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I have a question on how the Jacobian matrix is used in a specific example from Wiki. I present definitions first and then a question.

The Jacobian is defined as:

$J = \begin{bmatrix} \frac {\partial f}{\partial x_1} ... \frac {\partial f}{\partial x_n} \end{bmatrix} = \begin{bmatrix} \Delta^T f_1 \\ ... \\ \Delta^T f_m \end{bmatrix} = \begin{bmatrix} \frac {\partial f_1}{\partial x_1} ... \frac {\partial f_1}{\partial x_n} \\ ... \\ \frac {\partial f_m}{\partial x_1} ... \frac {\partial f_m}{\partial x_n} \end{bmatrix}$

Wiki then says: $f(y) = f(x) + J(x) \cdot (y - x)$ is the best linear approximation for $f(y)$ for points close to $x$.

Questions

  1. Does $J(x)$ represent scalar multiplication of the initial point $x$ with the $J$? I.e. to get the PDs at a point.

  2. If (1) above, how does one distinguish this operation from matrix multiplication?

  3. For $J(x) \cdot (y - x)$ can the dot product, $\cdot$, be omitted as matrix multiplication will result in the same value? The third form of $J$ is a matrix and dot product $\cdot$ is a vector operation, so this is confusing.

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  • $\begingroup$ BTW, that $\Delta^T f$ should probably be $(\nabla f)^\top$. $\endgroup$ Jan 2, 2021 at 22:51

3 Answers 3

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The Jacobian matrix $J$ contain partial derivatives $\frac{\partial f_i}{\partial x_j}$ which are themselves functions. The entries of $J(x)$ are these partial derivatives evaluated at $x$, i.e. $\frac{\partial f_i}{\partial x_j}(x)$.

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  • $\begingroup$ I thought $J(x)$ would be each entry of $J$ matrix multiplied by $x$. $J$ seems to represent two different objects.So $J_f(x) = J * x$? $\endgroup$
    – Nick
    Jan 2, 2021 at 22:02
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    $\begingroup$ @Nick No, as I said in my answer, $J(x)$ is a matrix whose $(i,j)$ entry is the real number $\frac{\partial f_i}{\partial x_j}(x)$. There is no multiplication going on in the definition of $J(x)$. $\endgroup$
    – angryavian
    Jan 2, 2021 at 22:05
  • $\begingroup$ My confusion was over $J(x)$ with $x$ as supplied argument. Given what you say, a matrix of functions can all each be evaluated with a single argument $(x)$ supplied to the matrix? $\endgroup$
    – Nick
    Jan 2, 2021 at 22:38
  • $\begingroup$ @Nick Yes, that is how I think it should be interpreted: $J$ is a matrix of functions, and $J(x)$ is the matrix consisting of the evaluations of those functions at $x$. $\endgroup$
    – angryavian
    Jan 2, 2021 at 22:58
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As has been said before, $J(x)$ is the Jacobian matrix at the point $x$, as all the functions depend on $x$. The dot does not below there, as we do not take the dot product of a matrix and a vector. Just delete the dot and multiply the Jacobian matrix by the (column) vector $y-x$.

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You don't need to worry about defining Jacobian for this. This is simple Taylor's theorem:

$$ f_i\left(y\right)=f_i\left(x+(y-x)\right)=f_i\left(x\right)+\sum_j \partial_j f_i\left(x\right)\,\left(y_j-x_j\right)+\mathcal{O}\left(\left|y-x\right|^2\right) $$

for all $i$

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