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Jacobian matrix and determinant
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== Examples == === Example 1 === Consider a function {{math|'''f''' : '''R'''<sup>2</sup> β '''R'''<sup>2</sup>,}} with {{math|(''x'', ''y'') β¦ (''f''<sub>1</sub>(''x'', ''y''), ''f''<sub>2</sub>(''x'', ''y'')),}} given by <math display="block">\mathbf f\left(\begin{bmatrix} x\\y\end{bmatrix}\right) = \begin{bmatrix} f_1(x,y)\\f_2(x,y)\end{bmatrix} = \begin{bmatrix} x^2 y \\5 x + \sin y \end{bmatrix}.</math> Then we have <math display="block">f_1(x, y) = x^2 y</math> and <math display="block">f_2(x, y) = 5 x + \sin y.</math> The Jacobian matrix of {{math|'''f'''}} is <math display="block">\mathbf J_{\mathbf f}(x, y) = \begin{bmatrix} \dfrac{\partial f_1}{\partial x} & \dfrac{\partial f_1}{\partial y}\\[1em] \dfrac{\partial f_2}{\partial x} & \dfrac{\partial f_2}{\partial y} \end{bmatrix} = \begin{bmatrix} 2 x y & x^2 \\ 5 & \cos y \end{bmatrix}</math> and the Jacobian determinant is <math display="block">\det(\mathbf J_{\mathbf f}(x, y)) = 2 x y \cos y - 5 x^2.</math> === Example 2: polar-Cartesian transformation === The transformation from [[polar coordinate system|polar coordinates]] {{math|(''r'', ''Ο'')}} to [[Cartesian coordinate system|Cartesian coordinates]] (''x'', ''y''), is given by the function {{math|'''F''': '''R'''<sup>+</sup> Γ [0, 2{{pi}}) β '''R'''<sup>2</sup>}} with components <math display="block">\begin{align} x &= r \cos \varphi ; \\ y &= r \sin \varphi . \end{align}</math> <math display="block">\mathbf J_{\mathbf F}(r, \varphi) = \begin{bmatrix} \frac{\partial x}{\partial r} & \frac{\partial x}{\partial\varphi}\\[0.5ex] \frac{\partial y}{\partial r} & \frac{\partial y}{\partial\varphi} \end{bmatrix} = \begin{bmatrix} \cos\varphi & - r\sin \varphi \\ \sin\varphi & r\cos \varphi \end{bmatrix}</math> The Jacobian determinant is equal to {{math|''r''}}. This can be used to transform integrals between the two coordinate systems: <math display="block">\iint_{\mathbf F(A)} f(x, y) \,dx \,dy = \iint_A f(r \cos \varphi, r \sin \varphi) \, r \, dr \, d\varphi .</math> === Example 3: spherical-Cartesian transformation === The transformation from [[spherical coordinate system|spherical coordinates]] {{math|(''Ο'', ''Ο'', ''ΞΈ'')}}<ref>Joel Hass, Christopher Heil, and Maurice Weir. ''Thomas' Calculus Early Transcendentals, 14e''. Pearson, 2018, p. 959.</ref> to [[Cartesian coordinate system|Cartesian coordinates]] (''x'', ''y'', ''z''), is given by the function {{math|'''F''': '''R'''<sup>+</sup> Γ [0, ''Ο'') Γ [0, 2''Ο'') β '''R'''<sup>3</sup>}} with components <math display="block">\begin{align} x &= \rho \sin \varphi \cos \theta ; \\ y &= \rho \sin \varphi \sin \theta ; \\ z &= \rho \cos \varphi . \end{align}</math> The Jacobian matrix for this coordinate change is <math display="block">\mathbf J_{\mathbf F}(\rho, \varphi, \theta) = \begin{bmatrix} \dfrac{\partial x}{\partial \rho} & \dfrac{\partial x}{\partial \varphi} & \dfrac{\partial x}{\partial \theta} \\[1em] \dfrac{\partial y}{\partial \rho} & \dfrac{\partial y}{\partial \varphi} & \dfrac{\partial y}{\partial \theta} \\[1em] \dfrac{\partial z}{\partial \rho} & \dfrac{\partial z}{\partial \varphi} & \dfrac{\partial z}{\partial \theta} \end{bmatrix} = \begin{bmatrix} \sin \varphi \cos \theta & \rho \cos \varphi \cos \theta & -\rho \sin \varphi \sin \theta \\ \sin \varphi \sin \theta & \rho \cos \varphi \sin \theta & \rho \sin \varphi \cos \theta \\ \cos \varphi & - \rho \sin \varphi & 0 \end{bmatrix}.</math> The [[determinant]] is {{math|''Ο''<sup>2</sup> sin ''Ο''}}. Since {{math|''dV'' {{=}} ''dx'' ''dy'' ''dz''}} is the volume for a rectangular differential volume element (because the volume of a rectangular prism is the product of its sides), we can interpret {{math|''dV'' {{=}} ''Ο''<sup>2</sup> sin ''Ο'' ''dΟ'' ''dΟ'' ''dΞΈ''}} as the volume of the spherical [[differential volume element]]. Unlike rectangular differential volume element's volume, this differential volume element's volume is not a constant, and varies with coordinates ({{math|''Ο''}} and {{math|''Ο''}}). It can be used to transform integrals between the two coordinate systems: <math display="block">\iiint_{\mathbf F(U)} f(x, y, z) \,dx \,dy \,dz = \iiint_U f(\rho \sin \varphi \cos \theta, \rho \sin \varphi\sin \theta, \rho \cos \varphi) \, \rho^2 \sin \varphi \, d\rho \, d\varphi \, d\theta .</math> === Example 4 === The Jacobian matrix of the function {{math|'''F''' : '''R'''<sup>3</sup> β '''R'''<sup>4</sup>}} with components <math display="block">\begin{align} y_1 &= x_1 \\ y_2 &= 5 x_3 \\ y_3 &= 4 x_2^2 - 2 x_3 \\ y_4 &= x_3 \sin x_1 \end{align}</math> is <math display="block">\mathbf J_{\mathbf F}(x_1, x_2, x_3) = \begin{bmatrix} \dfrac{\partial y_1}{\partial x_1} & \dfrac{\partial y_1}{\partial x_2} & \dfrac{\partial y_1}{\partial x_3} \\[1em] \dfrac{\partial y_2}{\partial x_1} & \dfrac{\partial y_2}{\partial x_2} & \dfrac{\partial y_2}{\partial x_3} \\[1em] \dfrac{\partial y_3}{\partial x_1} & \dfrac{\partial y_3}{\partial x_2} & \dfrac{\partial y_3}{\partial x_3} \\[1em] \dfrac{\partial y_4}{\partial x_1} & \dfrac{\partial y_4}{\partial x_2} & \dfrac{\partial y_4}{\partial x_3} \end{bmatrix} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & 0 & 5 \\ 0 & 8 x_2 & -2 \\ x_3\cos x_1 & 0 & \sin x_1 \end{bmatrix}.</math> This example shows that the Jacobian matrix need not be a square matrix. === Example 5 === The Jacobian determinant of the function {{math|'''F''' : '''R'''<sup>3</sup> β '''R'''<sup>3</sup>}} with components <math display="block">\begin{align} y_1 &= 5x_2 \\ y_2 &= 4x_1^2 - 2 \sin (x_2 x_3) \\ y_3 &= x_2 x_3 \end{align}</math> is <math display="block">\begin{vmatrix} 0 & 5 & 0 \\ 8 x_1 & -2 x_3 \cos(x_2 x_3) & -2 x_2 \cos (x_2 x_3) \\ 0 & x_3 & x_2 \end{vmatrix} = -8 x_1 \begin{vmatrix} 5 & 0 \\ x_3 & x_2 \end{vmatrix} = -40 x_1 x_2.</math> From this we see that {{math|'''F'''}} reverses orientation near those points where {{math|''x''<sub>1</sub>}} and {{math|''x''<sub>2</sub>}} have the same sign; the function is [[locally]] invertible everywhere except near points where {{math|''x''<sub>1</sub> {{=}} 0}} or {{math|''x''<sub>2</sub> {{=}} 0}}. Intuitively, if one starts with a tiny object around the point {{math|(1, 2, 3)}} and apply {{math|'''F'''}} to that object, one will get a resulting object with approximately {{math|40 Γ 1 Γ 2 {{=}} 80}} times the volume of the original one, with orientation reversed.
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