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反函數定理與隱函數定理

兩個基石定理。若雅可比矩陣可逆,映射在局部可逆;而當某個子雅可比矩陣可逆時,一個光滑方程可在局部把部分變量用其餘變量解出。

可逆的導數,可逆的映射

線性化支配局部行為。若 C^1 映射 f: R^n -> R^n 在 a 處導數可逆——即雅可比矩陣行列式不為零——則 f 在 a 附近看起來就像它可逆的線性部分,因此它自身在附近也應可逆。這就是反函數定理

Inverse function theorem.

Let f: R^n -> R^n be C^1 near a, and suppose Df(a) is invertible,
i.e.  det Df(a) != 0. Then there are open sets U about a and V about
f(a) such that f : U -> V is a bijection, the inverse g : V -> U is
C^1, and by the chain rule applied to g(f(x)) = x:

   Dg( f(a) ) = ( Df(a) )^{-1}.

Proof idea: solving f(x) = y is finding a fixed point of
   T(x) = x + Df(a)^{-1} ( y - f(x) ),
which is a [[contraction-mapping|contraction]] near a; the
[[banach-fixed-point-theorem|Banach fixed-point theorem]] gives a
unique solution, and it varies smoothly with y.
由非零雅可比行列式經壓縮映射得到局部可逆性。

隱式地解方程

水平集 F(x, y) = 0 通常把 y 定義為 x 的函數,即使你無法用公式解出。隱函數定理使之精確:只要關於你想解出的變量的偏導數可逆,就存在光滑的局部解,並可透過對方程求導算出其導數。

Implicit function theorem (scalar case).

Let F(x, y) be C^1 with F(a, b) = 0 and  dF/dy (a, b) != 0.
Then near a there is a unique C^1 function y = h(x) with h(a) = b
and F(x, h(x)) = 0. Differentiate that identity in x:

   dF/dx + (dF/dy) * h'(x) = 0   =>   h'(x) = - (dF/dx) / (dF/dy).

Example: the unit circle F(x, y) = x^2 + y^2 - 1 = 0 at (a, b)=(0, 1).
   dF/dy = 2y = 2 != 0, so y = sqrt(1 - x^2) exists locally, and
   h'(x) = - (2x) / (2y) = - x / y.   At (0,1): slope 0, as expected.

At (1, 0) instead dF/dy = 0 — and indeed near (1,0) the circle is
NOT a graph y = h(x); the hypothesis fails exactly where it must.
由 F = 0 解出 y,並看到假設在垂直切線處失效。

一枚硬幣的兩面

這兩個定理在「彼此可迅速互推」的意義上是等價的。要由反函數定理導出隱函數定理,對映射 (x, y) -> (x, F(x, y)) 應用前者;當且僅當 dF/dy 可逆時它的雅可比矩陣可逆,而其逆便給出解 y = h(x)。兩者都基於同一引擎:可逆的線性全導數在局部支配著非線性映射。