Jacobian matrix and determinant

1 Jacobian matrix

In vector calculus, the Jacobian matrix (/dkobin/,

/jkobin/) is the matrix of all rst-order partial derivatives of a vector-valued function. Specically, suppose
f : n m is a function which takes as input the vector x n and produces as output the vector f(x) m .
Then the Jacobian matrix J of f is an mn matrix, usually
dened and arranged as follows:

J=

[
df
f
=
dx
x1

f1

]
x. 1
f
=
..
xn
f
m
x1

..

f1
xn
..

.
fm
xn

If a function is dierentiable at a point, its derivative

is given in coordinates by the Jacobian, but a function
doesn't need to be dierentiable for the Jacobian to be
dened, since only the partial derivatives are required to
exist.

or, component-wise:

Ji,j =

The Jacobian generalizes the gradient of a scalar-valued

function of multiple variables, which itself generalizes the
derivative of a scalar-valued function of a single variable.
In other words, the Jacobian for a scalar-valued multivariable function is the gradient and that of a scalar-valued
function of single variable is simply its derivative. The
Jacobian can also be thought of as describing the amount
of stretching, rotating or transforming that a transformation imposes locally. For example, if (x, y) = f(x,
y) is used to transform an image, the Jacobian J (x, y),
describes how the image in the neighborhood of (x, y) is
transformed.

fi
.
xj

If p is a point in n and f is dierentiable at p, then its

derivative is given by J (p). In this case, the linear map
This matrix, whose entries are functions of x, is also de- described by J (p) is the best linear approximation of f
noted by Df, J , and (f1 ,...,f )/(x1 ,...,x ). (Note that near the point p, in the sense that
some literature denes the Jacobian as the transpose of
the matrix given above.)
The Jacobian matrix is important because if the function f(x) = f(p) + Jf (p)(x p) + o(x p)
f is dierentiable at a point x (this is a slightly stronger for x close to p and where o is the little o-notation (for x
condition than merely requiring that all partial derivatives p) and x p is the distance between x and p.
exist there), then the Jacobian matrix denes a linear map
n m , which is the best linear approximation of the Compare this to a Taylor series for a scalar function of a
function f near the point x. This linear map is thus the scalar argument, truncated to rst order:
generalization of the usual notion of derivative, and is
called the derivative or the dierential of f at x.
f (x) = f (p) + f (p)(x p) + o(x p).
If m = n, the Jacobian matrix is a square matrix, and its
determinant, a function of x1 , , xn, is the Jacobian de- In a sense, both the gradient and Jacobian are "rst derivaterminant of f. It carries important information about tives"the former the rst derivative of a scalar function
the local behavior of f. In particular, the function f has of several variables, the latter the rst derivative of a veclocally in the neighborhood of a point x an inverse func- tor function of several variables.
tion that is dierentiable if and only if the Jacobian de- The Jacobian of the gradient of a scalar function of sevterminant is nonzero at x (see Jacobian conjecture). The eral variables has a special name: the Hessian matrix,
Jacobian determinant occurs also when changing the vari- which in a sense is the "second derivative" of the funcables in multi-variable integrals (see substitution rule for tion in question.
multiple variables).
If m = 1, f is a scalar eld and the Jacobian matrix is
reduced to a row vector of partial derivatives of fi.e.
the gradient of f.

2 Jacobian determinant

These concepts are named after the mathematician Carl If m=n, then f is a function from n to itself and the JaGustav Jacob Jacobi (18041851).
cobian matrix is a square matrix. We can then form its
1

5 EXAMPLES

A nonlinear map f : R2 R2 sends a small square to a distorted

parallelepiped close to the image of the square under the best
linear approximation of f near the point.

The (unproved) Jacobian conjecture is related to global

invertibility in the case of a polynomial functions, that is
a function dened by n polynomials in n variables. It asserts that, if the Jacobian determinant is a non-zero constant (or, equivalently, that it does not have any complex
zero), then the function is invertible and its inverse is a
polynomial function.

4 Critical points
Main article: Critical point

determinant, known as the Jacobian determinant. The

Jacobian determinant is occasionally referred to as the If f : n m is a dierentiable function, a critical point
of f is a point where the rank of the Jacobian matrix is not
Jacobian.
maximal. This means that the rank at the critical point is
The Jacobian determinant at a given point gives imporlower than the rank at some neighbour point. In other
tant information about the behavior of f near that point.
words, let k be the maximal dimension of the open balls
For instance, the continuously dierentiable function f is
contained in the image of f; then a point is critical if all
n
invertible near a point p if the Jacobian determinant
minors of rank k of f are zero.
at p is non-zero. This is the inverse function theorem.
Furthermore, if the Jacobian determinant at p is positive, In the case where 1 = m = n = k, a point is critical if the
then f preserves orientation near p; if it is negative, F Jacobian determinant is zero.
reverses orientation. The absolute value of the Jacobian
determinant at p gives us the factor by which the function
f expands or shrinks volumes near p; this is why it occurs 5 Examples
in the general substitution rule.
The Jacobian determinant is used when making a change
of variables when evaluating a multiple integral of a function over a region within its domain. To accommodate for
the change of coordinates the magnitude of the Jacobian
determinant arises as a multiplicative factor within the integral. This is because the n-dimensional dV element is
in general a parallelepiped in the new coordinate system,
and the n-volume of a parallelepiped is the determinant
of its edge vectors.

5.1 Example 1
Consider the function f : 2 2 given by
[

]
x2 y
f(x, y) =
.
5x + sin y
Then we have

The Jacobian can also be used to solve systems of dierential equations at an equilibrium point or approximate
f1 (x, y) = x2 y
solutions near an equilibrium point.
and

Inverse

According to the inverse function theorem, the matrix in- f2 (x, y) = 5x + sin y
verse of the Jacobian matrix of an invertible function is
and the Jacobian matrix of F is
the Jacobian matrix of the inverse function. That is, if the
Jacobian of the function f : n n is continuous and

nonsingular at the point p in n , then f is invertible when

f1 f1
[
restricted to some neighborhood of p and
x
y
= 2xy
Jf (x, y) =
f2 f2
5
1
x
y
J 1 f = Jf .
f

Conversely, if the Jacobian determinant is not zero at a and the Jacobian determinant is
point, then the function is locally invertible near this point,
that is there is neighbourhood of this point, in which the
function is invertible.
det(Jf (x, y)) = 2xy cos y 5x2 .

x2
cos y

5.5

5.2

Example 5

Example 2: polar-Cartesian transformation

The transformation from polar coordinates (r, ) to

Cartesian coordinates (x, y), is given by the function F:
+ [0, 2 ) 2 with components:

y3 = 4x22 2x3
y4 = x3 sin x1
is

x = r cos ;
y = r sin .

y1 = x1
y2 = 5x3

x
[
]

= cos r sin
sin r cos
y

y1
x1

y2

x
1
JF (x1 , x2 , x3 ) =
y3

The Jacobian determinant is equal to r. This can be used

x1

to transform integrals between the two coordinate sys y4

tems:
x1
x
r
J(r, ) =
y
r

f (r cos , r sin ) r dr d.

f (x, y) dx dy =
A

5.3

y1
x2
y2
x2
y3
x2
y4
x2

y1
x3

y2
1

x3
0

=
0
y3

x
cos
x1

3
x3

y4
x3

0
0
8x2
0

0
5
.
2
sin x1

This example shows that the Jacobian need not be a

square matrix.

Example 3: spherical-Cartesian trans- 5.5 Example 5

formation

The Jacobian determinant of the function F : 3 3

The transformation from spherical coordinates (r, , ) with components
to Cartesian coordinates (x, y, z), is given by the function
F: + [0, ] [0, 2 ) 3 with components:
y1 = 5x2
x = r sin cos ;
y = r sin sin ;
z = r cos .
The Jacobian matrix for this coordinate change is

y2 = 4x21 2 sin(x2 x3 )
y3 = x2 x3
is

 0

8x1

 0




5
0

5

2x3 cos(x2 x3 ) 2x2 cos(x2 x3 ) = 8x1 

x3
x x x

x3
x2
r

sin cos r cos cos r sin sin

y y y

From this we see that F reverses orientation near those
JF (r, , ) =
= sin sin r cos sin r sin cos .
r
points where x1 and x2 have the same sign; the function
cos
r sin
0

is locally invertible everywhere except near points where

z z z
x1 = 0 or x2 = 0. Intuitively, if one starts with a tiny object
r
around the point (1, 2, 3) and apply F to that object, one
The determinant is r2 sin . As an example, since dV = will get a resulting object with approximately 40 1 2
dx1 dx2 dx3 this determinant implies that the dierential = 80 times the volume of the original one.
volume element dV = r2 sin dr d d. Nevertheless this
determinant varies with coordinates.

6 Other uses
5.4

Example 4

The Jacobian serves as a linearized design matrix in staThe Jacobian matrix of the function F : 3 4 with tistical regression and curve tting; see non-linear least
components
squares.


0 
= 40x1 x
x2 

10

6.1

Dynamical systems

Consider a dynamical system of the form x = F(x), where

x is the (component-wise) time derivative of x, and F :
n n is dierentiable. If F(x0 ) = 0, then x0 is a
stationary point (also called a critical point; this is not to
be confused with xed points). The behavior of the system near a stationary point is related to the eigenvalues
of JF(x0 ), the Jacobian of F at the stationary point.[1]
Specically, if the eigenvalues all have real parts that
are negative, then the system is stable near the stationary point, if any eigenvalue has a real part that is positive,
then the point is unstable. If the largest real part of the
eigenvalues is zero, the Jacobian matrix does not allow
for an evaluation of the stability.

6.2

Newtons method

A system of coupled nonlinear equations can be solved

iteratively by Newtons method. This method uses the
Jacobian matrix of the system of equations.

See also
Hessian matrix
Pushforward (dierential)

References

[1] Arrowsmith, D. K.; Place, C. M. (1992). Section 3.3.

Dynamical Systems. London: Chapman & Hall. ISBN
0-412-39080-9.

Further reading
Gandolfo, Giancarlo (1996). Economic Dynamics
(Third ed.). Berlin: Springer. pp. 305330. ISBN
3-540-60988-1.

10

External links

Hazewinkel, Michiel, ed. (2001), Jacobian,

Encyclopedia of Mathematics, Springer, ISBN 9781-55608-010-4
Mathworld A more technical explanation of Jacobians

EXTERNAL LINKS

11
11.1

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