TheoremBase

Derivative of a Vector-Valued or Matrix-Valued Map on an Interval

A map from an interval into Euclidean space or into real matrices is differentiable at a point when each of its components or entries is, and its derivative there is the point or matrix of the componentwise derivatives.

Statement

In the settings of Single-Variable Calculus on an Interval and Euclidean Space and Real Matrices: Standing Notation, let q∈Nq\in\mathbb{N}, let II be an interval containing two distinct points, as in Single-Variable Calculus on an Interval (ii), and let t∈It\in I.

Let x:I→Rqx:I\to\mathbb{R}^{q}. For k∈[q]k\in[q], xk:I→Rx_{k}:I\to\mathbb{R} is the component map u↦x(u)ku\mapsto x(u)_{k} of Component Maps and Entry Maps (i), with the components of Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (ii). xx is differentiable at tt if xkx_{k} is differentiable at tt for every k∈[q]k\in[q]. The derivative of xx at tt is then the point x′(t)∈Rqx'(t)\in\mathbb{R}^{q} with components x′(t)k=xk′(t)x'(t)_{k}=x_{k}'(t) for k∈[q]k\in[q]: each xk′(t)x_{k}'(t) is the unique derivative of xkx_{k} at tt by Derivative of a Real Function on an Interval (ii), the map [q]→R[q]\to\mathbb{R}, k↦xk′(t)k\mapsto x_{k}'(t), is formed by Predicative Formulas for the Derivative Condition and for Powers (i) and Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol (v) and is a point of Rq\mathbb{R}^{q} by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (ii), and a point of Rq\mathbb{R}^{q} is determined by its components by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (iii).

Let p∈Np\in\mathbb{N} and A:I→Mp×q(R)A:I\to\mathcal{M}_{p\times q}(\mathbb{R}). For i∈[p]i\in[p] and j∈[q]j\in[q], Aij:I→RA_{ij}:I\to\mathbb{R} is the entry map u↦A(u)iju\mapsto A(u)_{ij} of Component Maps and Entry Maps (ii), with the entries of Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (ii). AA is differentiable at tt if AijA_{ij} is differentiable at tt for all i∈[p]i\in[p] and j∈[q]j\in[q]. The derivative of AA at tt is then the matrix A′(t)∈Mp×q(R)A'(t)\in\mathcal{M}_{p\times q}(\mathbb{R}) with entries A′(t)ij=Aij′(t)A'(t)_{ij}=A_{ij}'(t) for i∈[p]i\in[p] and j∈[q]j\in[q]: each Aij′(t)A_{ij}'(t) is the unique derivative of AijA_{ij} at tt by Derivative of a Real Function on an Interval (ii), the map [p]×[q]→R[p]\times[q]\to\mathbb{R}, (i,j)↦Aij′(t)(i,j)\mapsto A_{ij}'(t), is formed by Predicative Formulas for the Derivative Condition and for Powers (i) and Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol (v) and is a matrix by Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i), and a matrix is determined by its entries by Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (iii).

For a subset S⊆IS\subseteq I, a map x:I→Rqx:I\to\mathbb{R}^{q}, respectively, for p∈Np\in\mathbb{N}, a map A:I→Mp×q(R)A:I\to\mathcal{M}_{p\times q}(\mathbb{R}), is differentiable on SS if it is differentiable at every point of SS in the sense of (i), respectively (ii); it is differentiable if it is differentiable on II.

If x:I→Rqx:I\to\mathbb{R}^{q} is differentiable, its derivative is the map x′:I→Rqx':I\to\mathbb{R}^{q}, u↦x′(u)u\mapsto x'(u); if p∈Np\in\mathbb{N} and A:I→Mp×q(R)A:I\to\mathcal{M}_{p\times q}(\mathbb{R}) is differentiable, its derivative is the map A′:I→Mp×q(R)A':I\to\mathcal{M}_{p\times q}(\mathbb{R}), u↦A′(u)u\mapsto A'(u). These maps are formed by Predicative Formulas for the Derivative Condition and for Powers (i) and Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol (v), the values x′(u)x'(u) and A′(u)A'(u) being those of (i) and (ii) with uu in place of tt.

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