddle points.
There cannot be valleys where straight ahead and behind you, you go up, and left and right of you, you go down. Symmetric (positive) definiteness is often a requirement to guarantee this.

If this is about steepest descent or conjugate gradient methods, You should read 'Introduction to the conjugate gradient method without the agonizing pain' by Jonathan Shewchuk.
 
  • #3
This is only claimed to be valid at points where the function surface has a nonhorizontal tangent plane. If there is such a plane, walking at the surface near the point can be approximated with walking at the tangent plane. Wouldn't you then agree that the directions of steepest increase and decrease are opposite?
 

1. Why is a function decreasing in the direction of the negative gradient?

A function is decreasing in the direction of the negative gradient because the gradient represents the direction of maximum increase of the function. Therefore, the opposite direction of the gradient, or the negative gradient, represents the direction of maximum decrease.

2. How does the gradient affect the rate of decrease in a function?

The gradient affects the rate of decrease in a function by indicating the direction of steepest descent. In other words, the magnitude of the gradient determines how quickly the function is decreasing in a particular direction.

3. What happens if the gradient is positive?

If the gradient is positive, it means that the function is increasing in that direction. This is because the gradient points towards the direction of maximum increase of the function.

4. How does the direction of the gradient affect the behavior of a function?

The direction of the gradient affects the behavior of a function by indicating the direction of steepest descent. This means that the function will decrease the fastest in the direction of the negative gradient, and increase the fastest in the direction of the positive gradient.

5. Why is the negative gradient used instead of the positive gradient?

The negative gradient is used instead of the positive gradient because it points towards the direction of maximum decrease, which is more relevant when trying to minimize a function. Additionally, it is a convention in mathematics and makes calculations and interpretations of the gradient easier.

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