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In
mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the
tangent line In geometry, the tangent line (or simply tangent) to a plane curve at a given point is, intuitively, the straight line that "just touches" the curve at that point. Leibniz defined it as the line through a pair of infinitely close points o ...
to the graph of the function at that point. The tangent line is the best linear approximation of the function near that input value. For this reason, the derivative is often described as the instantaneous rate of change, the ratio of the instantaneous change in the dependent variable to that of the independent variable. The process of finding a derivative is called differentiation. There are multiple different notations for differentiation. '' Leibniz notation'', named after
Gottfried Wilhelm Leibniz Gottfried Wilhelm Leibniz (or Leibnitz; – 14 November 1716) was a German polymath active as a mathematician, philosopher, scientist and diplomat who is credited, alongside Sir Isaac Newton, with the creation of calculus in addition to ...
, is represented as the ratio of two differentials, whereas ''prime notation'' is written by adding a prime mark. Higher order notations represent repeated differentiation, and they are usually denoted in Leibniz notation by adding superscripts to the differentials, and in prime notation by adding additional prime marks. The higher order derivatives can be applied in physics; for example, while the first derivative of the position of a moving object with respect to
time Time is the continuous progression of existence that occurs in an apparently irreversible process, irreversible succession from the past, through the present, and into the future. It is a component quantity of various measurements used to sequ ...
is the object's
velocity Velocity is a measurement of speed in a certain direction of motion. It is a fundamental concept in kinematics, the branch of classical mechanics that describes the motion of physical objects. Velocity is a vector (geometry), vector Physical q ...
, how the position changes as time advances, the second derivative is the object's
acceleration In mechanics, acceleration is the Rate (mathematics), rate of change of the velocity of an object with respect to time. Acceleration is one of several components of kinematics, the study of motion. Accelerations are Euclidean vector, vector ...
, how the velocity changes as time advances. Derivatives can be generalized to functions of several real variables. In this case, the derivative is reinterpreted as a linear transformation whose graph is (after an appropriate translation) the best linear approximation to the graph of the original function. The Jacobian matrix is the matrix that represents this linear transformation with respect to the basis given by the choice of independent and dependent variables. It can be calculated in terms of the
partial derivative In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). P ...
s with respect to the independent variables. For a real-valued function of several variables, the Jacobian matrix reduces to the gradient vector.


Definition


As a limit

A function of a real variable f(x) is differentiable at a point a of its domain, if its domain contains an
open interval In mathematics, a real interval is the set (mathematics), set of all real numbers lying between two fixed endpoints with no "gaps". Each endpoint is either a real number or positive or negative infinity, indicating the interval extends without ...
containing , and the limit L=\lim_\frach exists. This means that, for every positive
real number In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
, there exists a positive real number \delta such that, for every h such that , h, < \delta and h\ne 0 then f(a+h) is defined, and \left, L-\frach\<\varepsilon, where the vertical bars denote the
absolute value In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if x is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), ...
. This is an example of the (ε, δ)-definition of limit. If the function f is differentiable at , that is if the limit L exists, then this limit is called the ''derivative'' of f at a . Multiple notations for the derivative exist. The derivative of f at a can be denoted , read as " prime of "; or it can be denoted , read as "the derivative of f with respect to x at " or " by (or over) dx at ". See ' below. If f is a function that has a derivative at every point in its domain, then a function can be defined by mapping every point x to the value of the derivative of f at x . This function is written f' and is called the ''derivative function'' or the ''derivative of'' . The function f sometimes has a derivative at most, but not all, points of its domain. The function whose value at a equals f'(a) whenever f'(a) is defined and elsewhere is undefined is also called the derivative of . It is still a function, but its domain may be smaller than the domain of f . For example, let f be the squaring function: f(x) = x^2. Then the quotient in the definition of the derivative is \frac = \frac = \frac = 2a + h. The division in the last step is valid as long as h \neq 0. The closer h is to , the closer this expression becomes to the value 2a. The limit exists, and for every input a the limit is 2a. So, the derivative of the squaring function is the doubling function: . The ratio in the definition of the derivative is the slope of the line through two points on the graph of the function , specifically the points (a,f(a)) and (a+h, f(a+h)). As h is made smaller, these points grow closer together, and the slope of this line approaches the limiting value, the slope of the tangent to the graph of f at a. In other words, the derivative is the slope of the tangent.


Using infinitesimals

One way to think of the derivative \frac(a) is as the ratio of an infinitesimal change in the output of the function f to an infinitesimal change in its input. In order to make this intuition rigorous, a system of rules for manipulating infinitesimal quantities is required. The system of hyperreal numbers is a way of treating infinite and infinitesimal quantities. The hyperreals are an extension of the
real number In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
s that contain numbers greater than anything of the form 1 + 1 + \cdots + 1 for any finite number of terms. Such numbers are infinite, and their reciprocals are infinitesimals. The application of hyperreal numbers to the foundations of calculus is called nonstandard analysis. This provides a way to define the basic concepts of calculus such as the derivative and integral in terms of infinitesimals, thereby giving a precise meaning to the d in the Leibniz notation. Thus, the derivative of f(x) becomes f'(x) = \operatorname\left( \frac \right) for an arbitrary infinitesimal , where \operatorname denotes the
standard part function In nonstandard analysis, the standard part function is a function from the limited (finite) hyperreal numbers to the real numbers. Briefly, the standard part function "rounds off" a finite hyperreal to the nearest real. It associates to every suc ...
, which "rounds off" each finite hyperreal to the nearest real. Taking the squaring function f(x) = x^2 as an example again, \begin f'(x) &= \operatorname\left(\frac\right) \\ &= \operatorname\left(\frac\right) \\ &= \operatorname\left(\frac + \frac\right) \\ &= \operatorname\left(2x + dx\right) \\ &= 2x. \end


Continuity and differentiability

If f is differentiable at , then f must also be continuous at a . As an example, choose a point a and let f be the step function that returns the value 1 for all x less than , and returns a different value 10 for all x greater than or equal to a . The function f cannot have a derivative at a . If h is negative, then a + h is on the low part of the step, so the secant line from a to a + h is very steep; as h tends to zero, the slope tends to infinity. If h is positive, then a + h is on the high part of the step, so the secant line from a to a + h has slope zero. Consequently, the secant lines do not approach any single slope, so the limit of the difference quotient does not exist. However, even if a function is continuous at a point, it may not be differentiable there. For example, the
absolute value In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if x is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), ...
function given by f(x) = , x, is continuous at , but it is not differentiable there. If h is positive, then the slope of the secant line from 0 to h is one; if h is negative, then the slope of the secant line from 0 to h is . This can be seen graphically as a "kink" or a "cusp" in the graph at x=0. Even a function with a smooth graph is not differentiable at a point where its tangent is vertical: For instance, the function given by f(x) = x^ is not differentiable at x = 0 . In summary, a function that has a derivative is continuous, but there are continuous functions that do not have a derivative. Most functions that occur in practice have derivatives at all points or
almost every In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
point. Early in the
history of calculus Calculus, originally called infinitesimal calculus, is a mathematical discipline focused on limits, continuity, derivatives, integrals, and infinite series. Many elements of calculus appeared in ancient Greece, then in China and the Middle East ...
, many mathematicians assumed that a continuous function was differentiable at most points. Under mild conditions (for example, if the function is a monotone or a
Lipschitz function In mathematical analysis, Lipschitz continuity, named after German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there e ...
), this is true. However, in 1872, Weierstrass found the first example of a function that is continuous everywhere but differentiable nowhere. This example is now known as the
Weierstrass function In mathematics, the Weierstrass function, named after its discoverer, Karl Weierstrass, is an example of a real-valued function (mathematics), function that is continuous function, continuous everywhere but Differentiable function, differentiab ...
. In 1931,
Stefan Banach Stefan Banach ( ; 30 March 1892 – 31 August 1945) was a Polish mathematician who is generally considered one of the 20th century's most important and influential mathematicians. He was the founder of modern functional analysis, and an original ...
proved that the set of functions that have a derivative at some point is a
meager set In the mathematical field of general topology, a meagre set (also called a meager set or a set of first category) is a subset of a topological space that is small or negligible in a precise sense detailed below. A set that is not meagre is called ...
in the space of all continuous functions. Informally, this means that hardly any random continuous functions have a derivative at even one point.


Notation

One common way of writing the derivative of a function is Leibniz notation, introduced by
Gottfried Wilhelm Leibniz Gottfried Wilhelm Leibniz (or Leibnitz; – 14 November 1716) was a German polymath active as a mathematician, philosopher, scientist and diplomat who is credited, alongside Sir Isaac Newton, with the creation of calculus in addition to ...
in 1675, which denotes a derivative as the quotient of two differentials, such as dy and . It is still commonly used when the equation y=f(x) is viewed as a functional relationship between
dependent and independent variables A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function ...
. The first derivative is denoted by , read as "the derivative of y with respect to ". This derivative can alternately be treated as the application of a
differential operator In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and retur ...
to a function, \frac = \frac f(x). Higher derivatives are expressed using the notation \frac for the n-th derivative of y = f(x). These are abbreviations for multiple applications of the derivative operator; for example, \frac = \frac\Bigl(\frac f(x)\Bigr). Unlike some alternatives, Leibniz notation involves explicit specification of the variable for differentiation, in the denominator, which removes ambiguity when working with multiple interrelated quantities. The derivative of a composed function can be expressed using the
chain rule In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
: if u = g(x) and y = f(g(x)) then \frac = \frac \cdot \frac. Another common notation for differentiation is by using the prime mark in the symbol of a function . This notation, due to
Joseph-Louis Lagrange Joseph-Louis Lagrange (born Giuseppe Luigi Lagrangia f'' and , respectively. For denoting the number of higher derivatives beyond this point, some authors use Roman numerals in
superscript A subscript or superscript is a character (such as a number or letter) that is set slightly below or above the normal line of type, respectively. It is usually smaller than the rest of the text. Subscripts appear at or below the baseline, wh ...
, whereas others place the number in parentheses, such as f^ or . The latter notation generalizes to yield the notation f^ for the th derivative of . In Newton's notation or the ''dot notation,'' a dot is placed over a symbol to represent a time derivative. If y is a function of , then the first and second derivatives can be written as \dot and , respectively. This notation is used exclusively for derivatives with respect to time or
arc length Arc length is the distance between two points along a section of a curve. Development of a formulation of arc length suitable for applications to mathematics and the sciences is a problem in vector calculus and in differential geometry. In the ...
. It is typically used in differential equations in
physics Physics is the scientific study of matter, its Elementary particle, fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge whi ...
and
differential geometry Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
. However, the dot notation becomes unmanageable for high-order derivatives (of order 4 or more) and cannot deal with multiple independent variables. Another notation is ''D-notation'', which represents the differential operator by the symbol . The first derivative is written D f(x) and higher derivatives are written with a superscript, so the n-th derivative is . This notation is sometimes called ''Euler notation'', although it seems that
Leonhard Euler Leonhard Euler ( ; ; ; 15 April 170718 September 1783) was a Swiss polymath who was active as a mathematician, physicist, astronomer, logician, geographer, and engineer. He founded the studies of graph theory and topology and made influential ...
did not use it, and the notation was introduced by
Louis François Antoine Arbogast Louis François Antoine Arbogast (4 October 1759 – 8 April 1803) was a French mathematician. He was born at Mutzig in Alsace and died at Strasbourg, where he was professor. He wrote on Series (mathematics), series and the Calculus, derivatives ...
. To indicate a partial derivative, the variable differentiated by is indicated with a subscript, for example given the function , its partial derivative with respect to x can be written D_x u or . Higher partial derivatives can be indicated by superscripts or multiple subscripts, e.g. D_ f(x,y) = \frac \Bigl(\frac f(x,y) \Bigr) and .


Rules of computation

In principle, the derivative of a function can be computed from the definition by considering the difference quotient and computing its limit. Once the derivatives of a few simple functions are known, the derivatives of other functions are more easily computed using ''rules'' for obtaining derivatives of more complicated functions from simpler ones. This process of finding a derivative is known as differentiation.


Rules for basic functions

The following are the rules for the derivatives of the most common basic functions. Here, a is a real number, and e is the base of the natural logarithm, approximately . * '' Derivatives of powers'': *: \fracx^a = ax^ * ''Functions of
exponential Exponential may refer to any of several mathematical topics related to exponentiation, including: * Exponential function, also: **Matrix exponential, the matrix analogue to the above *Exponential decay, decrease at a rate proportional to value * Ex ...
,
natural logarithm The natural logarithm of a number is its logarithm to the base of a logarithm, base of the e (mathematical constant), mathematical constant , which is an Irrational number, irrational and Transcendental number, transcendental number approxima ...
, and
logarithm In mathematics, the logarithm of a number is the exponent by which another fixed value, the base, must be raised to produce that number. For example, the logarithm of to base is , because is to the rd power: . More generally, if , the ...
with general base'': *: \frace^x = e^x *: \fraca^x = a^x\ln(a) , for a > 0 *: \frac\ln(x) = \frac , for x > 0 *: \frac\log_a(x) = \frac , for x, a > 0 * ''
Trigonometric functions In mathematics, the trigonometric functions (also called circular functions, angle functions or goniometric functions) are real functions which relate an angle of a right-angled triangle to ratios of two side lengths. They are widely used in all ...
'': *: \frac\sin(x) = \cos(x) *: \frac\cos(x) = -\sin(x) *: \frac\tan(x) = \sec^2(x) = \frac = 1 + \tan^2(x) * ''
Inverse trigonometric functions In mathematics, the inverse trigonometric functions (occasionally also called ''antitrigonometric'', ''cyclometric'', or ''arcus'' functions) are the inverse functions of the trigonometric functions, under suitably restricted Domain of a functi ...
'': *: \frac\arcsin(x) = \frac , for -1 < x < 1 *: \frac\arccos(x)= -\frac , for -1 < x < 1 *: \frac\arctan(x)= \frac


Rules for combined functions

Given that the f and g are the functions. The following are some of the most basic rules for deducing the derivative of functions from derivatives of basic functions. * ''Constant rule'': if f is constant, then for all , *: f'(x) = 0. * '' Sum rule'': *: (\alpha f + \beta g)' = \alpha f' + \beta g' for all functions f and g and all real numbers \alpha and . * ''
Product rule In calculus, the product rule (or Leibniz rule or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions. For two functions, it may be stated in Lagrange's notation as (u \cdot v)' = u ' \cdot v ...
'': *: (fg)' = f 'g + fg' for all functions f and . As a special case, this rule includes the fact (\alpha f)' = \alpha f' whenever \alpha is a constant because \alpha' f = 0 \cdot f = 0 by the constant rule. * ''
Quotient rule In calculus, the quotient rule is a method of finding the derivative of a function (mathematics), function that is the ratio of two differentiable functions. Let h(x)=\frac, where both and are differentiable and g(x)\neq 0. The quotient rule sta ...
'': *: \left(\frac \right)' = \frac for all functions f and g at all inputs where . * ''
Chain rule In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
'' for composite functions: If , then *: f'(x) = h'(g(x)) \cdot g'(x).


Computation example

The derivative of the function given by f(x) = x^4 + \sin \left(x^2\right) - \ln(x) e^x + 7 is \begin f'(x) &= 4 x^+ \frac\cos \left(x^2\right) - \frac e^x - \ln(x) \frac + 0 \\ &= 4x^3 + 2x\cos \left(x^2\right) - \frac e^x - \ln(x) e^x. \end Here the second term was computed using the
chain rule In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
and the third term using the
product rule In calculus, the product rule (or Leibniz rule or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions. For two functions, it may be stated in Lagrange's notation as (u \cdot v)' = u ' \cdot v ...
. The known derivatives of the elementary functions x^2 , x^4 , \sin (x) , \ln (x) , and \exp(x) = e^x , as well as the constant 7 , were also used.


Higher-order derivatives

''Higher order derivatives'' are the result of differentiating a function repeatedly. Given that f is a differentiable function, the derivative of f is the first derivative, denoted as . The derivative of f' is the
second derivative In calculus, the second derivative, or the second-order derivative, of a function is the derivative of the derivative of . Informally, the second derivative can be phrased as "the rate of change of the rate of change"; for example, the secon ...
, denoted as , and the derivative of f'' is the
third derivative In calculus, a branch of mathematics, the third derivative or third-order derivative is the rate at which the second derivative, or the rate of change of the rate of change, is changing. The third derivative of a function y = f(x) can be denot ...
, denoted as . By continuing this process, if it exists, the th derivative is the derivative of the th derivative or the ''derivative of order ''. As has been discussed above, the generalization of derivative of a function f may be denoted as . A function that has k successive derivatives is called '' k times differentiable''. If the th derivative is continuous, then the function is said to be of
differentiability class In mathematical analysis, the smoothness of a function is a property measured by the number of continuous derivatives (''differentiability class)'' it has over its domain. A function of class C^k is a function of smoothness at least ; t ...
. A function that has infinitely many derivatives is called ''infinitely differentiable'' or '' smooth''. Any
polynomial In mathematics, a polynomial is a Expression (mathematics), mathematical expression consisting of indeterminate (variable), indeterminates (also called variable (mathematics), variables) and coefficients, that involves only the operations of addit ...
function is infinitely differentiable; taking derivatives repeatedly will eventually result in a
constant function In mathematics, a constant function is a function whose (output) value is the same for every input value. Basic properties As a real-valued function of a real-valued argument, a constant function has the general form or just For example, ...
, and all subsequent derivatives of that function are zero. One application of higher-order derivatives is in
physics Physics is the scientific study of matter, its Elementary particle, fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge whi ...
. Suppose that a function represents the position of an object at the time. The first derivative of that function is the
velocity Velocity is a measurement of speed in a certain direction of motion. It is a fundamental concept in kinematics, the branch of classical mechanics that describes the motion of physical objects. Velocity is a vector (geometry), vector Physical q ...
of an object with respect to time, the second derivative of the function is the
acceleration In mechanics, acceleration is the Rate (mathematics), rate of change of the velocity of an object with respect to time. Acceleration is one of several components of kinematics, the study of motion. Accelerations are Euclidean vector, vector ...
of an object with respect to time, and the third derivative is the jerk.


In other dimensions


Vector-valued functions

A
vector-valued function A vector-valued function, also referred to as a vector function, is a mathematical function of one or more variables whose range is a set of multidimensional vectors or infinite-dimensional vectors. The input of a vector-valued function could ...
\mathbf of a real variable sends real numbers to vectors in some
vector space In mathematics and physics, a vector space (also called a linear space) is a set (mathematics), set whose elements, often called vector (mathematics and physics), ''vectors'', can be added together and multiplied ("scaled") by numbers called sc ...
\R^n . A vector-valued function can be split up into its coordinate functions y_1(t), y_2(t), \dots, y_n(t) , meaning that \mathbf = (y_1(t), y_2(t), \dots, y_n(t)). This includes, for example,
parametric curve In mathematics, a parametric equation expresses several quantities, such as the coordinates of a point (mathematics), point, as Function (mathematics), functions of one or several variable (mathematics), variables called parameters. In the case ...
s in \R^2 or \R^3 . The coordinate functions are real-valued functions, so the above definition of derivative applies to them. The derivative of \mathbf(t) is defined to be the
vector Vector most often refers to: * Euclidean vector, a quantity with a magnitude and a direction * Disease vector, an agent that carries and transmits an infectious pathogen into another living organism Vector may also refer to: Mathematics a ...
, called the
tangent vector In mathematics, a tangent vector is a vector that is tangent to a curve or surface at a given point. Tangent vectors are described in the differential geometry of curves in the context of curves in R''n''. More generally, tangent vectors are ...
, whose coordinates are the derivatives of the coordinate functions. That is, \mathbf'(t)=\lim_\frac, if the limit exists. The subtraction in the numerator is the subtraction of vectors, not scalars. If the derivative of \mathbf exists for every value of , then \mathbf' is another vector-valued function.


Partial derivatives

Functions can depend upon more than one variable. A
partial derivative In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). P ...
of a function of several variables is its derivative with respect to one of those variables, with the others held constant. Partial derivatives are used in
vector calculus Vector calculus or vector analysis is a branch of mathematics concerned with the differentiation and integration of vector fields, primarily in three-dimensional Euclidean space, \mathbb^3. The term ''vector calculus'' is sometimes used as a ...
and
differential geometry Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
. As with ordinary derivatives, multiple notations exist: the partial derivative of a function f(x, y, \dots) with respect to the variable x is variously denoted by among other possibilities. It can be thought of as the rate of change of the function in the x-direction. Here ∂ is a rounded ''d'' called the partial derivative symbol. To distinguish it from the letter ''d'', ∂ is sometimes pronounced "der", "del", or "partial" instead of "dee". For example, let , then the partial derivative of function f with respect to both variables x and y are, respectively: \frac = 2x + y, \qquad \frac = x + 2y. In general, the partial derivative of a function f(x_1, \dots, x_n) in the direction x_i at the point (a_1, \dots, a_n) is defined to be: \frac(a_1,\ldots,a_n) = \lim_\frac. This is fundamental for the study of the functions of several real variables. Let f(x_1, \dots, x_n) be such a real-valued function. If all partial derivatives f with respect to x_j are defined at the point , these partial derivatives define the vector \nabla f(a_1, \ldots, a_n) = \left(\frac(a_1, \ldots, a_n), \ldots, \frac(a_1, \ldots, a_n)\right), which is called the
gradient In vector calculus, the gradient of a scalar-valued differentiable function f of several variables is the vector field (or vector-valued function) \nabla f whose value at a point p gives the direction and the rate of fastest increase. The g ...
of f at a . If f is differentiable at every point in some domain, then the gradient is a
vector-valued function A vector-valued function, also referred to as a vector function, is a mathematical function of one or more variables whose range is a set of multidimensional vectors or infinite-dimensional vectors. The input of a vector-valued function could ...
\nabla f that maps the point (a_1, \dots, a_n) to the vector \nabla f(a_1, \dots, a_n) . Consequently, the gradient determines a
vector field In vector calculus and physics, a vector field is an assignment of a vector to each point in a space, most commonly Euclidean space \mathbb^n. A vector field on a plane can be visualized as a collection of arrows with given magnitudes and dire ...
.


Directional derivatives

If f is a real-valued function on , then the partial derivatives of f measure its variation in the direction of the coordinate axes. For example, if f is a function of x and , then its partial derivatives measure the variation in f in the x and y direction. However, they do not directly measure the variation of f in any other direction, such as along the diagonal line . These are measured using directional derivatives. Given a vector , then the
directional derivative In multivariable calculus, the directional derivative measures the rate at which a function changes in a particular direction at a given point. The directional derivative of a multivariable differentiable (scalar) function along a given vect ...
of f in the direction of \mathbf at the point \mathbf is: D_(\mathbf) = \lim_. If all the partial derivatives of f exist and are continuous at , then they determine the directional derivative of f in the direction \mathbf by the formula: D_(\mathbf) = \sum_^n v_j \frac.


Total derivative and Jacobian matrix

When f is a function from an open subset of \R^n to , then the directional derivative of f in a chosen direction is the best linear approximation to f at that point and in that direction. However, when , no single directional derivative can give a complete picture of the behavior of f . The total derivative gives a complete picture by considering all directions at once. That is, for any vector \mathbf starting at , the linear approximation formula holds: f(\mathbf + \mathbf) \approx f(\mathbf) + f'(\mathbf)\mathbf. Similarly with the single-variable derivative, f'(\mathbf) is chosen so that the error in this approximation is as small as possible. The total derivative of f at \mathbf is the unique linear transformation f'(\mathbf) \colon \R^n \to \R^m such that \lim_ \frac = 0. Here \mathbf is a vector in , so the norm in the denominator is the standard length on \R^n . However, f'(\mathbf) \mathbf is a vector in , and the norm in the numerator is the standard length on \R^m . If v is a vector starting at , then f'(\mathbf) \mathbf is called the
pushforward The notion of pushforward in mathematics is "dual" to the notion of pullback, and can mean a number of different but closely related things. * Pushforward (differential), the differential of a smooth map between manifolds, and the "pushforward" op ...
of \mathbf by f . If the total derivative exists at , then all the partial derivatives and directional derivatives of f exist at , and for all , f'(\mathbf)\mathbf is the directional derivative of f in the direction . If f is written using coordinate functions, so that , then the total derivative can be expressed using the partial derivatives as a matrix. This matrix is called the Jacobian matrix of f at \mathbf : f'(\mathbf) = \operatorname_ = \left(\frac\right)_.


Generalizations

The concept of a derivative can be extended to many other settings. The common thread is that the derivative of a function at a point serves as a linear approximation of the function at that point. * An important generalization of the derivative concerns
complex function Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is helpful in many branches of mathematics, including algebraic g ...
s of complex variables, such as functions from (a domain in) the complex numbers \C to . The notion of the derivative of such a function is obtained by replacing real variables with complex variables in the definition. If \C is identified with \R^2 by writing a complex number z as then a differentiable function from \C to \C is certainly differentiable as a function from \R^2 to \R^2 (in the sense that its partial derivatives all exist), but the converse is not true in general: the complex derivative only exists if the real derivative is ''complex linear'' and this imposes relations between the partial derivatives called the
Cauchy–Riemann equations In the field of complex analysis in mathematics, the Cauchy–Riemann equations, named after Augustin-Louis Cauchy, Augustin Cauchy and Bernhard Riemann, consist of a system of differential equations, system of two partial differential equatio ...
– see
holomorphic function In mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighbourhood of each point in a domain in complex coordinate space . The existence of a complex de ...
s. * Another generalization concerns functions between differentiable or smooth manifolds. Intuitively speaking such a manifold M is a space that can be approximated near each point x by a vector space called its
tangent space In mathematics, the tangent space of a manifold is a generalization of to curves in two-dimensional space and to surfaces in three-dimensional space in higher dimensions. In the context of physics the tangent space to a manifold at a point can be ...
: the prototypical example is a
smooth surface In mathematics, the differential geometry of surfaces deals with the differential geometry of smooth manifold, smooth Surface (topology), surfaces with various additional structures, most often, a Riemannian metric. Surfaces have been extensiv ...
in . The derivative (or differential) of a (differentiable) map f:M\to N between manifolds, at a point x in , is then a
linear map In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that p ...
from the tangent space of M at x to the tangent space of N at . The derivative function becomes a map between the
tangent bundle A tangent bundle is the collection of all of the tangent spaces for all points on a manifold, structured in a way that it forms a new manifold itself. Formally, in differential geometry, the tangent bundle of a differentiable manifold M is ...
s of M and . This definition is used in
differential geometry Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
. * Differentiation can also be defined for maps between
vector space In mathematics and physics, a vector space (also called a linear space) is a set (mathematics), set whose elements, often called vector (mathematics and physics), ''vectors'', can be added together and multiplied ("scaled") by numbers called sc ...
, such as
Banach space In mathematics, more specifically in functional analysis, a Banach space (, ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and ...
, in which those generalizations are the
Gateaux derivative In mathematics, the Gateaux differential or Gateaux derivative is a generalization of the concept of directional derivative in differential calculus. Named after René Gateaux, it is defined for functions between locally convex topological vect ...
and the
Fréchet derivative In mathematics, the Fréchet derivative is a derivative defined on normed spaces. Named after Maurice Fréchet, it is commonly used to generalize the derivative of a real-valued function of a single real variable to the case of a vector-valued f ...
.. See p
209
for the Gateaux derivative, and p
211
for the Fréchet derivative.
* One deficiency of the classical derivative is that very many functions are not differentiable. Nevertheless, there is a way of extending the notion of the derivative so that all continuous functions and many other functions can be differentiated using a concept known as the
weak derivative In mathematics, a weak derivative is a generalization of the concept of the derivative of a function (''strong derivative'') for functions not assumed differentiable, but only integrable, i.e., to lie in the L''p'' space L^1( ,b. The method o ...
. The idea is to embed the continuous functions in a larger space called the space of distributions and only require that a function is differentiable "on average". * Properties of the derivative have inspired the introduction and study of many similar objects in algebra and topology; an example is differential algebra. Here, it consists of the derivation of some topics in abstract algebra, such as rings, ideals, field, and so on. * The discrete equivalent of differentiation is
finite difference A finite difference is a mathematical expression of the form . Finite differences (or the associated difference quotients) are often used as approximations of derivatives, such as in numerical differentiation. The difference operator, commonly d ...
s. The study of differential calculus is unified with the calculus of finite differences in
time scale calculus In mathematics, time-scale calculus is a unification of the theory of difference equations with that of differential equations, unifying integral and differential calculus with the calculus of finite differences, offering a formalism for studying ...
. * The arithmetic derivative involves the function that is defined for the
integers An integer is the number zero (0), a positive natural number (1, 2, 3, ...), or the negation of a positive natural number (−1, −2, −3, ...). The negations or additive inverses of the positive natural numbers are referred to as negative in ...
by the
prime factorization In mathematics, integer factorization is the decomposition of a positive integer into a product of integers. Every positive integer greater than 1 is either the product of two or more integer factors greater than 1, in which case it is a comp ...
. This is an analogy with the product rule.


See also

*
Covariant derivative In mathematics and physics, covariance is a measure of how much two variables change together, and may refer to: Statistics * Covariance matrix, a matrix of covariances between a number of variables * Covariance or cross-covariance between ...
* Derivation *
Exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
*
Functional derivative In the calculus of variations, a field of mathematical analysis, the functional derivative (or variational derivative) relates a change in a functional (a functional in this sense is a function that acts on functions) to a change in a function on ...
*
Integral In mathematics, an integral is the continuous analog of a Summation, sum, which is used to calculate area, areas, volume, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental oper ...
* Lie derivative


Notes


References

* * * * * * * * * * * * * * * * * * * * * * * * * * * . See the English versio
here
* * * * * * * * * * * * * * * * *


External links

* *
Khan Academy Khan Academy is an American non-profit educational organization created in 2006 by Sal Khan. Its goal is to create a set of online tools that help educate students. The organization produces short video lessons. Its website also includes suppl ...

"Newton, Leibniz, and Usain Bolt"
*
Online Derivative Calculator
from
Wolfram Alpha WolframAlpha ( ) is an answer engine developed by Wolfram Research. It is offered as an online service that answers factual queries by computing answers from externally sourced data. History Launch preparations for WolframAlpha began on Ma ...
. {{Authority control Mathematical analysis Differential calculus Functions and mappings Linear operators in calculus Rates Change