Hilbert spaceIn mathematics, Hilbert spaces (named after David Hilbert) allow the methods of linear algebra and calculus to be generalized from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that induces a distance function for which the space is a complete metric space.
Gateaux derivativeIn mathematics, the Gateaux differential or Gateaux derivative is a generalization of the concept of directional derivative in differential calculus. Named after René Gateaux, a French mathematician who died at age 25 in World War I, it is defined for functions between locally convex topological vector spaces such as Banach spaces. Like the Fréchet derivative on a Banach space, the Gateaux differential is often used to formalize the functional derivative commonly used in the calculus of variations and physics.
Jacobian matrix and determinantIn vector calculus, the Jacobian matrix (dʒəˈkəʊbiən, dʒᵻ-,_jᵻ-) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature.
Holomorphic functionIn mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighbourhood of each point in a domain in complex coordinate space Cn. The existence of a complex derivative in a neighbourhood is a very strong condition: it implies that a holomorphic function is infinitely differentiable and locally equal to its own Taylor series (analytic). Holomorphic functions are the central objects of study in complex analysis.
Directional derivativeA directional derivative is a concept in multivariable calculus that measures the rate at which a function changes in a particular direction at a given point. The directional derivative of a multivariable differentiable (scalar) function along a given vector v at a given point x intuitively represents the instantaneous rate of change of the function, moving through x with a velocity specified by v. The directional derivative of a scalar function f with respect to a vector v at a point (e.g.
SmoothnessIn mathematical analysis, the smoothness of a function is a property measured by the number of continuous derivatives it has over some domain, called differentiability class. At the very minimum, a function could be considered smooth if it is differentiable everywhere (hence continuous). At the other end, it might also possess derivatives of all orders in its domain, in which case it is said to be infinitely differentiable and referred to as a C-infinity function (or function).
Chain ruleIn calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions f and g in terms of the derivatives of f and g. More precisely, if is the function such that for every x, then the chain rule is, in Lagrange's notation, or, equivalently, The chain rule may also be expressed in Leibniz's notation. If a variable z depends on the variable y, which itself depends on the variable x (that is, y and z are dependent variables), then z depends on x as well, via the intermediate variable y.
DerivativeIn mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. 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.
Partial derivativeIn mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Partial derivatives are used in vector calculus and differential geometry. The partial derivative of a function with respect to the variable is variously denoted by It can be thought of as the rate of change of the function in the -direction.
GradientIn vector calculus, the gradient of a scalar-valued differentiable function of several variables is the vector field (or vector-valued function) whose value at a point is the "direction and rate of fastest increase". If the gradient of a function is non-zero at a point , the direction of the gradient is the direction in which the function increases most quickly from , and the magnitude of the gradient is the rate of increase in that direction, the greatest absolute directional derivative.