Tuesday, June 29, 2010

Implicit function theore

یا نور

Let f : Rn+m → Rm be a continuously differentiable function, and let Rn+m have coordinates (xy). Fix a point (a1,...,an,b1,...,bm) = (a,b) with f(a,b)=c, where c∈ Rm. If the matrix [(∂fi/∂yj)(a,b)] is invertible, then there exists an open set U containing a, an open set V containing b, and a unique continuously differentiable function g:U → V such that
\{ (\mathbf{x}, g(\mathbf{x}))|\mathbf x \in U  \} = \{ (\mathbf{x}, \mathbf{y}) \in U \times V| f(\mathbf{x}, \mathbf{y}) = \mathbf{c} \}.


Regularity

It can be proven that whenever we have the additional hypothesis that f is continuously differentiable up to k times inside U×V, then the same holds true for the explicit function g inside Uand
\frac{d g}{d x_j}(x)=-\left( \frac{\partial f}{\partial y}(x,g(x)) \right)^{-1}  \frac{\partial f}{\partial x_j}(x,g(x)) .
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