1. The implicit function theorem states that if a function F(x,y) is continuously differentiable near a point (a,b) where F(a,b)=0 and the partial derivative Fy(a,b) is non-zero, then there exists functions f(x) defined in a neighborhood of a such that y=f(x) implicitly defines F(x,y)=0.
2. The function f(x) is proved to be continuous and continuously differentiable in this neighborhood.
3. A formula is given for the derivative of f(x) in terms of the partial derivatives of F(x,y) evaluated at the point (x,f
1. The implicit function theorem states that if a function F(x,y) is continuously differentiable near a point (a,b) where F(a,b)=0 and the partial derivative Fy(a,b) is non-zero, then there exists functions f(x) defined in a neighborhood of a such that y=f(x) implicitly defines F(x,y)=0.
2. The function f(x) is proved to be continuous and continuously differentiable in this neighborhood.
3. A formula is given for the derivative of f(x) in terms of the partial derivatives of F(x,y) evaluated at the point (x,f
1. The implicit function theorem states that if a function F(x,y) is continuously differentiable near a point (a,b) where F(a,b)=0 and the partial derivative Fy(a,b) is non-zero, then there exists functions f(x) defined in a neighborhood of a such that y=f(x) implicitly defines F(x,y)=0.
2. The function f(x) is proved to be continuous and continuously differentiable in this neighborhood.
3. A formula is given for the derivative of f(x) in terms of the partial derivatives of F(x,y) evaluated at the point (x,f
1. The implicit function theorem states that if a function F(x,y) is continuously differentiable near a point (a,b) where F(a,b)=0 and the partial derivative Fy(a,b) is non-zero, then there exists functions f(x) defined in a neighborhood of a such that y=f(x) implicitly defines F(x,y)=0.
2. The function f(x) is proved to be continuous and continuously differentiable in this neighborhood.
3. A formula is given for the derivative of f(x) in terms of the partial derivatives of F(x,y) evaluated at the point (x,f
This document contains a proof of the implicit function theorem.
Theorem 1. Suppose F (x, y) is continuously differentiable in a neighborhood of a point (a, b) ∈ Rn × R and F (a, b) = 0. Suppose that Fy (a, b) 6= 0. Then there is δ > 0 and > 0 and a box B = {(x, y) : kx − ak < δ, |y − b| < } so that 1. For each x such that kx − ak < δ there is a unique y such that |y − b| < for which F (x, y) = 0. This correspondence defines a function f (x) on {kx − ak < δ} such that
F (x, y) = 0 ⇔ y = f (x) for (x, y) ∈ B.
2. f is continuous.
3. f is continuously differentiable and
Dx F (x, f (x) Df (x) = − , Fy (x, f (x))
where Df = [fx1 , . . . , fxn ] and Dy F = [Fx1 , . . . , Fxn ].
Proof. 1. Choose δ1 > 0 and 1 > 0 so that Fy (x, y) > 0 for kx − ak < δ1 , |y − b| < 1 . Since F (a, b) = 0 and F (a, y) is strictly increasing in y, F (a, b + 1 /2) > 0 and F (a, b − 1 /2) < 0. Let = 1 /2 and choose δ < δ1 so that F (x, b + ) > 0 and F (x, b − ) < 0 if kx − ak < δ. These dimensions define B. For fixed x with kx − ak < δ, since F (x, b − ) < 0, F (x, b + ) > 0, and F (x, y) is strictly increasing in y, the intermediate value theorem implies that there is a unique y with |y − b| < such that F (x, y) = 0. The uniquely determined y defines a functionf (x). This proves the first statement.
2. We prove that f is continuous at a. Let e > 0 be given. Assume that e < Then by the proof of the first statement, there is a d > 0 (we may choose d < δ) so that the uniquely defined f (x) in {kx − ak < d} satisfies |f (x) − b| < d. This proves continuity at a. We can repeat this argument at any point (a1 , f (a1 )) ∈ B, proving that f is continuous on {kx − ak < }.
3. By differentiability X 0 = F (x, f (x)) = F (a, b) + Pj (x, f (x))(x − aj ) + Q(x, f (x))(f (x) − f (a)) j X = Pj (x, f (x))(x − aj ) + Q(x, f (x))(f (x) − f (a)), j
where Pj (x, f (x)), Q(x, f (x)) are continuous at a. Rewrite this as
X Q(x, f (x))(f (x) − f (a)) = − Pj (x, f (x))(x − aj ). j
1 Since Q(x, f (x)) is continuous at a and Q(a, (f (a)) = fy (a, b) > 0, Q(x, f (x)) > 0 for x near a and we can divide by it to get X Pj (x, f (x)) f (x) = f (a) + − (x − aj ). Q(x, f (x)) j
Pj (x, f (x)) Each term is continuous at a so f is differentiable at a. Moreover Q(x, f (x))
