Gradient

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File:Gradient2.svg
The gradient, represented by the blue arrows, denotes the direction of greatest change of a scalar function. The values of the function are represented in greyscale and increase in value from white (low) to dark (high).

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In vector calculus, the gradient of a scalar-valued differentiable function f of several variables is the vector field (or vector-valued function) f whose value at a point p gives the direction and the rate of fastest increase. The gradient transforms like a vector under change of basis of the space of variables of f. If the gradient of a function is non-zero at a point p, the direction of the gradient is the direction in which the function increases most quickly from p, and the magnitude of the gradient is the rate of increase in that direction, the greatest absolute directional derivative.[1] Further, a point where the gradient is the zero vector is known as a stationary point. The gradient thus plays a fundamental role in optimization theory, machine learning, and artificial intelligence, where it is used to minimize a function by gradient descent. In coordinate-free terms, the gradient of a function f(𝐫) may be defined by:

df=fd𝐫

where df is the total infinitesimal change in f for an infinitesimal displacement d𝐫, and is seen to be maximal when d𝐫 is in the direction of the gradient f. The nabla symbol , written as an upside-down triangle and pronounced "del", denotes the vector differential operator.

When a coordinate system is used in which the basis vectors are not functions of position, the gradient is given by the vectorTemplate:Efn whose components are the partial derivatives of f at p.[2] That is, for f:n, its gradient f:nn is defined at the point p=(x1,,xn) in n-dimensional space as the vectorTemplate:Efn

f(p)=[fx1(p)fxn(p)].

Note that the above definition for gradient is defined for the function f only if f is differentiable at p. There can be functions for which partial derivatives exist in every direction but fail to be differentiable. Furthermore, this definition as the vector of partial derivatives is only valid when the basis of the coordinate system is orthonormal. For any other basis, the metric tensor at that point needs to be taken into account.

For example, the function f(x,y)=x2yx2+y2 unless at origin where f(0,0)=0, is not differentiable at the origin as it does not have a well defined tangent plane despite having well defined partial derivatives in every direction at the origin.[3] In this particular example, under rotation of x-y coordinate system, the above formula for gradient fails to transform like a vector (gradient becomes dependent on choice of basis for coordinate system) and also fails to point towards the 'steepest ascent' in some orientations. For differentiable functions where the formula for gradient holds, it can be shown to always transform as a vector under transformation of the basis so as to always point towards the fastest increase.

The gradient is dual to the total derivative df: the value of the gradient at a point is a tangent vector – a vector at each point; while the value of the derivative at a point is a cotangent vector – a linear functional on vectors.Template:Efn They are related in that the dot product of the gradient of f at a point p with another tangent vector 𝐯 equals the directional derivative of f at p of the function along 𝐯; that is, f(p)𝐯=f𝐯(p)=dfp(𝐯). The gradient admits multiple generalizations to more general functions on manifolds; see Template:Slink.

Motivation

File:Vector Field of a Function's Gradient imposed over a Color Plot of that Function.svg
Gradient of the 2D function f(x, y) = xe−(x2 + y2)Script error: No such module "Check for unknown parameters". is plotted as arrows over the pseudocolor plot of the function.

Consider a room where the temperature is given by a scalar field, TScript error: No such module "Check for unknown parameters"., so at each point (x, y, z)Script error: No such module "Check for unknown parameters". the temperature is T(x, y, z)Script error: No such module "Check for unknown parameters"., independent of time. At each point in the room, the gradient of TScript error: No such module "Check for unknown parameters". at that point will show the direction in which the temperature rises most quickly, moving away from (x, y, z)Script error: No such module "Check for unknown parameters".. The magnitude of the gradient will determine how fast the temperature rises in that direction.

Consider a surface whose height above sea level at point (x, y)Script error: No such module "Check for unknown parameters". is H(x, y)Script error: No such module "Check for unknown parameters".. The gradient of HScript error: No such module "Check for unknown parameters". at a point is a plane vector pointing in the direction of the steepest slope or grade at that point. The steepness of the slope at that point is given by the magnitude of the gradient vector.

The gradient can also be used to measure how a scalar field changes in other directions, rather than just the direction of greatest change, by taking a dot product. Suppose that the steepest slope on a hill is 40%. A road going directly uphill has slope 40%, but a road going around the hill at an angle will have a shallower slope. For example, if the road is at a 60° angle from the uphill direction (when both directions are projected onto the horizontal plane), then the slope along the road will be the dot product between the gradient vector and a unit vector along the road, as the dot product measures how much the unit vector along the road aligns with the steepest slope,Template:Efn which is 40% times the cosine of 60°, or 20%.

More generally, if the hill height function HScript error: No such module "Check for unknown parameters". is differentiable, then the gradient of HScript error: No such module "Check for unknown parameters". dotted with a unit vector gives the slope of the hill in the direction of the vector, the directional derivative of HScript error: No such module "Check for unknown parameters". along the unit vector.

Notation

The gradient of a function f at point a is usually written as f(a). It may also be denoted by any of the following:

  • f(a) : to emphasize the vector nature of the result.
  • gradf
  • if and fi : Written with Einstein notation, where repeated indices (iScript error: No such module "Check for unknown parameters".) are summed over.

Definition

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The gradient of the function f(x,y) = −(cos2x + cos2y)2Script error: No such module "Check for unknown parameters". depicted as a projected vector field on the bottom plane.

The gradient (or gradient vector field) of a scalar function f(x1, x2, x3, …, xn)Script error: No such module "Check for unknown parameters". is denoted fScript error: No such module "Check for unknown parameters". or Template:VecfScript error: No such module "Check for unknown parameters". where Script error: No such module "Check for unknown parameters". (nabla) denotes the vector differential operator, del. The notation grad fScript error: No such module "Check for unknown parameters". is also commonly used to represent the gradient. The gradient of fScript error: No such module "Check for unknown parameters". is defined as the unique vector field whose dot product with any vector vScript error: No such module "Check for unknown parameters". at each point xScript error: No such module "Check for unknown parameters". is the directional derivative of fScript error: No such module "Check for unknown parameters". along vScript error: No such module "Check for unknown parameters".. That is,

(f(x))𝐯^=D𝐯f(x)

where the right-hand side is the directional derivative and there are many ways to represent it. Formally, the derivative is dual to the gradient; see relationship with derivative.

When a function also depends on a parameter such as time, the gradient often refers simply to the vector of its spatial derivatives only (see Spatial gradient).

The magnitude and direction of the gradient vector are independent of the particular coordinate representation.[4][5]

Cartesian coordinates

In the three-dimensional Cartesian coordinate system with a Euclidean metric, the gradient, if it exists, is given by

f=fx𝐢+fy𝐣+fz𝐤,

where iScript error: No such module "Check for unknown parameters"., jScript error: No such module "Check for unknown parameters"., kScript error: No such module "Check for unknown parameters". are the standard unit vectors in the directions of the xScript error: No such module "Check for unknown parameters"., yScript error: No such module "Check for unknown parameters". and zScript error: No such module "Check for unknown parameters". coordinates, respectively.

For example, the gradient of the function f(x,y,z)=2x+3y2sin(z) is f(x,y,z)=2𝐢+6y𝐣cos(z)𝐤. or f(x,y,z)=[26ycosz].

In some applications it is customary to represent the gradient as a row vector or column vector of its components in a rectangular coordinate system; this article follows the convention of the gradient being a column vector, while the derivative is a row vector.

Cylindrical and spherical coordinates

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In cylindrical coordinates, the gradient is given by:[6]

f(ρ,φ,z)=fρ𝐞ρ+1ρfφ𝐞φ+fz𝐞z,

where ρScript error: No such module "Check for unknown parameters". is the axial distance, φScript error: No such module "Check for unknown parameters". is the azimuthal or azimuth angle, zScript error: No such module "Check for unknown parameters". is the axial coordinate, and eρScript error: No such module "Check for unknown parameters"., eφScript error: No such module "Check for unknown parameters". and ezScript error: No such module "Check for unknown parameters". are unit vectors pointing along the coordinate directions.

In spherical coordinates with a Euclidean metric, the gradient is given by:[6]

f(r,θ,φ)=fr𝐞r+1rfθ𝐞θ+1rsinθfφ𝐞φ,

where rScript error: No such module "Check for unknown parameters". is the radial distance, φScript error: No such module "Check for unknown parameters". is the azimuthal angle and θScript error: No such module "Check for unknown parameters". is the polar angle, and erScript error: No such module "Check for unknown parameters"., eθScript error: No such module "Check for unknown parameters". and eφScript error: No such module "Check for unknown parameters". are again local unit vectors pointing in the coordinate directions (that is, the normalized covariant basis).

For the gradient in other orthogonal coordinate systems, see Orthogonal coordinates (Differential operators in three dimensions).

General coordinates

We consider general coordinates, which we write as x1, …, xi, …, xnScript error: No such module "Check for unknown parameters"., where Template:Mvar is the number of dimensions of the domain. Here, the upper index refers to the position in the list of the coordinate or component, so x2Script error: No such module "Check for unknown parameters". refers to the second component—not the quantity xScript error: No such module "Check for unknown parameters". squared. The index variable iScript error: No such module "Check for unknown parameters". refers to an arbitrary element xiScript error: No such module "Check for unknown parameters".. Using Einstein notation, the gradient can then be written as:

f=fxigij𝐞j (Note that its dual is df=fxi𝐞i),

where 𝐞i=dxi and 𝐞i=𝐱/xi refer to the unnormalized local covariant and contravariant bases respectively, gij is the inverse metric tensor, and the Einstein summation convention implies summation over i and j.

If the coordinates are orthogonal we can easily express the gradient (and the differential) in terms of the normalized bases, which we refer to as 𝐞^i and 𝐞^i, using the scale factors (also known as Lamé coefficients) hi=𝐞i=gii=1/𝐞i :

f=fxigij𝐞^jgjj=i=1nfxi1hie^i (and df=i=1nfxi1hie^i),

where we cannot use Einstein notation, since it is impossible to avoid the repetition of more than two indices. Despite the use of upper and lower indices, e^i, e^i, and hi are neither contravariant nor covariant.

The latter expression evaluates to the expressions given above for cylindrical and spherical coordinates.

Relationship with derivativeScript error: No such module "anchor".

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Relationship with total derivativeScript error: No such module "anchor".

The gradient is closely related to the total derivative (total differential) df: they are transpose (dual) to each other. Using the convention that vectors in n are represented by column vectors, and that covectors (linear maps n) are represented by row vectors,Template:Efn the gradient f and the derivative df are expressed as a column and row vector, respectively, with the same components, but transpose of each other:

f(p)=[fx1(p)fxn(p)]; dfp=[fx1(p)fxn(p)].

While these both have the same components, they differ in what kind of mathematical object they represent: at each point, the derivative is a cotangent vector, a linear form (or covector) which expresses how much the (scalar) output changes for a given infinitesimal change in (vector) input, while at each point, the gradient is a tangent vector, which represents an infinitesimal change in (vector) input. In symbols, the gradient is an element of the tangent space at a point, f(p)Tpn, while the derivative is a map from the tangent space to the real numbers, dfp:Tpn. The tangent spaces at each point of n can be "naturally" identifiedTemplate:Efn with the vector space n itself, and similarly the cotangent space at each point can be naturally identified with the dual vector space (n)* of covectors; thus the value of the gradient at a point can be thought of a vector in the original n, not just as a tangent vector.

Computationally, given a tangent vector, the vector can be multiplied by the derivative (as matrices), which is equal to taking the dot product with the gradient: (dfp)(v)=[fx1(p)fxn(p)][v1vn]=i=1nfxi(p)vi=[fx1(p)fxn(p)][v1vn]=f(p)v

Differential or (exterior) derivative

The best linear approximation to a differentiable function f:n at a point x in n is a linear map from n to which is often denoted by dfx or Df(x) and called the differential or total derivative of f at x. The function df, which maps x to dfx, is called the total differential or exterior derivative of f and is an example of a differential 1-form.

Much as the derivative of a function of a single variable represents the slope of the tangent to the graph of the function,[7] the directional derivative of a function in several variables represents the slope of the tangent hyperplane in the direction of the vector.

The gradient is related to the differential by the formula (f)xv=dfx(v) for any vn, where is the dot product: taking the dot product of a vector with the gradient is the same as taking the directional derivative along the vector.

If n is viewed as the space of (dimension n) column vectors (of real numbers), then one can regard df as the row vector with components (fx1,,fxn), so that dfx(v) is given by matrix multiplication. Assuming the standard Euclidean metric on n, the gradient is then the corresponding column vector, that is, (f)i=dfiT.

Linear approximation to a function

The best linear approximation to a function can be expressed in terms of the gradient, rather than the derivative. The gradient of a function f from the Euclidean space n to at any particular point x0 in n characterizes the best linear approximation to f at x0. The approximation is as follows:

f(x)f(x0)+(f)x0(xx0)

for x close to x0, where (f)x0 is the gradient of f computed at x0, and the dot denotes the dot product on n. This equation is equivalent to the first two terms in the multivariable Taylor series expansion of f at x0.

Relationship with Template:Vanchor

Let UScript error: No such module "Check for unknown parameters". be an open set in RnScript error: No such module "Check for unknown parameters".. If the function f : URScript error: No such module "Check for unknown parameters". is differentiable, then the differential of fScript error: No such module "Check for unknown parameters". is the Fréchet derivative of fScript error: No such module "Check for unknown parameters".. Thus fScript error: No such module "Check for unknown parameters". is a function from UScript error: No such module "Check for unknown parameters". to the space RnScript error: No such module "Check for unknown parameters". such that limh0|f(x+h)f(x)f(x)h|h=0, where · is the dot product.

As a consequence, the usual properties of the derivative hold for the gradient, though the gradient is not a derivative itself, but rather dual to the derivative:

Linearity
The gradient is linear in the sense that if fScript error: No such module "Check for unknown parameters". and gScript error: No such module "Check for unknown parameters". are two real-valued functions differentiable at the point aRnScript error: No such module "Check for unknown parameters"., and Template:Mvar and Template:Mvar are two constants, then αf + βgScript error: No such module "Check for unknown parameters". is differentiable at aScript error: No such module "Check for unknown parameters"., and moreover (αf+βg)(a)=αf(a)+βg(a).
Product rule
If fScript error: No such module "Check for unknown parameters". and gScript error: No such module "Check for unknown parameters". are real-valued functions differentiable at a point aRnScript error: No such module "Check for unknown parameters"., then the product rule asserts that the product fgScript error: No such module "Check for unknown parameters". is differentiable at aScript error: No such module "Check for unknown parameters"., and (fg)(a)=f(a)g(a)+g(a)f(a).
Chain rule
Suppose that f : ARScript error: No such module "Check for unknown parameters". is a real-valued function defined on a subset AScript error: No such module "Check for unknown parameters". of RnScript error: No such module "Check for unknown parameters"., and that fScript error: No such module "Check for unknown parameters". is differentiable at a point aScript error: No such module "Check for unknown parameters".. There are two forms of the chain rule applying to the gradient. First, suppose that the function gScript error: No such module "Check for unknown parameters". is a parametric curve; that is, a function g : IRnScript error: No such module "Check for unknown parameters". maps a subset IRScript error: No such module "Check for unknown parameters". into RnScript error: No such module "Check for unknown parameters".. If gScript error: No such module "Check for unknown parameters". is differentiable at a point cIScript error: No such module "Check for unknown parameters". such that g(c) = aScript error: No such module "Check for unknown parameters"., then (fg)(c)=f(a)g(c), where ∘ is the composition operator: (f ∘ g)(x) = f(g(x))Script error: No such module "Check for unknown parameters"..

More generally, if instead IRkScript error: No such module "Check for unknown parameters"., then the following holds: (fg)(c)=(Dg(c))T(f(a)), where (Dg)Script error: No such module "Check for unknown parameters".T denotes the transpose Jacobian matrix.

For the second form of the chain rule, suppose that h : IRScript error: No such module "Check for unknown parameters". is a real valued function on a subset IScript error: No such module "Check for unknown parameters". of RScript error: No such module "Check for unknown parameters"., and that hScript error: No such module "Check for unknown parameters". is differentiable at the point f(a) ∈ IScript error: No such module "Check for unknown parameters".. Then (hf)(a)=h(f(a))f(a).

Further properties and applications

Level sets

Script error: No such module "Labelled list hatnote". A level surface, or isosurface, is the set of all points where some function has a given value.

If fScript error: No such module "Check for unknown parameters". is differentiable, then the dot product (∇f )xvScript error: No such module "Check for unknown parameters". of the gradient at a point xScript error: No such module "Check for unknown parameters". with a vector vScript error: No such module "Check for unknown parameters". gives the directional derivative of fScript error: No such module "Check for unknown parameters". at xScript error: No such module "Check for unknown parameters". in the direction vScript error: No such module "Check for unknown parameters".. It follows that in this case the gradient of fScript error: No such module "Check for unknown parameters". is orthogonal to the level sets of fScript error: No such module "Check for unknown parameters".. For example, a level surface in three-dimensional space is defined by an equation of the form F(x, y, z) = cScript error: No such module "Check for unknown parameters".. The gradient of FScript error: No such module "Check for unknown parameters". is then normal to the surface.

More generally, any embedded hypersurface in a Riemannian manifold can be cut out by an equation of the form F(P) = 0Script error: No such module "Check for unknown parameters". such that dFScript error: No such module "Check for unknown parameters". is nowhere zero. The gradient of FScript error: No such module "Check for unknown parameters". is then normal to the hypersurface.

Similarly, an affine algebraic hypersurface may be defined by an equation F(x1, ..., xn) = 0Script error: No such module "Check for unknown parameters"., where FScript error: No such module "Check for unknown parameters". is a polynomial. The gradient of FScript error: No such module "Check for unknown parameters". is zero at a singular point of the hypersurface (this is the definition of a singular point). At a non-singular point, it is a nonzero normal vector.

Conservative vector fields and the gradient theorem

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The gradient of a function is called a gradient field. A (continuous) gradient field is always a conservative vector field: its line integral along any path depends only on the endpoints of the path, and can be evaluated by the gradient theorem (the fundamental theorem of calculus for line integrals). Conversely, a (continuous) conservative vector field is always the gradient of a function.

Gradient is direction of steepest ascent

The gradient of a function f:n at point xScript error: No such module "Check for unknown parameters". is also the direction of its steepest ascent, i.e. it maximizes its directional derivative:

Let vn be an arbitrary unit vector. With the directional derivative defined as

vf(x)=limh0f(x+vh)f(x)h,

we get, by substituting the function f(x+vh) with its Taylor series,

vf(x)=limh0(f(x)+fvh+R)f(x)h,

where R denotes higher order terms in vh.

Dividing by h, and taking the limit yields a term which is bounded from above by the Cauchy–Schwarz inequality[8]

|vf(x)|=|fv||f||v|=|f|.

Choosing v*=f/|f| maximizes the directional derivative, and equals the upper bound

|v*f(x)|=|(f)2/|f||=|f|.

Generalizations

Jacobian

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The Jacobian matrix is the generalization of the gradient for vector-valued functions of several variables and differentiable maps between Euclidean spaces or, more generally, manifolds.[9][10] A further generalization for a function between Banach spaces is the Fréchet derivative.

Suppose f : RnRmScript error: No such module "Check for unknown parameters". is a function such that each of its first-order partial derivatives exist on nScript error: No such module "Check for unknown parameters".. Then the Jacobian matrix of fScript error: No such module "Check for unknown parameters". is defined to be an m×nScript error: No such module "Check for unknown parameters". matrix, denoted by 𝐉𝕗(𝕩) or simply 𝐉. The (i,j)Script error: No such module "Check for unknown parameters".th entry is 𝐉ij=fi/xj. Explicitly 𝐉=[𝐟x1𝐟xn]=[Tf1Tfm]=[f1x1f1xnfmx1fmxn].

Gradient of a vector field

Script error: No such module "Labelled list hatnote". Since the total derivative of a vector field is a linear mapping from vectors to vectors, it is a tensor quantity.

In rectangular coordinates, the gradient of a vector field f = ( fTemplate:I sup, fTemplate:I sup, fTemplate:I sup)Script error: No such module "Check for unknown parameters". is defined by:

𝐟=gjkfixj𝐞i𝐞k,

(where the Einstein summation notation is used and the tensor product of the vectors eiScript error: No such module "Check for unknown parameters". and ekScript error: No such module "Check for unknown parameters". is a dyadic tensor of type (2,0)). Overall, this expression equals the transpose of the Jacobian matrix:

fixj=(f1,f2,f3)(x1,x2,x3).

In curvilinear coordinates, or more generally on a curved manifold, the gradient involves Christoffel symbols:

𝐟=gjk(fixj+Γijlfl)𝐞i𝐞k,

where gTemplate:I supScript error: No such module "Check for unknown parameters". are the components of the inverse metric tensor and the eiScript error: No such module "Check for unknown parameters". are the coordinate basis vectors.

Expressed more invariantly, the gradient of a vector field fScript error: No such module "Check for unknown parameters". can be defined by the Levi-Civita connection and metric tensor:[11]

afb=gaccfb,

where cScript error: No such module "Check for unknown parameters". is the connection.

Riemannian manifolds

For any smooth function Template:Mvar on a Riemannian manifold (M, g)Script error: No such module "Check for unknown parameters"., the gradient of fScript error: No such module "Check for unknown parameters". is the vector field fScript error: No such module "Check for unknown parameters". such that for any vector field XScript error: No such module "Check for unknown parameters"., g(f,X)=Xf, that is, gx((f)x,Xx)=(Xf)(x), where gx( , )Script error: No such module "Check for unknown parameters". denotes the inner product of tangent vectors at xScript error: No such module "Check for unknown parameters". defined by the metric gScript error: No such module "Check for unknown parameters". and XfScript error: No such module "Check for unknown parameters". is the function that takes any point xMScript error: No such module "Check for unknown parameters". to the directional derivative of fScript error: No such module "Check for unknown parameters". in the direction XScript error: No such module "Check for unknown parameters"., evaluated at xScript error: No such module "Check for unknown parameters".. In other words, in a coordinate chart φScript error: No such module "Check for unknown parameters". from an open subset of MScript error: No such module "Check for unknown parameters". to an open subset of RnScript error: No such module "Check for unknown parameters"., (∂Xf )(x)Script error: No such module "Check for unknown parameters". is given by: j=1nXj(φ(x))xj(fφ1)|φ(x), where XTemplate:IsupScript error: No such module "Check for unknown parameters". denotes the jScript error: No such module "Check for unknown parameters".th component of XScript error: No such module "Check for unknown parameters". in this coordinate chart.

So, the local form of the gradient takes the form:

f=gikfxkei.

Generalizing the case M = RnScript error: No such module "Check for unknown parameters"., the gradient of a function is related to its exterior derivative, since (Xf)(x)=(df)x(Xx). More precisely, the gradient fScript error: No such module "Check for unknown parameters". is the vector field associated to the differential 1-form dfScript error: No such module "Check for unknown parameters". using the musical isomorphism =g:T*MTM (called "sharp") defined by the metric gScript error: No such module "Check for unknown parameters".. The relation between the exterior derivative and the gradient of a function on RnScript error: No such module "Check for unknown parameters". is a special case of this in which the metric is the flat metric given by the dot product.

See also

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Notes

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References

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Further reading

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External links

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