The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances.
The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line 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 and independent variables.
Derivatives may be generalized to functions of several real variables. In this generalization, 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 dependent and independent variables. It can be calculated in terms of the partial derivatives with respect to the independent variable. For a real-valued function of several variables, the Jacobian matrix reduces to the gradient vector.
The process of finding a derivative is called differentiation. The reverse process is called antidifferentiation. The fundamental theorem of calculus relates antidifferentiation with integration. Differentiation and integration constitute the two fundamental operations in single-variable calculus.
Differentiation is the action of computing a derivative. The derivative of a function y = f (x) of a variable x is a measure of the rate at which the value y of the function changes with respect to the change of the variable x. It is called the derivative of f with respect to x. If x and y are real numbers, and if the graph of f is plotted against x, the derivative is the slope of this graph at each point.
The simplest case, apart from the trivial case of a constant function, is when y is a linear function of x, meaning that the graph of y is a line. In this case, y = f (x) = mx + b, for real numbers m and b, and the slope m is given by
This gives the value for the slope of a line.
The idea, illustrated by Figures 1 to 3, is to compute the rate of change as the limit value of the ratio of the differences Δy/ Δxas Δx becomes infinitely small.
Two distinct notations are commonly used for the derivative, one deriving from Leibniz and the other from Joseph Louis Lagrange.
In Leibniz's notation, an infinitesimal change in x is denoted by dx, and the derivative of y with respect to x is written
suggesting the ratio of two infinitesimal quantities.
In Lagrange's notation, the derivative with respect to x of a function f (x) is denoted f' (x) (read as "f prime of x") or fx′(x) (read as "f prime x of x"), in case of ambiguity of the variable implied by the differentiation. Lagrange's notation is sometimes incorrectly attributed to Newton.
The most common approach to turn this intuitive idea into a precise definition is to define the derivative as a limit of difference quotients of real numbers. This is the approach described below.
Let f be a real valued function defined in an open neighborhood of a real number a. In classical geometry, the tangent line to the graph of the function f at a was the unique line through the point (a, f (a)) that did not meet the graph of f transversally, meaning that the line did not pass straight through the graph. The derivative of y with respect to x at a is, geometrically, the slope of the tangent line to the graph of f at (a, f (a)). The slope of the tangent line is very close to the slope of the line through (a, f (a)) and a nearby point on the graph, for example (a + h, f (a + h)). These lines are called secant lines. A value of h close to zero gives a good approximation to the slope of the tangent line, and smaller values (in absolute value) of h will, in general, give better approximations. The slope m of the secant line is the difference between the y values of these points divided by the difference between the x values, that is,
This expression is Newton's difference quotient. Passing from an approximation to an exact answer is done using a limit. Geometrically, the limit of the secant lines is the tangent line. Therefore, the limit of the difference quotient as h approaches zero, if it exists, should represent the slope of the tangent line to (a, f (a)). This limit is defined to be the derivative of the function f at a:
When the limit exists, f is said to be differentiable at a. Here f′(a) is one of several common notations for the derivative (see below). From this definition it is obvious that a differentiable function f is increasing if and only if its derivative is positive, and is decreasing iff its derivative is negative. This fact is used extensively when analyzing function behavior, e.g. when finding local extrema.
Equivalently, the derivative satisfies the property that
which has the intuitive interpretation (see Figure 1) that the tangent line to f at a gives the linear approximation
to f near a (i.e., for small h). This interpretation is the easiest to generalize to other settings (see below).
Substituting 0 for h in the difference quotient causes division by zero, so the slope of the tangent line cannot be found directly using this method. Instead, define Q (h) to be the difference quotient as a function of h:
Q (h) is the slope of the secant line line between (a, f (a)) and (a + h, f (a + h)). If f is a continuous function, meaning that its graph is an unbroken curve with no gaps, then Q is a continuous function away from h = 0. If the limit limh→0Q (h) exists, meaning that there is a way of choosing a value for Q (0) that makes Q a continuous function, then the function f is differentiable at a, and its derivative at a equals Q (0).
In practice, the existence of a continuous extension of the difference quotient Q (h) to h = 0 is shown by modifying the numerator to cancel h in the denominator. Such manipulations can make the limit value of Q for small h clear even though Q is still not defined at h = 0. This process can be long and tedious for complicated functions, and many shortcuts are commonly used to simplify the process.
Relative to a hyperreal extension R ⊂ ∗R of the real numbers, the derivative of a real function y = f(x a real point x can be defined as the shadow of the quotient ∆y/∆xinfinitesimal ∆ x, where ∆y= f(x+ ∆x) − f (x). Here the natural extension of fto the hyperreals is still denoted f. Here the derivative is said to exist if the shadow is independent of the infinitesimal chosen.
The square function given by f (x) = x2 is differentiable at x = 3, and its derivative there is 6. This result is established by calculating the limit as h approaches zero of the difference quotient of f (3):
The last expression shows that the difference quotient equals 6 + h when h ≠ 0 and is undefined when h = 0, because of the definition of the difference quotient. However, the definition of the limit says the difference quotient does not need to be defined when h = 0. The limit is the result of letting h go to zero, meaning it is the value that 6 + h tends to as h becomes very small:
Hence the slope of the graph of the square function at the point (3, 9) is 6, and so its derivative at x = 3 is f′(3) = 6.
More generally, a similar computation shows that the derivative of the square function at x = a is f′(a) = 2a:
If f is differentiable at a, 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 a, and returns a different value 10 for all x greater than or equal to a. 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, and 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.
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 at almost every point. Early in the history of calculus, many mathematicians assumed that a continuous function was differentiable at most points. Under mild conditions, for example if the function is a monotone function or a Lipschitz function, 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 1931, Stefan Banach proved that the set of functions that have a derivative at some point is a meager set in the space of all continuous functions. Informally, this means that hardly do any random continuous functions have a derivative at even one point.
Sometimes f 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 f. It is still a function, but its domain is strictly smaller than the domain of f.
Using this idea, differentiation becomes a function of functions: The derivative is an operator whose domain is the set of all functions that have derivatives at every point of their domain and whose range is a set of functions. If we denote this operator by D, then D (f) is the function f′. Since D (f) is a function, it can be evaluated at a point a. By the definition of the derivative function, D (f)(a) = f′(a).
For comparison, consider the doubling function given by f (x) = 2x; f is a real-valued function of a real number, meaning that it takes numbers as inputs and has numbers as outputs:
The operator D, however, is not defined on individual numbers. It is only defined on functions:
Because the output of D is a function, the output of D can be evaluated at a point. For instance, when D is applied to the square function, x ↦ x2, D outputs the doubling function x ↦ 2x, which we named f (x). This output function can then be evaluated to get f (1) = 2, f (2) = 4, and so on.
Let f be a differentiable function, and let f ′ be its derivative. The derivative of f ′ (if it has one) is written f ′′ and is called the second derivative of f. Similarly, the derivative of the second derivative derivative, if it exists, is written f ′′′ and is called the third derivative of f. Continuing this process, one can define, if it exists, the nth derivative as the derivative of the (n-1)th derivative. These repeated derivatives are called higher-order derivatives. The nth derivative is also called the n.
If x (t) represents the position of an object at time t, then the higher-order derivatives of x have specific interpretations in physics. The first derivative of x is the object's velocity. The second derivative of x is the acceleration. The third derivative of x is the jerk. And finally, the fourth derivative of x is the jounce.
A function f need not have a derivative (for example, if it is not continuous). Similarly, even if f does have a derivative, it may not have a second derivative. For example, let
On the real line, every polynomial function is infinitely differentiable. By standard differentiation rules, if a polynomial of degree n is differentiated n times, then it becomes a constant function. All of its subsequent derivatives are identically zero. In particular, they exist, so polynomials are smooth functions.
The derivatives of a function f at a point x provide polynomial approximations to that function near x. For example, if f is twice differentiable, then
in the sense that
If f is infinitely differentiable, then this is the beginning of the Taylor series for f evaluated at x + h around x.
and was once thought of as an infinitesimal quotient. Higher derivatives are expressed using the notation
Leibniz's notation allows one to specify the variable for differentiation (in the denominator), which is relevant in partial differentiation. It also makes the chain rule easier to remember:
To denote the number of derivatives beyond this point, some authors use Roman numerals in superscript, whereas others place the number in parentheses:
If y = f (x) is a dependent variable, then often the subscript x is attached to the D to clarify the independent variable x. Euler's notation is then written
although this subscript is often omitted when the variable x is understood, for instance when this is the only independent variable present in the expression.
Euler's notation is useful for stating and solving linear differential equations.
Rules of computation
The derivative of a function can, in principle, be computed from the definition by considering the difference quotient, and computing its limit.
Most derivative computations eventually require taking the derivative of some common functions.
where r is any real number, then
and the derivative function is defined only for positive x, not for x = 0. When r = 0, this rule implies that f′(x) is zero for x ≠ 0, which is almost the constant rule (stated below).
In many cases, complicated limit calculations by direct application of Newton's difference quotient can be avoided using differentiation rules.
- Constant rule: if f (x) is constant, then
The derivative of the function given by
Here the second term was computed using the chain rule and third using the product rule. The known derivatives of the elementary functions x2, x4, sin(x), ln(x) and exp(x) = ex, as well as the constant 7, were also used.
In higher dimensions
A vector-valued function y of a real variable sends real numbers to vectors in some vector space Rn. A vector-valued function can be split up into its coordinate functions y1(t), 2(t),..., (t), meaning that y ( (y1(t),..., yn (tparametric curves in R or R 3. The coordinate functions are real valued functions, so the above definition of derivative applies to them. The derivative of y (t) is defined to be the vector, called the tangent vector, whose coordinates are the derivatives of the coordinate functions. That is,
if the limit exists.
If e 1,..., enis the standard basis for R n, then y (talso be written as y1(t)e1 + … + yn (t)enlinearity property, then the derivative of y (t) must be
because each of the basis vectors is a constant.
This generalization is useful, for example, if y (t) is the position vector of a particle at time t; then the derivative y′(t) is the velocity vector of the particle at time t.
Suppose that f is a function that depends on more than one variable—for instance,
f can be reinterpreted as a family of functions of one variable indexed by the other variables:
In other words, every value of x chooses a function, denoted fx, which is a function of one real number. That is,
Once a value of x is chosen, say a, then f (x, y) determines a function fa that sends y to a2 + ay + y2:
In this expression, a is a constant, not a variable, so fa is a function of only one real variable. Consequently, the definition of the derivative for a function of one variable applies:
The above procedure can be performed for any choice of a. Assembling the derivatives together into a function gives a function that describes the variation of f in the y direction:
This is the partial derivative of f with respect to y. 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".
In general, the partial derivative of a function f (x1, …, xn) in the direction xiat the point (a1,..., an) is defined to be:
In the above difference quotient, all the variables except xi are held fixed. That choice of fixed values determines a function of one variable
and, by definition,
In other words, the different choices of a index a family of one-variable functions just as in the example above. This expression also shows that the computation of partial derivatives reduces to the computation of one-variable derivatives.
An important example of a function of several variables is the case of a scalar-valued function f(x1,..., x) on a domain in Euclidean space R n (e.g., on R or R 3). In this case f has a partial derivative ∂f/∂xjwith respect to each variable xj. At the point (a1,..., an), these partial derivatives define the vector
This vector is called thegradient of f at a. If f is differentiable at every point in some domain, then the gradient is a vector-valued function ∇fthat takes the point (a1,..., an) to the vector ∇f (a1,..., an). Consequently, the gradient determines a vector field.
If f is a real-valued function on R n, 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 y, then its partial derivatives measure the variation in f in the x direction and the y direction. They do not, however, directly measure the variation of f in any other direction, such as along the diagonal line y = x. These are measured using directional derivatives. Choose a vector
The directional derivative of f in the direction of v at the point x is the limit
In some cases it may be easier to compute or estimate the directional derivative after changing the length of the vector.
This is λ times the difference quotient for the directional derivative of f with respect to u. Furthermore, taking the limit as h tends to zero is the same as taking the limit as k tends to zero because h and k are multiples of each other. Therefore, Dv (f) = λDu (f). Because of this rescaling property, directional derivatives are frequently considered only for unit vectors.
If all the partial derivatives of f exist and are continuous at x, then they determine the directional derivative of f in the direction v by the formula:
This is a consequence of the definition of the total derivative. It follows that the directional derivative is linear in v, meaning that Dv+ w (f) = Dv (f) + Dw (f).
The same definition also works when f is a function with values in Rm. The above definition is applied to each component of the vectors. In this case, the directional derivative is a vector in Rm.
When f is a function from an open subset of Rnto R m, then the directional derivative of fin a chosen direction is the best linear approximation to fat that point and in that direction. But when n> 1, 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 v starting at a, the linear approximation formula holds:
Just like the single-variable derivative, f ′(a) is chosen so that the error in this approximation is as small as possible.
If n and m are both one, then the derivative f ′(ais a number and the expression f ′(avis the product of two numbers. But in higher dimensions, it is impossible for f ′(a o be a number. If it were a number, then f ′( would be a vector in Rwhile the other terms would be vectors in R m, and therefore the formula would not make sense. For the linear approximation formula to make sense, f′(amust be a function that sends vectors in Rnto vectors in Rm, and f′(a)vmust denote this function evaluated at v.
To determine what kind of function it is, notice that the linear approximation formula can be rewritten as
Notice that if we choose another vector w, then this approximate equation determines another approximate equation by substituting w for v. It determines a third approximate equation by substituting both w for v and a + v for a. By subtracting these two new equations, we get
If we assume that v is small and that the derivative varies continuously in a, then f ′(a + v) is approximately equal to f ′(a), and therefore the right-hand side is approximately zero. The left-hand side can be rewritten in a different way using the linear approximation formula with v + w substituted for v. The linear approximation formula implies:
This suggests that f ′(a) is a linear transformation from the vector space Rnto the vector space R m. In fact, it is possible to make this a precise derivation by measuring the error in the approximations. Assume that the error in these linear approximation formula is bounded by a constant times ||v||, where the constant is independent ofv but depends continuously on a fter adding an appropriate error term, all of the above approximate equalities can be rephrased as inequalities. In particular, f ′(a) is a linear transformation up to a small error term. In the limit as v and w tend to zero, it must therefore be a linear transformation. Since we define the total derivative by taking a limit as v goes to zero, f ′(a) must be a linear transformation.
In one variable, the fact that the derivative is the best linear approximation is expressed by the fact that it is the limit of difference quotients.
This is equivalent to
because the limit of a function tends to zero if and only if the limit of the absolute value of the function tends to zero.
The definition of the total derivative of f at a, therefore, is that it is the unique linear transformation f ′(a) : Rn→ Rm such that
Here h is a vector in R, so the norm in the denominator is the standard length on R. However, f′( is a vector in Rm, and the norm in the numerator is the standard length on Rm. If vis a vector starting at a, then f ′(a vpushforward of
If the total derivative exists at a, then all the partial derivatives and directional derivatives of f exist at a, and for all v, f ′(a)v is the directional derivative of f in the direction v. If we write f using coordinate functions, so that f = (f1, f2,..., fmmatrix. This matrix is called the f f at a:
The existence of the total derivative f′(a) is strictly stronger than the existence of all the partial derivatives, but if the partial derivatives exist and are continuous, then the total derivative exists, is given by the Jacobian, and depends continuously on a.
The definition of the total derivative subsumes the definition of the derivative in one variable.
The total derivative of a function does not give another function in the same way as the one-variable case.
The natural analog of second, third, and higher-order total derivatives is not a linear transformation, is not a function on the tangent bundle, and is not built by repeatedly taking the total derivative.
By repeatedly taking the total derivative, one obtains higher versions of the Fréchet derivative, specialized to Rp. The kth order total derivative may be interpreted as a map
which takes a point x in Rnand assigns to it an element of the space of k-linear maps from R nto R m– the "best" (in a certain precise sense) k-linear approximation to fdiagonal map Δ, x→ (x, x), a generalized Taylor series may be begun as
where f(a) is identified with a constant function, xi− aiare the components of the vector x− a, and (Df) and (D2f)jkare the components of Dfand D2f as linear transformations.
The concept of a derivative can be extended to many other settings.
- An important generalization of the derivative concerns complex functions of complex variables, such as functions from (a domain in) the complex numbers C to C. 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 x + iy, 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 – see holomorphic functions.
- 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: the prototypical example is a smooth surface in R 3. The derivative (or differential) of a (differentiable) map f: M → N between manifolds, at a point x in M, is then a linear map from the tangent space of M at x to the tangent space of N at f (x). The derivative function becomes a map between the tangent bundles of M and N. This definition is fundamental in differential geometry and has many uses – see pushforward (differential) and pullback (differential geometry).
- Differentiation can also be defined for maps between infinite dimensional vector spaces such as Banach spaces and Fréchet spaces. There is a generalization both of the directional derivative, called the Gateaux derivative, and of the differential, called the Fréchet derivative.
- One deficiency of the classical derivative is that very many functions are not differentiable.
- The properties of the derivative have inspired the introduction and study of many similar objects in algebra and topology — see, for example, differential algebra.
- The discrete equivalent of differentiation is finite differences. The study of differential calculus is unified with the calculus of finite differences in time scale calculus.
- Also see arithmetic derivative.
Calculus, known in its early history as infinitesimal calculus, is a mathematical discipline focused on limits, functions, derivatives, integrals, and infinite series. Isaac Newton and Gottfried Leibniz independently discovered calculus in the mid-17th century. However, each inventor claimed the other stole his work in a bitter dispute that continued until the end of their lives.
- Applications of derivatives
- Automatic differentiation
- Differentiability class
- Differentiation rules
- Fractal derivative
- Generalizations of the derivative
- Hasse derivative
- History of calculus
- Mathematical analysis
- Multiplicative inverse
- Non-Newtonian calculus
- Numerical differentiation
- Rate (mathematics)
- Radon–Nikodym theorem
- Symmetric derivative
- Schwarzian derivative