Topic: derivative

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 variable to that of the independent variable.

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
independent and dependent variables. It can be calculated in terms of the partial
derivatives with respect to the independent variables. 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
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

change in
y

change in

{\displaystyle m={\frac {{\text{change in }}y}{{\text{change in }}x}}={\frac

{\Delta y}{\Delta x}},}

where the symbol Δ (Delta) is an abbreviation for "change in", and the combinations
Δ

{\displaystyle \Delta x}

and

{\displaystyle \Delta y}

refer to corresponding changes, i.e.:

Δ
x

{\displaystyle \Delta y=f(x+\Delta x)-f(x)}

. The above formula holds because

(
x

m
x

{\displaystyle {\begin{aligned}y+\Delta y&=f\left(x+\Delta

x\right)\\&=m\left(x+\Delta x\right)+b=mx+m\Delta x+b\\&=y+m\Delta
x.\end{aligned}}}

Thus
Δ

{\displaystyle \Delta y=m\Delta x.}

This gives the value for the slope of a line.

If the function f is not linear (i.e. its graph is not a straight line), then the
change in y divided by the change in x varies over the considered range:
differentiation is a method to find a unique value for this rate of change, not
across a certain range

{\displaystyle (\Delta x),}

but at any given value of x.

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 / Δx as Δx tends towards 0.
Notation
Two distinct notations are commonly used for the derivative, one deriving from
Gottfried Wilhelm Leibniz and the other from Joseph Louis Lagrange. A third
notation, first used by Isaac Newton, is sometimes seen in physics.

In Leibniz's notation, an infinitesimal change in x is denoted by dx, and the

derivative of y with respect to x is written

{\displaystyle {\frac {dy}{dx}}}

suggesting the ratio of two infinitesimal quantities. (The above expression is read
as "the derivative of y with respect to x", "dy by dx", or "dy over dx". The oral
form "dy dx" is often used conversationally, although it may lead to confusion.)

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.

Newton's notation for differentiation (also called the dot notation for
differentiation) places a dot over the dependent variable. That is, if y is a
function of t, then the derivative of y with respect to t is
y

{\displaystyle {\dot {y}}}

Higher derivatives are represented using multiple dots, as in

y
.

{\displaystyle {\ddot {y}},{\overset {...}{y}}}

Newton's notation is generally used when the independent variable denotes time. If
location y is a function of t, then

{\displaystyle {\dot {y}}}

denotes velocity and

y

{\displaystyle {\ddot {y}}}

denotes acceleration.

Rigorous definition
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,

Δ
f

a
+

h
.

{\displaystyle m={\frac {\Delta f(a)}{\Delta a}}={\frac {f(a+h)-f(a)}{(a+h)-

(a)}}={\frac {f(a+h)-f(a)}{h}}.}

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:

lim

0
f

{\displaystyle f'(a)=\lim _{h\to 0}{\frac {f(a+h)-f(a)}{h}}.}

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

lim
h

h
)

{\displaystyle \lim _{h\to 0}{\frac {f(a+h)-(f(a)+f'(a)\cdot h)}{h}}=0,}

which has the intuitive interpretation (see Figure 1) that the tangent line to f at
a gives the best linear approximation

f
′

{\displaystyle f(a+h)\approx f(a)+f'(a)h}

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:

)
−

{\displaystyle Q(h)={\frac {f(a+h)-f(a)}{h}}.}

Q(h) is the slope of the secant 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.

Definition over the hyperreals

Relative to a hyperreal extension R ⊂ ∗R of the real numbers, the derivative of a
real function y = f(x) at a real point x can be defined as the shadow of the
quotient ∆y/∆x for infinitesimal ∆x, where ∆y = f(x + ∆x) − f(x). Here the natural
extension of f to the hyperreals is still denoted f. Here the derivative is said to
exist if the shadow is independent of the infinitesimal chosen.

Example
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):
f

lim

+
h

lim

)
2

lim

0
9

lim

0
6

lim

h
)

{\displaystyle {\begin{aligned}f'(3)&=\lim _{h\to 0}{\frac {f(3+h)-f(3)}{h}}=\lim

_{h\to 0}{\frac {(3+h)^{2}-3^{2}}{h}}\\[10pt]&=\lim _{h\to 0}{\frac {9+6h+h^{2}-9}
{h}}=\lim _{h\to 0}{\frac {6h+h^{2}}{h}}=\lim _{h\to 0}{(6+h)}.\end{aligned}}}

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:

lim

h
)

6.

{\displaystyle \lim _{h\to 0}{(6+h)}=6+0=6.}

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:

)
lim

h
lim

2
h

lim

a
h

lim

0
2

lim

0
(

{\displaystyle {\begin{aligned}f'(a)&=\lim _{h\to 0}{\frac {f(a+h)-f(a)}{h}}=\lim

_{h\to 0}{\frac {(a+h)^{2}-a^{2}}{h}}\\[0.3em]&=\lim _{h\to 0}{\frac
{a^{2}+2ah+h^{2}-a^{2}}{h}}=\lim _{h\to 0}{\frac {2ah+h^{2}}{h}}\\[0.3em]&=\lim
_{h\to 0}{(2a+h)}=2a\end{aligned}}}

Continuity and differentiability

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. For example, the absolute value function given by f(x) = |x| is continuous
at x = 0, but it is not differentiable there. If h is positive, then the slope of
the secant line from 0 to h is one, whereas if h is negative, then the slope of the
secant line from 0 to h is negative one. This can be seen graphically as a "kink"
or a "cusp" in the graph at x = 0. Even a function with a smooth graph is not
differentiable at a point where its tangent is vertical: For instance, the function
given by f(x) = x1/3 is not differentiable at x = 0.

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 any random continuous functions have
a derivative at even one point.

The derivative as a function

Let f be a function that has a derivative at every point in its domain. We can then
define a function that maps every point

{\displaystyle x}

to the value of the derivative of

{\displaystyle f}

at
x

{\displaystyle x}

. This function is written f′ and is called the derivative function or the

derivative of f.

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:

2
,

6.
{\displaystyle {\begin{aligned}1&{}\mapsto 2,\\2&{}\mapsto 4,\\3&{}\mapsto
6.\end{aligned}}}

The operator D, however, is not defined on individual numbers. It is only defined

on functions:

,
D

↦
x

{\displaystyle {\begin{aligned}D(x\mapsto 1)&=(x\mapsto 0),\\D(x\mapsto

x)&=(x\mapsto 1),\\D\left(x\mapsto x^{2}\right)&=(x\mapsto 2\cdot
x).\end{aligned}}}

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.

Higher derivatives
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, 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 derivative of order 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 through sixth
derivatives of x are snap, crackle, and pop; most applicable to astrophysics.

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

2
,

if

if

x
≤

0.

{\displaystyle f(x)={\begin{cases}+x^{2},&{\text{if }}x\geq 0\\-

x^{2},&{\text{if }}x\leq 0.\end{cases}}}

Calculation shows that f is a differentiable function whose derivative at

{\displaystyle x}

is given by

x
)

if

,
if

0.

{\displaystyle f'(x)={\begin{cases}+2x,&{\text{if }}x\geq 0\\-2x,&{\text{if }}x\leq

0.\end{cases}}}

f'(x) is twice the absolute value function at

{\displaystyle x}

, and it does not have a derivative at zero. Similar examples show that a function
can have a kth derivative for each non-negative integer k but not a (k + 1)th
derivative. A function that has k successive derivatives is called k times
differentiable. If in addition the kth derivative is continuous, then the function
is said to be of differentiability class Ck. (This is a stronger condition than
having k derivatives, as shown by the second example of Smoothness § Examples.) A
function that has infinitely many derivatives is called infinitely differentiable
or smooth.

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

+
1

{\displaystyle f(x+h)\approx f(x)+f'(x)h+{\tfrac {1}{2}}f''(x)h^{2}}

in the sense that

lim

h
→

−
1

0.
{\displaystyle \lim _{h\to 0}{\frac {f(x+h)-f(x)-f'(x)h-{\frac {1}{2}}f''(x)h^{2}}
{h^{2}}}=0.}

If f is infinitely differentiable, then this is the beginning of the Taylor series

for f evaluated at x + h around x.

Inflection point
A point where the second derivative of a function changes sign is called an
inflection point. At an inflection point, the second derivative may be zero, as in
the case of the inflection point x = 0 of the function given by

{\displaystyle f(x)=x^{3}}

, or it may fail to exist, as in the case of the inflection point x = 0 of the

function given by

(
x

{\displaystyle f(x)=x^{\frac {1}{3}}}

. At an inflection point, a function switches from being a convex function to being

a concave function or vice versa.

Notation (details)
Leibniz's notation
The symbols

{\displaystyle dx}

,
d

{\displaystyle dy}

, and

{\displaystyle {\frac {dy}{dx}}}

were introduced by Gottfried Wilhelm Leibniz in 1675. It is still commonly used

when the equation y = f(x) is viewed as a functional relationship between dependent
and independent variables. Then the first derivative is denoted by
d

or
d

{\displaystyle {\frac {dy}{dx}},\quad {\frac {df}{dx}},{\text{ or }}{\frac {d}

{dx}}f,}

and was once thought of as an infinitesimal quotient. Higher derivatives are

expressed using the notation

n
y

x
n

or

n
f

{\displaystyle {\frac {d^{n}y}{dx^{n}}},\quad {\frac {d^{n}f}{dx^{n}}},

{\text{ or }}{\frac {d^{n}}{dx^{n}}}f}

for the nth derivative of

{\displaystyle y=f(x)}

. These are abbreviations for multiple applications of the derivative operator. For
example,

2
y

(
d

{\displaystyle {\frac {d^{2}y}{dx^{2}}}={\frac {d}{dx}}\left({\frac {dy}

{dx}}\right).}

With Leibniz's notation, we can write the derivative of

{\displaystyle y}

at the point

x
a

{\displaystyle x=a}

in two different ways:

a
d

{\displaystyle \left.{\frac {dy}{dx}}\right|_{x=a}={\frac {dy}{dx}}(a).}

Leibniz's notation allows one to specify the variable for differentiation (in the
denominator), which is relevant in partial differentiation. It also can be used to
write the chain rule as
d

u
d

{\displaystyle {\frac {dy}{dx}}={\frac {dy}{du}}\cdot {\frac {du}{dx}}.}

Lagrange's notation
Sometimes referred to as prime notation, one of the most common modern notation for
differentiation is due to Joseph-Louis Lagrange and uses the prime mark, so that
the derivative of a function

{\displaystyle f}

is denoted

′
{\displaystyle f'}

. Similarly, the second and third derivatives are denoted

{\displaystyle (f')'=f''}

  and  

(
f

{\displaystyle (f'')'=f'''.}

To denote the number of derivatives beyond this point, some authors use Roman
numerals in superscript, whereas others place the number in parentheses:

v
{\displaystyle f^{\mathrm {iv} }}

  or  

{\displaystyle f^{(4)}.}

The latter notation generalizes to yield the notation

)
{\displaystyle f^{(n)}}

for the nth derivative of

{\displaystyle f}

– this notation is most useful when we wish to talk about the derivative as being a
function itself, as in this case the Leibniz notation can become cumbersome.

Newton's notation
Newton's notation for differentiation, also called the dot notation, places a dot
over the function name to represent a time derivative. If

{\displaystyle y=f(t)}

, then
y

{\displaystyle {\dot {y}}}

  and  

{\displaystyle {\ddot {y}}}

denote, respectively, the first and second derivatives of

y

{\displaystyle y}

. This notation is used exclusively for derivatives with respect to time or arc
length. It is typically used in differential equations in physics and differential
geometry. The dot notation, however, becomes unmanageable for high-order
derivatives (order 4 or more) and cannot deal with multiple independent variables.

Euler's notation
Euler's notation uses a differential operator

{\displaystyle D}

, which is applied to a function

{\displaystyle f}

to give the first derivative

D

{\displaystyle Df}

. The nth derivative is denoted

{\displaystyle D^{n}f}

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

x
y

{\displaystyle D_{x}y}

  or  

{\displaystyle D_{x}f(x)}

,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. In practice, once the
derivatives of a few simple functions are known, the derivatives of other functions
are more easily computed using rules for obtaining derivatives of more complicated
functions from simpler ones.
Rules for basic functions
Here are the rules for the derivatives of the most common basic functions, where a
is a real number.

Derivatives of powers:

1
.

{\displaystyle {\frac {d}{dx}}x^{a}=ax^{a-1}.}

Exponential and logarithmic functions:

x
.

{\displaystyle {\frac {d}{dx}}e^{x}=e^{x}.}

x
ln

>

{\displaystyle {\frac {d}{dx}}a^{x}=a^{x}\ln(a),\qquad a>0}

ln
⁡

>

0.

{\displaystyle {\frac {d}{dx}}\ln(x)={\frac {1}{x}},\qquad x>0.}

x
log

ln

x
,

>

{\displaystyle {\frac {d}{dx}}\log _{a}(x)={\frac {1}{x\ln(a)}},\qquad x,a>0}

Trigonometric functions:

sin

cos

x
)

{\displaystyle {\frac {d}{dx}}\sin(x)=\cos(x).}

cos

sin

x
)

{\displaystyle {\frac {d}{dx}}\cos(x)=-\sin(x).}

tan

sec

2
⁡

cos

tan

2
⁡

{\displaystyle {\frac {d}{dx}}\tan(x)=\sec ^{2}(x)={\frac {1}{\cos ^{2}(x)}}=1+\tan

^{2}(x).}

Inverse trigonometric functions:

arcsin

)
1

<

<

1.

{\displaystyle {\frac {d}{dx}}\arcsin(x)={\frac {1}{\sqrt {1-x^{2}}}},\qquad -1

d

arccos

2
,

<

<

1.

{\displaystyle {\frac {d}{dx}}\arccos(x)=-{\frac {1}{\sqrt {1-x^{2}}}},\qquad -1

arctan

x
)

{\displaystyle {\frac {d}{dx}}\arctan(x)={\frac {1}{1+x^{2}}}}

Rules for combined functions

Here are some of the most basic rules for deducing the derivative of a compound
function from derivatives of basic functions.

Constant rule: if f(x) is constant, then

f
′

0.

{\displaystyle f'(x)=0.}

Sum rule:

′
+

{\displaystyle (\alpha f+\beta g)'=\alpha f'+\beta g'}

for all functions f and g and all real numbers

{\displaystyle \alpha }

and

{\displaystyle \beta }

.Product rule:
(

{\displaystyle (fg)'=f'g+fg'}

for all functions f and g. As a special case, this rule includes the fact

f
)

{\displaystyle (\alpha f)'=\alpha f'}

whenever

{\displaystyle \alpha }

is a constant, because

f
0

{\displaystyle \alpha 'f=0\cdot f=0}

by the constant rule.Quotient rule:

′
f

{\displaystyle \left({\frac {f}{g}}\right)'={\frac {f'g-fg'}{g^{2}}}}

for all functions f and g at all inputs where g ≠ 0.Chain rule for composite
functions: If

(
x

{\displaystyle f(x)=h(g(x))}

, then

′
(

{\displaystyle f'(x)=h'(g(x))\cdot g'(x).}

Computation example
The derivative of the function given by

)
x

sin

ln

x
+

{\displaystyle f(x)=x^{4}+\sin \left(x^{2}\right)-\ln(x)e^{x}+7}

is

(
4

cos

⁡
(

ln

d
x

ln

)
d

cos

⁡
(

ln

e
x

{\displaystyle {\begin{aligned}f'(x)&=4x^{(4-1)}+{\frac {d\left(x^{2}\right)}

{dx}}\cos \left(x^{2}\right)-{\frac {d\left(\ln {x}\right)}{dx}}e^{x}-\ln(x){\frac
{d\left(e^{x}\right)}{dx}}+0\\&=4x^{3}+2x\cos \left(x^{2}\right)-{\frac {1}
{x}}e^{x}-\ln(x)e^{x}.\end{aligned}}}

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
Vector-valued functions
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), y2(t), ..., yn(t), meaning that y(t) = (y1(t), ..., yn(t)). This
includes, for example, parametric curves in R2 or R3. 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,

′
(

)
.

{\displaystyle \mathbf {y} '(t)=(y'_{1}(t),\ldots ,y'_{n}(t)).}

Equivalently,

lim

0
y

{\displaystyle \mathbf {y} '(t)=\lim _{h\to 0}{\frac {\mathbf {y} (t+h)-\mathbf {y}
(t)}{h}},}

if the limit exists. The subtraction in the numerator is the subtraction of

vectors, not scalars. If the derivative of y exists for every value of t, then y′
is another vector-valued function.

If e1, ..., en is the standard basis for Rn, then y(t) can also be written as
y1(t)e1 + … + yn(t)en. If we assume that the derivative of a vector-valued function
retains the linearity property, then the derivative of y(t) must be
y

(
t

{\displaystyle y'_{1}(t)\mathbf {e} _{1}+\cdots +y'_{n}(t)\mathbf {e} _{n}}

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.

Partial derivatives
Suppose that f is a function that depends on more than one variable—for instance,

x
2

{\displaystyle f(x,y)=x^{2}+xy+y^{2}.}

f can be reinterpreted as a family of functions of one variable indexed by the

other variables:

)
f

{\displaystyle f(x,y)=f_{x}(y)=x^{2}+xy+y^{2}.}
In other words, every value of x chooses a function, denoted fx, which is a
function of one real number. That is,

{\displaystyle x\mapsto f_{x},}

)
x

{\displaystyle f_{x}(y)=x^{2}+xy+y^{2}.}

Once a value of x is chosen, say a, then f(x, y) determines a function fa that

sends y to a2 + ay + y2:

a
(

{\displaystyle f_{a}(y)=a^{2}+ay+y^{2}.}

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:
f

{\displaystyle f_{a}'(y)=a+2y.}

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:

∂
f

{\displaystyle {\frac {\partial f}{\partial y}}(x,y)=x+2y.}

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 xi

at the point (a1, ..., an) is defined to be:
∂

a
n

lim

a
i

a
i

{\displaystyle {\frac {\partial f}{\partial x_{i}}}(a_{1},\ldots ,a_{n})=\lim

_{h\to 0}{\frac {f(a_{1},\ldots ,a_{i}+h,\ldots ,a_{n})-f(a_{1},\ldots
,a_{i},\ldots ,a_{n})}{h}}.}

In the above difference quotient, all the variables except xi are held fixed. That
choice of fixed values determines a function of one variable

f
a

,
a

,
a

n
)

{\displaystyle f_{a_{1},\ldots ,a_{i-1},a_{i+1},\ldots ,a_{n}}

(x_{i})=f(a_{1},\ldots ,a_{i-1},x_{i},a_{i+1},\ldots ,a_{n}),}

and, by definition,

a
i

d
x

i
(

{\displaystyle {\frac {df_{a_{1},\ldots ,a_{i-1},a_{i+1},\ldots ,a_{n}}}{dx_{i}}}

(a_{i})={\frac {\partial f}{\partial x_{i}}}(a_{1},\ldots ,a_{n}).}

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, ..., xn) on a domain in Euclidean space Rn (e.g., on R2 or
R3). In this case f has a partial derivative ∂f/∂xj with respect to each variable
xj. At the point (a1, ..., an), these partial derivatives define the vector

(
∂

n
)

1
,

{\displaystyle \nabla f(a_{1},\ldots ,a_{n})=\left({\frac {\partial f}{\partial

x_{1}}}(a_{1},\ldots ,a_{n}),\ldots ,{\frac {\partial f}{\partial x_{n}}}
(a_{1},\ldots ,a_{n})\right).}

This vector is called the gradient of f at a. If f is differentiable at every point

in some domain, then the gradient is a vector-valued function ∇f that takes the
point (a1, ..., an) to the vector ∇f(a1, ..., an). Consequently, the gradient
determines a vector field.

Directional derivatives
If f is a real-valued function on Rn, 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

v
(

{\displaystyle \mathbf {v} =(v_{1},\ldots ,v_{n}).}

The directional derivative of f in the direction of v at the point x is the limit

D
v

lim

x
+

{\displaystyle D_{\mathbf {v} }{f}(\mathbf {x} )=\lim _{h\rightarrow 0}{\frac

{f(\mathbf {x} +h\mathbf {v} )-f(\mathbf {x} )}{h}}.}

In some cases it may be easier to compute or estimate the directional derivative

after changing the length of the vector. Often this is done to turn the problem
into the computation of a directional derivative in the direction of a unit vector.
To see how this works, suppose that v = λu. Substitute h = k/λ into the difference
quotient. The difference quotient becomes:
f

)
k

(
x

{\displaystyle {\frac {f(\mathbf {x} +(k/\lambda )(\lambda \mathbf {u} ))-f(\mathbf

{x} )}{k/\lambda }}=\lambda \cdot {\frac {f(\mathbf {x} +k\mathbf {u} )-f(\mathbf
{x} )}{k}}.}

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:

v
f

∂
f

{\displaystyle D_{\mathbf {v} }{f}({\boldsymbol {x}})=\sum _{j=1}^{n}v_{j}{\frac

{\partial f}{\partial x_{j}}}.}

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.

Total derivative, total differential and Jacobian matrix

When f is a function from an open subset of Rn to Rm, then the directional
derivative of f in a chosen direction is the best linear approximation to f at 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:

(
a

.
{\displaystyle f(\mathbf {a} +\mathbf {v} )\approx f(\mathbf {a} )+f'(\mathbf
{a} )\mathbf {v} .}

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 ′(a) is a number and the expression
f ′(a)v is the product of two numbers. But in higher dimensions, it is impossible
for f ′(a) to be a number. If it were a number, then f ′(a)v would be a vector in
Rn while the other terms would be vectors in Rm, and therefore the formula would
not make sense. For the linear approximation formula to make sense, f ′(a) must be
a function that sends vectors in Rn to vectors in Rm, and f ′(a)v must denote this
function evaluated at v.

To determine what kind of function it is, notice that the linear approximation
formula can be rewritten as

a
)

{\displaystyle f(\mathbf {a} +\mathbf {v} )-f(\mathbf {a} )\approx f'(\mathbf

{a} )\mathbf {v} .}

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

+
v

w
)

′
(

{\displaystyle f(\mathbf {a} +\mathbf {v} +\mathbf {w} )-f(\mathbf {a} +\mathbf {v}
)-f(\mathbf {a} +\mathbf {w} )+f(\mathbf {a} )\approx f'(\mathbf {a} +\mathbf
{v} )\mathbf {w} -f'(\mathbf {a} )\mathbf {w} .}

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:

f
(

a
+

v
+

a
)

)
≈

)
v

{\displaystyle {\begin{aligned}0&\approx f(\mathbf {a} +\mathbf {v} +\mathbf {w} )-

f(\mathbf {a} +\mathbf {v} )-f(\mathbf {a} +\mathbf {w} )+f(\mathbf
{a} )\\&=(f(\mathbf {a} +\mathbf {v} +\mathbf {w} )-f(\mathbf {a} ))-(f(\mathbf {a}
+\mathbf {v} )-f(\mathbf {a} ))-(f(\mathbf {a} +\mathbf {w} )-f(\mathbf
{a} ))\\&\approx f'(\mathbf {a} )(\mathbf {v} +\mathbf {w} )-f'(\mathbf
{a} )\mathbf {v} -f'(\mathbf {a} )\mathbf {w} .\end{aligned}}}

This suggests that f ′(a) is a linear transformation from the vector space Rn to
the vector space Rm. 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 of v but depends continuously on a. Then, after 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. However, the
usual difference quotient does not make sense in higher dimensions because it is
not usually possible to divide vectors. In particular, the numerator and
denominator of the difference quotient are not even in the same vector space: The
numerator lies in the codomain Rm while the denominator lies in the domain Rn.
Furthermore, the derivative is a linear transformation, a different type of object
from both the numerator and denominator. To make precise the idea that f ′(a) is
the best linear approximation, it is necessary to adapt a different formula for the
one-variable derivative in which these problems disappear. If f : R → R, then the
usual definition of the derivative may be manipulated to show that the derivative
of f at a is the unique number f ′(a) such that

lim

−
(

0.

{\displaystyle \lim _{h\to 0}{\frac {f(a+h)-(f(a)+f'(a)h)}{h}}=0.}

This is equivalent to

lim
h

′
(

{\displaystyle \lim _{h\to 0}{\frac {|f(a+h)-(f(a)+f'(a)h)|}{|h|}}=0}

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. This last formula can be adapted to
the many-variable situation by replacing the absolute values with norms.

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
lim

(
a

‖
0.

{\displaystyle \lim _{\mathbf {h} \to 0}{\frac {\lVert f(\mathbf {a} +\mathbf
{h} )-(f(\mathbf {a} )+f'(\mathbf {a} )\mathbf {h} )\rVert }{\lVert \mathbf {h}
\rVert }}=0.}

Here h is a vector in Rn, so the norm in the denominator is the standard length on
Rn. However, f′(a)h is a vector in Rm, and the norm in the numerator is the
standard length on Rm. If v is a vector starting at a, then f ′(a)v is called the
pushforward of v by f and is sometimes written f∗v.

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, ..., fm), then the total derivative can be expressed using the
partial derivatives as a matrix. This matrix is called the Jacobian matrix of f at
a:

Jac

a
(

j
)

{\displaystyle f'(\mathbf {a} )=\operatorname {Jac} _{\mathbf {a} }=\left({\frac

{\partial f_{i}}{\partial x_{j}}}\right)_{ij}.}

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. That is, if f is a real-valued function of a real variable, then the
total derivative exists if and only if the usual derivative exists. The Jacobian
matrix reduces to a 1×1 matrix whose only entry is the derivative f′(x). This 1×1
matrix satisfies the property that f(a + h) − (f(a) + f ′(a)h) is approximately
zero, in other words that

(
a

{\displaystyle f(a+h)\approx f(a)+f'(a)h.}

Up to changing variables, this is the statement that the function

′
(

{\displaystyle x\mapsto f(a)+f'(a)(x-a)}

is the best linear approximation to f at a.

The total derivative of a function does not give another function in the same way
as the one-variable case. This is because the total derivative of a multivariable
function has to record much more information than the derivative of a single-
variable function. Instead, the total derivative gives a function from the tangent
bundle of the source to the tangent bundle of the target.

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. The analog of a higher-order derivative,
called a jet, cannot be a linear transformation because higher-order derivatives
reflect subtle geometric information, such as concavity, which cannot be described
in terms of linear data such as vectors. It cannot be a function on the tangent
bundle because the tangent bundle only has room for the base space and the
directional derivatives. Because jets capture higher-order information, they take
as arguments additional coordinates representing higher-order changes in direction.
The space determined by these additional coordinates is called the jet bundle. The
relation between the total derivative and the partial derivatives of a function is
paralleled in the relation between the kth order jet of a function and its partial
derivatives of order less than or equal to k.

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

D
k

n
×

{\displaystyle D^{k}f:\mathbb {R} ^{n}\to L^{k}(\mathbb {R} ^{n}\times \cdots

\times \mathbb {R} ^{n},\mathbb {R} ^{m})}

which takes a point x in Rn and assigns to it an element of the space of k-linear

maps from Rn to Rm – the "best" (in a certain precise sense) k-linear approximation
to f at that point. By precomposing it with the diagonal map Δ, x → (x, x), a
generalized Taylor series may be begun as
f

−
a

⋯
f

(
D

⋯
f

i
−

f
)

k
−

{\displaystyle {\begin{aligned}f(\mathbf {x} )&\approx f(\mathbf {a} )+(Df)(\mathbf

{x-a} )+\left(D^{2}f\right)(\Delta (\mathbf {x-a} ))+\cdots \\&=f(\mathbf {a} )+
(Df)(\mathbf {x-a} )+\left(D^{2}f\right)(\mathbf {x-a} ,\mathbf {x-a} )+\cdots
\\&=f(\mathbf {a} )+\sum _{i}(Df)_{i}(x_{i}-a_{i})+\sum
_{j,k}\left(D^{2}f\right)_{jk}(x_{j}-a_{j})(x_{k}-a_{k})+\cdots \end{aligned}}}

where f(a) is identified with a constant function, xi − ai are the components of

the vector x − a, and (Df)i and (D2f)jk are the components of Df and D2f as linear
transformations.

Generalizations
The concept of a derivative can be extended to many other settings. The common
thread is that the derivative of a function at a point serves as a linear
approximation of the function at that point.

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 R2 by writing a
complex number z as x + iy, then a differentiable function from C to C is certainly
differentiable as a function from R2 to R2 (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 R3. 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. Nevertheless, there is a way of extending the notion of the
derivative so that all continuous functions and many other functions can be
differentiated using a concept known as the weak derivative. The idea is to embed
the continuous functions in a larger space called the space of distributions and
only require that a function is differentiable "on average".

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.

History
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.

See also
Notes
References
Bibliography
Print
Online books
External links
"Derivative", Encyclopedia of Mathematics, EMS Press, 2001 [1994]

Khan Academy: "Newton, Leibniz, and Usain Bolt"

Weisstein, Eric W. "Derivative". MathWorld.

Online Derivative Calculator from Wolfram Alpha.