In vector calculus, the Jacobian matrix (/dkobin/, /jkobin/) is the matrix of all first-

order partial derivatives of a vector-valued function. When the matrix is a square matrix, both the
matrix and its determinant are referred to as the Jacobian in literature.[1]
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 defined and
arranged as follows:

or, component-wise:

This matrix, whose entries are functions of x, is also denoted by Df, Jf, and (f1,...,fm)/(x1,...,xn).
(Note that some literature defines the Jacobian as the transpose of the matrix given above.)
The Jacobian matrix is important because if the function f is differentiable at a point x (this is
a slightly stronger condition than merely requiring that all partial derivatives exist there), then
the Jacobian matrix defines a linear map n m, which is the best (pointwise) linear
approximation of the function f near the point x. This linear map is thus the generalization of
the usual notion of derivative, and is called the derivative or the differential of f at x.
If m = n, the Jacobian matrix is a square matrix, and its determinant, a function of x1, , xn,
is the Jacobian determinant of f. It carries important information about the local behavior
of f. In particular, the function f has locally in the neighborhood of a point x an inverse
function that is differentiable if and only if the Jacobian determinant is nonzero
at x (see Jacobian conjecture). The Jacobian determinant also appears when changing the
variables in multiple integrals (see substitution rule for multiple variables).
If m = 1, f is a scalar field and the Jacobian matrix is reduced to a row vector of partial
derivatives of fi.e. the gradient of f.
These concepts are named after the mathematician Carl Gustav Jacob Jacobi (18041851).

Contents
[hide]

1Jacobian matrix
2Jacobian determinant
3Inverse
4Critical points
5Examples
o 5.1Example 1
o 5.2Example 2: polar-Cartesian transformation
o 5.3Example 3: spherical-Cartesian transformation
o 5.4Example 4
o 5.5Example 5
6Other uses
o 6.1Dynamical systems
o 6.2Newton's method
7See also
 8References
9Further reading
10External links

Jacobian matrix[edit]
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 multivariate 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 Jf(x, y), describes how the image in the neighborhood of (x, y) is
transformed.
If a function is differentiable at a point, its derivative is given in coordinates by the Jacobian,
but a function doesn't need to be differentiable for the Jacobian to be defined, since only
the partial derivatives are required to exist.
If p is a point in n and f is differentiable at p, then its derivative is given by Jf(p). In this
case, the linear map described by Jf(p) is the best linear approximation of f near the
point p, in the sense that

for x close to p and where o is the little o-notation (for x p) and x p is

In a sense, both the gradient and Jacobian are "first derivatives"the former the
first derivative of a scalar function of several variables, the latter the first derivative
of a vector function of several variables.
The Jacobian of the gradient of a scalar function of several variables has a special
name: the Hessian matrix, which in a sense is the "second derivative" of the
function in question.

Jacobian determinant[edit]
 A nonlinear map f : R2 R2 sends a small square to a distorted parallelogram close to
the image of the square under the best linear approximation of f near the point.

If m=n, then f is a function from n to itself and the Jacobian matrix is a square
matrix. We can then form its determinant, known as the Jacobian determinant.
The Jacobian determinant is occasionally referred to as "the Jacobian".
The Jacobian determinant at a given point gives important information about the
behavior of f near that point. For instance, the continuously differentiable
function f is invertible near a point p n if the Jacobian determinant at p is non-
zero. This is the inverse function theorem. Furthermore, if the Jacobian determinant
at p is positive, then f preserves orientation near p; if it is negative, f 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 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.
The Jacobian can also be used to solve systems of differential equations at
an equilibrium point or approximate solutions near an equilibrium point.

Inverse[edit]
According to the inverse function theorem, the matrix inverse of the Jacobian matrix
of an invertible function 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 restricted to some neighborhood of p and

Conversely, if the Jacobian determinant is not zero at a point, then the function
is locally invertible near this point, that is, there is a neighbourhood of this point
in which the function is invertible.
The (unproved) Jacobian conjecture is related to global invertibility in the case
of a polynomial function, that is a function defined
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.

Critical points[edit]
Main article: Critical point
If f : n m is a differentiable function, a critical point of f is a point where
the rank of the Jacobian matrix is not maximal. This means that the rank at the
critical point is lower than the rank at some neighbour point. In other words,
let k be the maximal dimension of the open balls contained in the image of f;
then a point is critical if all minors of rank k of f are zero.
In the case where 1 = m = n = k, a point is critical if the Jacobian determinant is
zero.

Examples[edit]