Section Summary: 15.6

Directional Derivatives and the Gradient Vector

  1. Definitions

    The directional derivative of f at tex2html_wrap_inline182 in the direction of unit vector tex2html_wrap_inline184 is

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    if this limit exists.

    If f is a function of two variables x and y, then the gradient of f is the vector function tex2html_wrap_inline194 defined by

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    Hence,

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    More generally (in higher dimensions),

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  2. Theorems

    If f is a differentiable function of x and y, then f has a directional derivative in the direction of any unit vector tex2html_wrap_inline184 and

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    Suppose f is a differentiable multivariate function. The maximum value of the directional derivative tex2html_wrap_inline208 is tex2html_wrap_inline210 and it occurs when tex2html_wrap_inline212 has the same direction as the gradient vector tex2html_wrap_inline214 .

  3. Properties/Tricks/Hints/Etc.

    The gradient vector will be very important in optimization problems.

  4. Summary

    We shouldn't be a stick in the mud about the orientation of our axes: why x and y, and not some other pair of directions which are mutually perpendicular? Perhaps we are interested in the slope of the surface along some direction other than x or y: hence the idea behind directional derivatives. At a given point at which a function is differentiable, one natural choice for two directions might be the direction in which the function is increasing fastest, and the direction perpendicular to this.

    Because the function is essentially planer at a differentiable point, it might not be surprising that the partial derivative of f wrt (with respect to) a given direction other than x and y is some combination of the partial derivatives of f wrt x and y.

    The gradient vector is the vector with these two partials (wrt x and y) weighting the respective axes unit vectors tex2html_wrap_inline240 and tex2html_wrap_inline242 , and is used to give a convenient inner product definition of the directional derivative. It points in the direction of fastest increase of the function, which simultaneously means that it is perpendicular to level curves.

    The importance of this vector cannot be overestimated: it is used for minimization, as the derivative is used in the univariate case. It is via the gradient that we are able to minimize multivariate functions.




Mon Feb 2 12:03:21 EST 2004