Difference between revisions of "Derivatives of Functions with Inverses"
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[[File:Umkehrregel 2.png|thumb|right|250px|Rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x))}</math><br><br>Example for arbitrary <math>x_0 \approx 5.8</math>:<br><math>{\color{CornflowerBlue}{f'}}(x_0) = \frac{1}{4}</math><br><math>{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x_0)) = 4~</math>]] | [[File:Umkehrregel 2.png|thumb|right|250px|Rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x))}</math><br><br>Example for arbitrary <math>x_0 \approx 5.8</math>:<br><math>{\color{CornflowerBlue}{f'}}(x_0) = \frac{1}{4}</math><br><math>{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x_0)) = 4~</math>]] | ||
− | + | The '''inverse''' of a function <math>y = f(x)</math> is a function that, in some fashion, "undoes" the effect of <math>f</math>. The inverse of <math>f</math> is denoted as <math>f^{-1}</math>, where <math>f^{-1}(y) = x</math> if and only if <math>f(x) = y</math>. | |
− | Their two derivatives, assuming they exist, are | + | Their two derivatives, assuming they exist, are reciprocal, as the Leibniz notation suggests; that is: |
:<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = 1.</math> | :<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = 1.</math> | ||
− | This relation is obtained by differentiating the equation <math>f^{-1}(y)=x</math> in terms of {{Mvar|x}} and applying the | + | This relation is obtained by differentiating the equation <math>f^{-1}(y)=x</math> in terms of {{Mvar|x}} and applying the chain rule, yielding that: |
:<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = \frac{dx}{dx}</math> | :<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = \frac{dx}{dx}</math> | ||
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:<math>\left[f^{-1}\right]'(a)=\frac{1}{f'\left( f^{-1}(a) \right)}</math>. | :<math>\left[f^{-1}\right]'(a)=\frac{1}{f'\left( f^{-1}(a) \right)}</math>. | ||
− | This formula holds in general whenever <math>f</math> is | + | This formula holds in general whenever <math>f</math> is continuous and injective on an interval {{Mvar|I}}, with <math>f</math> being differentiable at <math>f^{-1}(a)</math>(<math>\in I</math>) and where<math>f'(f^{-1}(a)) \ne 0</math>. The same formula is also equivalent to the expression |
:<math>\mathcal{D}\left[f^{-1}\right]=\frac{1}{(\mathcal{D} f)\circ \left(f^{-1}\right)},</math> | :<math>\mathcal{D}\left[f^{-1}\right]=\frac{1}{(\mathcal{D} f)\circ \left(f^{-1}\right)},</math> | ||
− | where <math>\mathcal{D}</math> denotes the unary derivative operator (on the space of functions) and <math>\circ</math> denotes | + | where <math>\mathcal{D}</math> denotes the unary derivative operator (on the space of functions) and <math>\circ</math> denotes function composition. |
− | Geometrically, a function and inverse function have | + | Geometrically, a function and inverse function have graphs that are reflections, in the line <math>y=x</math>. This reflection operation turns the gradient of any line into its reciprocal. |
− | Assuming that <math>f</math> has an inverse in a | + | Assuming that <math>f</math> has an inverse in a neighbourhood of <math>x</math> and that its derivative at that point is non-zero, its inverse is guaranteed to be differentiable at <math>x</math> and have a derivative given by the above formula. |
==Examples== | ==Examples== | ||
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==Additional properties== | ==Additional properties== | ||
− | * | + | * Integrating this relationship gives |
::<math>{f^{-1}}(x)=\int\frac{1}{f'({f^{-1}}(x))}\,{dx} + C.</math> | ::<math>{f^{-1}}(x)=\int\frac{1}{f'({f^{-1}}(x))}\,{dx} + C.</math> | ||
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:This is only useful if the integral exists. In particular we need <math>f'(x)</math> to be non-zero across the range of integration. | :This is only useful if the integral exists. In particular we need <math>f'(x)</math> to be non-zero across the range of integration. | ||
− | :It follows that a function that has a | + | :It follows that a function that has a continuous derivative has an inverse in a neighbourhood of every point where the derivative is non-zero. This need not be true if the derivative is not continuous. |
* Another very interesting and useful property is the following: | * Another very interesting and useful property is the following: | ||
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==Higher derivatives== | ==Higher derivatives== | ||
− | The | + | The chain rule given above is obtained by differentiating the identity <math>f^{-1}(f(x))=x</math> with respect to {{Mvar|x}}. One can continue the same process for higher derivatives. Differentiating the identity twice with respect to ''{{Mvar|x}}'', one obtains |
:<math> \frac{d^2y}{dx^2}\,\cdot\,\frac{dx}{dy} + \frac{d}{dx} \left(\frac{dx}{dy}\right)\,\cdot\,\left(\frac{dy}{dx}\right) = 0, </math> | :<math> \frac{d^2y}{dx^2}\,\cdot\,\frac{dx}{dy} + \frac{d}{dx} \left(\frac{dx}{dy}\right)\,\cdot\,\left(\frac{dy}{dx}\right) = 0, </math> | ||
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3 \left(\frac{d^2x}{dy^2}\right)^2\,\cdot\,\left(\frac{dy}{dx}\right)^5</math> | 3 \left(\frac{d^2x}{dy^2}\right)^2\,\cdot\,\left(\frac{dy}{dx}\right)^5</math> | ||
− | These formulas are generalized by the | + | These formulas are generalized by the Faà di Bruno's formula. |
These formulas can also be written using Lagrange's notation. If ''{{Mvar|f}}'' and ''{{Mvar|g}}'' are inverses, then | These formulas can also be written using Lagrange's notation. If ''{{Mvar|f}}'' and ''{{Mvar|g}}'' are inverses, then |
Revision as of 14:27, 20 October 2021
The inverse of a function is a function that, in some fashion, "undoes" the effect of . The inverse of is denoted as , where if and only if .
Their two derivatives, assuming they exist, are reciprocal, as the Leibniz notation suggests; that is:
This relation is obtained by differentiating the equation in terms of x and applying the chain rule, yielding that:
considering that the derivative of x with respect to x is 1.
Writing explicitly the dependence of y on x, and the point at which the differentiation takes place, the formula for the derivative of the inverse becomes (in Lagrange's notation):
- .
This formula holds in general whenever is continuous and injective on an interval I, with being differentiable at () and where. The same formula is also equivalent to the expression
where denotes the unary derivative operator (on the space of functions) and denotes function composition.
Geometrically, a function and inverse function have graphs that are reflections, in the line . This reflection operation turns the gradient of any line into its reciprocal.
Assuming that has an inverse in a neighbourhood of and that its derivative at that point is non-zero, its inverse is guaranteed to be differentiable at and have a derivative given by the above formula.
Examples
- (for positive x) has inverse .
At , however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.
- (for real x) has inverse (for positive )
Additional properties
- Integrating this relationship gives
- This is only useful if the integral exists. In particular we need to be non-zero across the range of integration.
- It follows that a function that has a continuous derivative has an inverse in a neighbourhood of every point where the derivative is non-zero. This need not be true if the derivative is not continuous.
- Another very interesting and useful property is the following:
- Where denotes the antiderivative of .
Higher derivatives
The chain rule given above is obtained by differentiating the identity with respect to x. One can continue the same process for higher derivatives. Differentiating the identity twice with respect to x, one obtains
that is simplified further by the chain rule as
Replacing the first derivative, using the identity obtained earlier, we get
Similarly for the third derivative:
or using the formula for the second derivative,
These formulas are generalized by the Faà di Bruno's formula.
These formulas can also be written using Lagrange's notation. If f and g are inverses, then
Example
- has the inverse . Using the formula for the second derivative of the inverse function,
so that
- ,
which agrees with the direct calculation.
Resources
- Inverse functions and differentiation, Wikipedia