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The Jacobian Matrix is just a matrix that takes the partial derivatives of each element of a function (which is in the form of a vector. Let F be a function such that
 
The Jacobian Matrix is just a matrix that takes the partial derivatives of each element of a function (which is in the form of a vector. Let F be a function such that
  
<math>F(u,v)=<x,y> </math>
+
<font size=4><math>F(u,v)=<x,y> </math></font>
  
 
then the Jacobian matrix of this function would look like this:
 
then the Jacobian matrix of this function would look like this:
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To help illustrate this, let's do an example:  
 
To help illustrate this, let's do an example:  
  
Example #1) Let's take the Transformation: <math>T(u,v) = <u*\cos v,r*\sin v>. </math> What would be the Jacobian Matrix of this Transformation?  
+
Example #1: Let's take the Transformation:  
 +
 
 +
<font size=5><math>T(u,v) = <u*\cos v,r*\sin v> </math> </font>.
 +
 
 +
What would be the Jacobian Matrix of this Transformation?  
  
 
Solution:
 
Solution:
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<math>
 
<math>
  
x=u*\cos v \longrightarrow \frac{\partial x}{\partial u}= \cos v and \frac{\partial x}{\partial v} = -u*\sin v
+
x=u*\cos v \longrightarrow \frac{\partial x}{\partial u}= \cos v   \frac{\partial x}{\partial v} = -u*\sin v
y=u*\sin v \longrightarrow \frac{\partial y}{\partial u}= \sin v and \frac{\partial y}{\partial v} = u*\cos v
+
y=u*\sin v \longrightarrow \frac{\partial y}{\partial u}= \sin v   \frac{\partial y}{\partial v} = u*\cos v
  
 
</math>
 
</math>

Revision as of 08:23, 8 May 2013


Jacobians and their applications

by Joseph Ruan


Basic Definition

The Jacobian Matrix is just a matrix that takes the partial derivatives of each element of a function (which is in the form of a vector. Let F be a function such that

$ F(u,v)=<x,y> $

then the Jacobian matrix of this function would look like this:

$ J(u,v)=\begin{bmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{bmatrix} $

To help illustrate this, let's do an example:

Example #1: Let's take the Transformation:

$ T(u,v) = <u*\cos v,r*\sin v> $ .

What would be the Jacobian Matrix of this Transformation?

Solution: Note that $ x=u*\cos v \longrightarrow \frac{\partial x}{\partial u}= \cos v \frac{\partial x}{\partial v} = -u*\sin v y=u*\sin v \longrightarrow \frac{\partial y}{\partial u}= \sin v \frac{\partial y}{\partial v} = u*\cos v $

Therefore the Jacobian matrix is

$ \begin{bmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{bmatrix}= \begin{bmatrix} \cos v & -u*\sin v \\ \sin v & u*\cos v \end{bmatrix} $

Now after doing



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