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Symmetry of second derivatives
(section)
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== Requirement of continuity == The symmetry may be broken if the function fails to have differentiable partial derivatives, which is possible if Clairaut's theorem is not satisfied (the second partial derivatives are not [[Continuous function|continuous]]). [[File:Graph001.png|thumb|right|The function ''f''(''x'', ''y''), as shown in equation ({{EquationNote|1}}), does not have symmetric second derivatives at its origin.]] An example of non-symmetry is the function (due to [[Peano]]){{sfn|Hobson|1921|pages=403β404}}{{sfn|Apostol|1974|pages=358β359}} {{NumBlk|: | <math>f(x,\, y) = \begin{cases} \frac{xy\left(x^2 - y^2\right)}{x^2 + y^2} & \mbox{ for } (x,\, y) \ne (0,\, 0),\\ 0 & \mbox{ for } (x,\, y) = (0,\, 0). \end{cases}</math> | {{EquationRef|1}} }} This can be visualized by the polar form <math>f(r \cos(\theta), r\sin(\theta)) = \frac{r^2 \sin(4\theta)}{4}</math>; it is everywhere continuous, but its derivatives at {{nowrap|(0, 0)}} cannot be computed algebraically. Rather, the limit of difference quotients shows that <math>f_x(0,0) = f_y(0,0) = 0</math>, so the graph <math>z = f(x, y)</math> has a horizontal tangent plane at {{nowrap|(0, 0)}}, and the partial derivatives <math>f_x, f_y</math> exist and are everywhere continuous. However, the second partial derivatives are not continuous at {{nowrap|(0, 0)}}, and the symmetry fails. In fact, along the ''x''-axis the ''y''-derivative is <math>f_y(x,0) = x</math>, and so: :<math> f_{yx}(0,0) = \lim_{\varepsilon \to 0} \frac{f_y(\varepsilon,0) - f_y(0,0)}{\varepsilon} = 1. </math> In contrast, along the ''y''-axis the ''x''-derivative <math>f_x(0,y) = -y</math>, and so <math>f_{xy}(0,0) = -1</math>. That is, <math>f_{yx} \ne f_{xy}</math> at {{nowrap|(0, 0)}}, although the mixed partial derivatives do exist, and at every other point the symmetry does hold. The above function, written in polar coordinates, can be expressed as :<math>f(r,\, \theta) = \frac{r^2 \sin{4\theta}}{4},</math> showing that the function oscillates four times when traveling once around an arbitrarily small loop containing the origin. Intuitively, therefore, the local behavior of the function at (0, 0) cannot be described as a quadratic form, and the Hessian matrix thus fails to be symmetric. In general, the [[interchange of limiting operations]] need not [[commutative property|commute]]. Given two variables near {{nowrap|(0, 0)}} and two limiting processes on :<math>f(h,\, k) - f(h,\, 0) - f(0,\, k) + f(0,\, 0)</math> corresponding to making ''h'' β 0 first, and to making ''k'' β 0 first. It can matter, looking at the first-order terms, which is applied first. This leads to the construction of [[Pathological (mathematics)|pathological]] examples in which second derivatives are non-symmetric. This kind of example belongs to the theory of [[real analysis]] where the pointwise value of functions matters. When viewed as a distribution the second partial derivative's values can be changed at an arbitrary set of points as long as this has [[Lebesgue measure]] 0. Since in the example the Hessian is symmetric everywhere except {{nowrap|(0, 0)}}, there is no contradiction with the fact that the Hessian, viewed as a [[Schwartz distribution]], is symmetric.
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