Implicit Functions#
The Implicit Function Theorem
Let \(F: U \subseteq \mathbb{R}^m \times \mathbb{R}^n \to \mathbb{R}^n\) be a real vector function which is \(k\)-times continuously partially differentiable (\(k \ge 1\)) on an open set \(U\).
If there exists some \(\boldsymbol{p} \in U\) such that
and there exist \(n\) columns \(\boldsymbol{j}_{i_1}(\boldsymbol{p}), \dotsc, \boldsymbol{j}_{i_n}(\boldsymbol{p})\) in the Jacobian matrix \(J_F(\boldsymbol{p})\) (where \(i_1, \dotsc, i_n\) are the corresponding indices) such that the \(n \times n\)-matrix
is invertible, then there exist an open neighborhood \(V \subseteq \mathbb{R}^m\) of \((p_{i_1'}, \dotsc, p_{i_m'})\) (where \(i_1', \dotsc, i_m'\) are the indices of the remaining \(m\) columns \(\boldsymbol{j}_{i_1'}(\boldsymbol{p}), \dotsc, \boldsymbol{j}_{i_m'}(\boldsymbol{p})\)), an open neighborhood \(W \subseteq \mathbb{R}^n\) of \((p_{i_1}, \dotsc, p_{i_n})\) and a unique real vector function \(f: V \to W\) such that for all \(\boldsymbol{z} \in U\) with \((z_{i_1'}, \dotsc, z_{i_m'}) \in V\) and \((z_{i_1}, \dotsc, z_{i_n}) \in W\) we have \(F(\boldsymbol{z}) = \boldsymbol{0}\) if and only if \(f(z_{i_1'}, \dotsc, z_{i_m'}) = (z_{i_1}, \dotsc, z_{i_n})\).
In this case, \(f\) is \(k\)-times continuously partially differentiable on \(V\) and its Jacobian matrix is given as follows:
Example: \(F(x,y) = 2x + 3y +3\)
Consider the real scalar field \(F: \mathbb{R}^2 \to \mathbb{R}\) defined as follows:
It is infinitely continuously partially differentiable on \(\mathbb{R}^2\) with the following Jacobian matrix:
For \(\boldsymbol{p} = (0, -1)\), we have:
Example: Solving in Terms of \(x\)
The "column" \(\boldsymbol{j}_2\) of \(J_F(\boldsymbol{p})\) is just \(3 \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open interval \(V\) around \(0\), an open interval \(W\) around \(-1\) and a unique real function \(f: V \to W\) such that for all \(\boldsymbol{z} = (x, y) \in V \times W\) we have \(F(x, y) = 0\) if and only if \(y = f(x)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
We can also verify this explicitly, since \(F(x, y) = 0\) if and only if \(y = -\frac{2}{3}x - 1\). If we define \(f: \mathbb{R} \to \mathbb{R}\) as \(f(x) = -\frac{2}{3}x - 1\), we have actually found a concrete example. Specifically, \(V = \mathbb{R} = W\) and we easily see that \(F(x, y) = 0\) if and only if \(y = f(x)\). Moreover, we have \(f'(x) = -\frac{2}{3}\).
Example: Solving in Terms of \(y\)
The "column" \(\boldsymbol{j}_1\) of \(J_F(\boldsymbol{p})\) is just \(2 \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open interval \(V\) around \(-1\), an open interval \(W\) around \(0\) and a unique real function \(f: V \to W\) such that for all \((y, x) \in V \times W\) we have \(F(x,y) = 0\) if and only if \(x = f(y)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
\[\begin{aligned}f'(y) & = -\begin{bmatrix}\vert \\ \boldsymbol{j}_1(x,y) \\ \vert \end{bmatrix}^{-1} \begin{bmatrix}\vert \\ \boldsymbol{j}_2(x,y) \\ \vert \end{bmatrix} \\ & = -\begin{bmatrix}2\end{bmatrix}^{-1} \begin{bmatrix}3\end{bmatrix} \\ & = -\begin{bmatrix} \frac{1}{2} \end{bmatrix} \begin{bmatrix} 3 \end{bmatrix} \\ & = -\frac{3}{2}\end{aligned}\]We can also verify this explicitly, since \(F(x, y) = 0\) if and only if \(x = -\frac{3}{2}y - \frac{3}{2}\). If we define \(f: \mathbb{R} \to \mathbb{R}\) as \(f(y) = -\frac{3}{2}y - \frac{3}{2}\), we have actually found a concrete example. Specifically, \(V = \mathbb{R} = W\) and we easily see that \(F(x, y) = 0\) if and only if \(x = f(y)\). Moreover, we have \(f'(y) = -\frac{3}{2}\).
Example: \(F(x, y) = \mathrm{e}^y + y^3 - x^3 - x^2 -1\)
Consider the real scalar field \(F: \mathbb{R}^2 \to \mathbb{R}\) defined as follows:
It is infinitely continuously partially differentiable on \(\mathbb{R}^2\) with the following Jacobian matrix:
For \(\boldsymbol{p} = (0, 0)\), we have:
Example: Solving in Terms of \(x\)
The "column" \(\boldsymbol{j}_2\) of \(J_F(\boldsymbol{p})\) is just \(1 \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open interval \(V\) around \(0\), an open interval \(W\) around \(0\) and a unique real function \(f: V \to W\) such that for all \(\boldsymbol{z} = (x, y) \in V \times W\) we have \(F(x, y) = 0\) if and only if \(y = f(x)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
We can also simplify this a bit to get rid of \(\mathrm{e}^{f(x)}\). Since \(F(x, f(x)) = 0\) for all \(x \in V\), we have:
From that, we obtain:
Plugging this into the expression for \(f'(x)\), we get:
Example: Solving in Terms of \(y\)
The "column" \(\boldsymbol{j}_1\) of \(J_F(\boldsymbol{p})\) is just \(0\) and so the "matrix"
is not "invertible". Therefore, the theorem cannot tell us anything.
Example: \(F(x, y) = x^2 + y^2 - 1\)
Consider the real scalar field \(F: \mathbb{R}^2 \to \mathbb{R}\) defined as follows:
It is infinitely continuously partially differentiable on \(\mathbb{R}^2\) with the following Jacobian matrix:
Example: Solving in Terms of \(x\)
For an arbitrary point \(\boldsymbol{p} = (x_0, y_0)\) such that \(x_0^2 + y_0^2 - 1 = 0\) with \(y_0 \ne 0\), we have:
The "column" \(\boldsymbol{j}_2(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is just \(2y_0 \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open interval \(V\) around \(x_0\), an open interval \(W\) around \(y_0\) and a unique real function \(f: V \to W\) such that for all \(\boldsymbol{z} = (x, y) \in V \times W\) we have \(F(x, y) = 0\) if and only if \(y = f(x)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
We can also verify this explicitly. For \(y_0 \gt 0\), we have \(f(x) = \sqrt{1-x^2}\) and for \(y_0 \lt 0\), we have \(f(x) = -\sqrt{1 - x^2}\). In both cases, we easily see that \(F(x, y) = 0\) if and only if \(y = f(x)\). Moreover, we have \(f'(x) = -\frac{x}{\pm\sqrt{1-x^2}} = -\frac{x}{f(x)}\), matching our result.
Example: Solving in Terms of \(y\)
For an arbitrary point \(\boldsymbol{p} = (x_0, y_0)\) such that \(x_0^2 + y_0^2 - 1 = 0\) with \(x_0 \ne 0\), we have:
The "column" \(\boldsymbol{j}_1(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is just \(2x_0 \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open interval \(V\) around \(y_0\), an open interval \(W\) around \(x_0\) and a unique real function \(f: V \to W\) such that for all \((y, x) \in V \times W\) we have \(F(x,y) = 0\) if and only if \(x = f(y)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
We can also verify this explicitly. For \(x_0 \gt 0\), we have \(f(y) = \sqrt{1-y^2}\) and for \(x_0 \lt 0\), we have \(f(y) = -\sqrt{1 - y^2}\). In both cases, we easily see that \(F(x, y) = 0\) if and only if \(x = f(y)\). Moreover, we have \(f'(y) = -\frac{y}{\pm\sqrt{1-y^2}} = -\frac{y}{f(y)}\), matching our result.
Example: \(F(x, y, z) = \sin (x + y - z^2) - \frac{1}{\sqrt{2}}\)
Consider the real scalar field \(F: \mathbb{R}^3 \to \mathbb{R}\) defined as follows:
It is infinitely continuously partially differentiable on \(\mathbb{R}^3\) with the following Jacobian matrix:
For \(\boldsymbol{p} = \left(\frac{\uppi}{4}, 0, 0\right)\), we have:
Example: Solving in Terms of \(y\) and \(z\)
The "column" \(\boldsymbol{j}_1(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is just \(\frac{1}{\sqrt{2}} \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open set \(V\) around \((0, 0)\), an open interval \(W\) around \(\frac{\uppi}{4}\) and a unique real scalar field \(f: V \to W\) such that for all \(\boldsymbol{z} = (y, z, x) \in V \times W\) we have \(F(x, y, z) = 0\) if and only if \(x = f(y, z)\).
Furthermore, \(f\) is infinitely continuously partially differentiable on \(V\) with the following Jacobian matrix:
We can also verify this explicitly, since \(F(x, y, z) = 0\) locally if and only if \(x = -y + z^2 + \frac{\uppi}{4}\). If we define \(f: \mathbb{R}^2 \to \mathbb{R}\) as \(f(y, z) = -y + z^2 + \frac{\uppi}{4}\), we have actually found a concrete example. Specifically, \(V = \mathbb{R}^2\) and \(W = \mathbb{R}\), and we easily see that \(F(x, y, z) = 0\) if and only if \(x = f(y, z)\). Moreover, we have \(J_f(y, z) = \begin{bmatrix}-1 & 2z\end{bmatrix}\), which at \((0, 0)\) gives \(\begin{bmatrix}-1 & 0\end{bmatrix}\).
Example: Solving in Terms of \(x\) and \(z\)
The "column" \(\boldsymbol{j}_2(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is just \(\frac{1}{\sqrt{2}} \ne 0\) and so the "matrix"
is "invertible".
We thus know that there is an open set \(V\) around \(\left(\frac{\uppi}{4}, 0\right)\), an open interval \(W\) around \(0\) and a unique real scalar field \(f: V \to W\) such that for all \(\boldsymbol{z} = (x, z, y) \in V \times W\) we have \(F(x, y, z) = 0\) if and only if \(y = f(x, z)\).
Furthermore, \(f\) is infinitely continuously partially differentiable on \(V\) with the following Jacobian matrix:
We can also verify this explicitly, since \(F(x, y, z) = 0\) locally if and only if \(y = -x + z^2 + \frac{\uppi}{4}\). If we define \(f: \mathbb{R}^2 \to \mathbb{R}\) as \(f(x, z) = -x + z^2 + \frac{\uppi}{4}\), we have actually found a concrete example. Specifically, \(V = \mathbb{R}^2\) and \(W = \mathbb{R}\), and we easily see that \(F(x, y, z) = 0\) if and only if \(y = f(x, z)\). Moreover, we have \(J_f(x, z) = \begin{bmatrix}-1 & 2z\end{bmatrix}\), which at \(\left(\frac{\uppi}{4}, 0\right)\) gives \(\begin{bmatrix}-1 & 0\end{bmatrix}\).
Example: Solving in Terms of \(x\) and \(y\)
The "column" \(\boldsymbol{j}_3(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is \(0\) and so the "matrix"
is not "invertible". Therefore, the theorem cannot tell us anything.
Example: \(F: \mathbb{R}^3 \to \mathbb{R}^2\)
Consider the real vector function \(F: \mathbb{R}^3 \to \mathbb{R}^2\) defined as follows:
It is infinitely continuously partially differentiable on \(\mathbb{R}^3\) with the following Jacobian matrix:
For \(\boldsymbol{p} = (2, 2, 0)\), we have:
Example: Solving in Terms of \(x\)
The matrix formed by columns \(\boldsymbol{j}_2(\boldsymbol{p})\) and \(\boldsymbol{j}_3(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is
and is invertible.
We thus know that there is an open interval \(V \subseteq \mathbb{R}\) around \(x = 2\), an open neighborhood \(W \subseteq \mathbb{R}^2\) around \((y, z) = (2, 0)\) and a unique function \(f: V \to W\) such that for all \((x, y, z) \in V \times W\) we have \(F(x, y, z) = \boldsymbol{0}\) if and only if \((y, z) = f(x)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
Example: Solving in Terms of \(y\)
The matrix formed by columns \(\boldsymbol{j}_1(\boldsymbol{p})\) and \(\boldsymbol{j}_3(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is
which is invertible.
We thus know that there is an open interval \(V \subseteq \mathbb{R}\) around \(y = 2\), an open neighborhood \(W \subseteq \mathbb{R}^2\) around \((x, z) = (2, 0)\) and a unique function \(f: V \to W\) such that for all \((y, x, z) \in V \times W\) we have \(F(x, y, z) = \boldsymbol{0}\) if and only if \((x, z) = f(y)\).
Furthermore, \(f\) is infinitely continuously differentiable on \(V\) with the following derivative:
Example: Solving in Terms of \(z\)
The matrix formed by columns \(\boldsymbol{j}_1(\boldsymbol{p})\) and \(\boldsymbol{j}_2(\boldsymbol{p})\) of \(J_F(\boldsymbol{p})\) is
which is not invertible. Therefore, the theorem cannot tell us anything.
Proof
TODO