Inverse function rule: Difference between revisions
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[[File:Umkehrregel 2.png|thumb|right|250px|The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve. | [[File:Umkehrregel 2.png|thumb|right|250px|The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve. | ||
Inverse function rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{ | Inverse function rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{\left[f^{-1}\right]'}}({\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}{\left[f^{-1}\right]'}}({\color{Blue}{f}}(x_0)) = 4~</math>]] | ||
{{calculus|expanded=differential}} | {{calculus|expanded=differential}} | ||
In [[calculus]], the '''inverse function rule''' is a [[formula]] that expresses the [[derivative]] of the [[inverse function|inverse]] of a [[bijective]] and [[differentiable function]] {{Mvar|f}} in terms of the derivative of {{Mvar|f}}. More precisely, if 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>, then the inverse function rule is, in [[Lagrange's notation]], | In [[calculus]], the '''inverse function rule''' is a [[formula]] that expresses the [[derivative]] of the [[inverse function|inverse]] of a [[bijective]] and [[differentiable function]] {{Mvar|f}} in terms of the derivative of {{Mvar|f}}. More precisely, if 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>, then the inverse function rule is, in [[Lagrange's notation]], | ||
:<math>\left[f^{-1}\right]'(y)=\frac{1}{f'\left( f^{-1}(y) \right)}</math> | :<math>\left[f^{-1}\right]'(y)=\frac{1}{f'\left( f^{-1}(y) \right)}.</math> | ||
This formula holds in general whenever <math>f</math> is [[continuous function|continuous]] and [[Injective function|injective]] on an interval {{Mvar|I}}, with <math>f</math> being differentiable at <math>f^{-1}(y)</math>(<math>\in I</math>) and where<math>f'(f^{-1}(y)) \ne 0</math>. The same formula is also equivalent to the expression | This formula holds in general whenever <math>f</math> is [[continuous function|continuous]] and [[Injective function|injective]] on an interval {{Mvar|I}}, with <math>f</math> being differentiable at <math>f^{-1}(y)</math>(<math>\in I</math>) and where<math>f'(f^{-1}(y)) \ne 0</math>. The same formula is also equivalent to the expression | ||
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The inverse function rule may also be expressed in [[Leibniz's notation]]. As that notation suggests, | The inverse function rule may also be expressed in [[Leibniz's notation]]. As that notation suggests, | ||
:<math>\frac{dx}{dy} | :<math>\frac{dx}{dy}\,\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 [[chain rule]], yielding that: | 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} | :<math>\frac{dx}{dy}\,\frac{dy}{dx} = \frac{dx}{dx}</math> | ||
considering that the derivative of {{Mvar|x}} with respect to ''{{Mvar|x}}'' is 1. | considering that the derivative of {{Mvar|x}} with respect to ''{{Mvar|x}}'' is 1. | ||
== Derivation == | == Derivation == | ||
Let <math>f</math> be an invertible (bijective) function, let <math>x</math> be in the domain of <math>f</math>, and let <math>y=f(x).</math> Let <math>g=f^{-1}.</math> So, <math>f(g(y))=y.</math> | Let <math>f</math> be an invertible (bijective) function, let <math>x</math> be in the domain of <math>f</math>, and let <math>y=f(x).</math> Let <math>g=f^{-1}.</math> So, <math>f(g(y))=y.</math> Differentiating this equation with respect to {{tmath|y}}, and using the [[chain rule]], one gets | ||
:<math>f'(g(y))\cdot g'(y)=1.</math> | :<math>f'(g(y))\cdot g'(y)=1.</math> | ||
That is, | That is, | ||
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or | or | ||
:<math> | :<math> | ||
\left[f^{-1}\right]^{\prime}(y) = \frac{1}{f^{\prime}(f^{-1}(y))}. | |||
</math> | </math> | ||
==Examples== | == Examples == | ||
* <math>y = x^2</math> (for positive {{Mvar|x}}) has inverse <math>x = \sqrt{y}</math>. | * <math>y = x^2</math> (for positive {{Mvar|x}}) has inverse <math>x = \sqrt{y}</math>. | ||
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\frac{dx}{dy} = \frac{1}{2\sqrt{y}}=\frac{1}{2x} </math> | \frac{dx}{dy} = \frac{1}{2\sqrt{y}}=\frac{1}{2x} </math> | ||
:<math> \frac{dy}{dx} | :<math> \frac{dy}{dx}\,\frac{dx}{dy} = 2x \cdot\frac{1}{2x} = 1. </math> | ||
At <math>x=0</math>, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function. | At <math>x=0</math>, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function. | ||
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\frac{dx}{dy} = \frac{1}{y} = e^{-x} </math> | \frac{dx}{dy} = \frac{1}{y} = e^{-x} </math> | ||
:<math> \frac{dy}{dx} | :<math> \frac{dy}{dx}\,\frac{dx}{dy} = e^x e^{-x} = 1. </math> | ||
==Additional properties== | ==Additional properties== | ||
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* [[Integral|Integrating]] this relationship gives | * [[Integral|Integrating]] this relationship gives | ||
::<math>{f^{-1}}( | ::<math>{f^{-1}}(y)=\int\frac{1}{f'({f^{-1}}(y))}\,{dy} + C.</math> | ||
: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. | ||
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* Another very interesting and useful property is the following: | * Another very interesting and useful property is the following: | ||
::<math> \int f^{-1}( | ::<math> \int f^{-1}(y)\, {dy} = y f^{-1}(y) - F(f^{-1}(y)) + C </math> | ||
: | :where <math> F </math> denotes the antiderivative of <math> f </math>. | ||
* The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the [[Legendre transformation|Legendre transform]]. | * The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the [[Legendre transformation|Legendre transform]]. | ||
Let <math> z = f'(x)</math> then we have, assuming <math> f''(x) \neq 0</math>:<math display="block"> \frac{d | Let <math> z = f'(x)</math> then we have, assuming <math> f''(x) \neq 0</math>:<math display="block"> \frac{d}{dz}\left[f'\right]^{-1}(z) = \frac{1}{f''(x)}</math>This can be shown using the previous notation <math> y = f(x)</math>. Then we have: | ||
:<math display="block"> f'(x) = \frac{dy}{dx} = \frac{dy}{dz} \frac{dz}{dx} = \frac{dy}{dz} f''(x) \Rightarrow \frac{dy}{dz} = \frac{f'(x) }{f''(x)}</math>Therefore: | :<math display="block"> f'(x) = \frac{dy}{dx} = \frac{dy}{dz} \frac{dz}{dx} = \frac{dy}{dz} f''(x) \Rightarrow \frac{dy}{dz} = \frac{f'(x) }{f''(x)}</math>Therefore: | ||
:<math> \frac{d | :<math> \frac{d}{dz}[f']^{-1}(z) = \frac{dx}{dz} = \frac{dy}{dz}\frac{dx}{dy} = \frac{f'(x)}{f''(x)}\frac{1}{f'(x)} = \frac{1}{f''(x)}</math> | ||
By induction, we can generalize this result for any integer <math> n \ge 1</math>, with <math> z = f^{(n)}(x)</math>, the nth derivative of f(x), and <math> y = f^{(n-1)}(x)</math>, assuming <math> f^{(i)}(x) \neq 0 \text{ for } 0 < i \le n+1 </math>: | By induction, we can generalize this result for any integer <math> n \ge 1</math>, with <math> z = f^{(n)}(x)</math>, the nth derivative of f(x), and <math> y = f^{(n-1)}(x)</math>, assuming <math> f^{(i)}(x) \neq 0 \text{ for } 0 < i \le n+1 </math>: | ||
:<math> \frac{d | :<math> \frac{d}{dz}\left[f^{(n)}\right]^{-1}(z) = \frac{1}{f^{(n+1)}(x)}</math> | ||
== Higher derivatives == | == Higher order derivatives == | ||
The [[chain rule]] given above is obtained by differentiating the identity <math>f^{-1}( | The [[chain rule]] given above is obtained by differentiating the identity <math>f^{-1}(y)=x</math> with respect to {{Mvar|y}}, where <math>y=f(x)</math>. 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} | :<math> \frac{d^2y}{dx^2}\,\frac{dx}{dy} + \frac{d}{dx} \left(\frac{dx}{dy}\right)\,\left(\frac{dy}{dx}\right) = 0, </math> | ||
that is simplified further by the chain rule as | that is simplified further by the chain rule as | ||
:<math> \frac{d^2y}{dx^2} | :<math> \frac{d^2y}{dx^2}\,\frac{dx}{dy} + \frac{d^2x}{dy^2}\,\left(\frac{dy}{dx}\right)^2 = 0.</math> | ||
Replacing the first derivative, using the identity obtained earlier, we get | Replacing the first derivative, using the identity obtained earlier, we get | ||
:<math> \frac{d^2y}{dx^2} = - \frac{d^2x}{dy^2} | :<math> \frac{d^2y}{dx^2} = - \frac{d^2x}{dy^2}\,\left(\frac{dy}{dx}\right)^3 </math> | ||
which implies | |||
:<math> | :<math> \frac{d^2x}{dy^2} = -\frac{d^2y/dx^2}{\left(dy/dx\right)^3}. </math> | ||
Similarly for the third derivative we have | |||
:<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3} | :<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\left(\frac{dy}{dx}\right)^4 - | ||
3 | 3 \frac{d^2x}{dy^2}\,\frac{d^2y}{dx^2}\,\left(\frac{dy}{dx}\right)^2.</math> | ||
Using the formula for the second derivative, we get | |||
:<math> | :<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\left(\frac{dy}{dx}\right)^4 + | ||
3 \left(\frac{d^2y}{dx^2}\right)^2\,\left(\frac{dy}{dx}\right)^{-1}</math> | |||
which implies | |||
:<math>\ | :<math> \frac{d^3x}{dy^3} = - \frac{d^3y/dx^3}{\left(dy/dx\right)^4} + 3\frac{\left(d^2y/dx^2\right)^2}{\left(dy/dx\right)^5}. </math> | ||
These formulas can also be written using Lagrange's notation: | |||
:<math>\left[f^{-1}\right] | :<math> \left[f^{-1}\right]''(y) = -\frac{f''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^3}, </math> | ||
==Example== | :<math> \left[f^{-1}\right]'''(y) = -\frac{f'''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^4} + 3\frac{\left[f''(f^{-1}(y))\right]^2}{\left[f'(f^{-1}(y))\right]^5}. </math> | ||
In general, higher order derivatives of an inverse function can be expressed with [[Faà di Bruno's formula]]. Alternatively, the {{Mvar|n}}th derivative can be written succinctly as: | |||
:<math> \left[f^{-1}\right]^{(n)}(y) = \left[\left(\frac{1}{f'(t)}\frac{d}{dt}\right)^{n} t\right]_{t = f^{-1}(y)}. </math> | |||
From this expression, one can also derive the {{Mvar|n}}th-integration of inverse function with base-point {{Mvar|a}} using [[Cauchy formula for repeated integration]] whenever <math>f(f^{-1}(y)) = y</math>: | |||
:<math> \left[f^{-1}\right]^{(-n)}(y) = \frac{1}{n!} \left(f^{-1}(a)(y-a)^n + \int_{f^{-1}(a)}^{f^{-1}(y)}\left(y-f(u)\right)^{n}\,du\right). </math> | |||
=== Example === | |||
* <math>y = e^x</math> has the inverse <math>x = \ln y</math>. Using the formula for the second derivative of the inverse function, | * <math>y = e^x</math> has the inverse <math>x = \ln y</math>. Using the formula for the second derivative of the inverse function, | ||
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\mbox{ }\mbox{ }\mbox{ }\mbox{ }; | \mbox{ }\mbox{ }\mbox{ }\mbox{ }; | ||
\mbox{ }\mbox{ }\mbox{ }\mbox{ } | \mbox{ }\mbox{ }\mbox{ }\mbox{ } | ||
\frac{d^2x}{dy^2} = -\frac{1}{y^2} | \frac{d^2x}{dy^2} = -\frac{1}{y^2},</math> | ||
</math> | |||
which agrees with the direct calculation. | which agrees with the direct calculation. | ||
==See also== | == See also == | ||
{{Portal|Mathematics}} | {{Portal|Mathematics}} | ||
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* {{annotated link|Vector calculus identities}} | * {{annotated link|Vector calculus identities}} | ||
==References== | == References == | ||
{{Reflist}} | {{Reflist}} | ||
* {{Cite book|last=Marsden|first=Jerrold E.|url=https://authors.library.caltech.edu/25054/10/CalcUch8-invfunc-chainrule.pdf|title=Calculus unlimited|date=1981|publisher=Benjamin/Cummings Pub. Co|first2=Alan |last2=Weinstein|isbn=0-8053-6932-5|location=Menlo Park, Calif.|chapter=Chapter 8: Inverse Functions and the Chain Rule}} | * {{Cite book|last=Marsden|first=Jerrold E.|url=https://authors.library.caltech.edu/25054/10/CalcUch8-invfunc-chainrule.pdf|title=Calculus unlimited|date=1981|publisher=Benjamin/Cummings Pub. Co|first2=Alan |last2=Weinstein|isbn=0-8053-6932-5|location=Menlo Park, Calif.|chapter=Chapter 8: Inverse Functions and the Chain Rule}} | ||
Latest revision as of 04:51, 29 December 2025
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Example for arbitrary :
Script error: No such module "sidebar". In calculus, the inverse function rule is a formula that expresses the derivative of the inverse of a bijective and differentiable function Template:Mvar in terms of the derivative of Template:Mvar. More precisely, if the inverse of is denoted as , where if and only if , then the inverse function rule is, in Lagrange's notation,
This formula holds in general whenever is continuous and injective on an interval Template:Mvar, 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.[1]
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.
The inverse function rule may also be expressed in Leibniz's notation. As that notation suggests,
This relation is obtained by differentiating the equation in terms of Template:Mvar and applying the chain rule, yielding that:
considering that the derivative of Template:Mvar with respect to Template:Mvar is 1.
Derivation
Let be an invertible (bijective) function, let be in the domain of , and let Let So, Differentiating this equation with respect to Template:Tmath, and using the chain rule, one gets
That is,
or
Examples
- (for positive Template:Mvar) 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 Template:Mvar) 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 .
- The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the Legendre transform.
Let then we have, assuming :This can be shown using the previous notation . Then we have:
- Therefore:
By induction, we can generalize this result for any integer , with , the nth derivative of f(x), and , assuming :
Higher order derivatives
The chain rule given above is obtained by differentiating the identity with respect to Template:Mvar, where . One can continue the same process for higher derivatives. Differentiating the identity twice with respect to Template:Mvar, one obtains
that is simplified further by the chain rule as
Replacing the first derivative, using the identity obtained earlier, we get
which implies
Similarly for the third derivative we have
Using the formula for the second derivative, we get
which implies
These formulas can also be written using Lagrange's notation:
In general, higher order derivatives of an inverse function can be expressed with Faà di Bruno's formula. Alternatively, the Template:Mvarth derivative can be written succinctly as:
From this expression, one can also derive the Template:Mvarth-integration of inverse function with base-point Template:Mvar using Cauchy formula for repeated integration whenever :
Example
- has the inverse . Using the formula for the second derivative of the inverse function,
so that
which agrees with the direct calculation.
See also
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References
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