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Jacobian Examples

Jacobian Calculator  

The Jacobian calculator is a tool that can compute the Jacobian matrix of a given function. It will compute the partial derivatives of each function and arrange all these derivatives into a matrix (a grid of numbers). 

After that, it will provide a determinant of the matrix as the output. This is the Jacobian matrix of your input functions. The Jacobian matrix calculator gives a step-by-step guide to the computation as well. 

How to use this calculator?

The guide to using the Jacobian calculator is as follows.

  1. Choose the number of variables i.e. 2 or 3.
  2. Enter the functions.
  3. Click calculate.

Although it is possible for the Jacobian matrix to be rectangular, the tool above only solves for the square Jacobian matrices.

What is the Jacobian matrix?

The Jacobian matrix is a mathematical construct used in multivariable calculus. It is a matrix of all first-order partial derivatives of a vector-valued function. 

It is a special kind of matrix that's really useful when dealing with more than one variable at a time.

Systems often have many variables that affect each other. The Jacobian matrix is a way to keep track of all these relationships. It tells if you wiggle one variable a little bit, how does that affect all the others?

Interpretation of Jacobian matrix:

Each number in the Jacobian matrix represents how much one variable depends on another. If the number is big, it means a small change in one variable will cause a big change in another. If it's small, it means they're not very connected. And if it's zero, it means they're completely independent.

Suppose a simple system that has two equations, each with two variables, x and y. This could represent something like a system of two machines that produce two types of products (x and y), for instance.

To find out how changing x or y will affect each equation, calculate the Jacobian matrix. The Jacobian matrix for this system is a 2 by 2 grid (or matrix) 

J = [      ∂f/∂x  ∂f/∂y    ]  

      [    ∂g/∂x  ∂g/∂y    ]

where:

  • The top left spot is how much f changes if x changes a little (i.e., the derivative of f with respect to x).
  • The top right spot is how much f changes if y changes a little (i.e., the derivative of f with respect to y).
  • The bottom left spot is how much g changes if x changes a little (i.e., the derivative of g with respect to x).
  • The bottom right spot is how much g changes if y changes a little (i.e., the derivative of g with respect to y).

Formula of the Jacobian matrix:

J = [ ∂f1/∂x1 ∂f1/∂x2 ... ∂f1/∂xn      ∂f2/∂x1 ∂f2/∂x2 ... ∂f2/∂xn      .      .      .      ∂fm/∂x1 ∂fm/∂x2 ... ∂fm/∂xn  ]

Here, ∂fi/∂xj denotes the partial derivative of the ith function with respect to the jth variable.

How to find the Jacobian matrix?

Consider a multivariate function F that maps R^n to R^m, where R denotes the real numbers. This function F takes an n-dimensional vector as input and produces an m-dimensional vector as output. We can represent this function as follows:

F(x) = [f1(x), f2(x), ..., fm(x)]

where x is a vector [x1, x2, ..., xn] in R^n.

Now, the Jacobian matrix, J, of this function F is constructed by taking the partial derivatives of each of these m functions with respect to each of the n variables.

Example 1:

Let's consider the following system:

f(x, y) = 3x + 2y

g(x, y) = x^2 - y

Step 1: Determine the matrix size.

The Jacobian matrix for this system is a 2x2 matrix where each entry is a partial derivative:

J = [      ∂f/∂x     ∂f/∂y    ]

      [     ∂g/∂x    ∂g/∂y    ]

Step 2: Calculate each partial derivative:

∂f/∂x = 3,

∂f/∂y = 2,

∂g/∂x = 2x,

∂g/∂y = -1.

Step 3: Construct the matrix.

So, the Jacobian matrix for this system is:

J = [   3      2    ]  

      [   2x   -1    ]

The determinant of this matrix would be 

3*(-1) - 2*(2x) = -3 - 4x.

Example 2:

Now consider a system with three functions and three variables:

f(x, y, z) = x^2 + y^2 + z^2

g(x, y, z) = xy + yz + z*x

h(x, y, z) = x + 2y + 3z

Step 1: Determine the matrix size.

The Jacobian matrix for this system is a 3x3 matrix, where each entry is a partial derivative:

J = [      ∂f/∂x     ∂f/∂y     ∂f/∂z    ]  

      [     ∂g/∂x    ∂g/∂y    ∂g/∂z    ]

      [     ∂h/∂x    ∂h/∂y    ∂h/∂z    ]

Step 2: Calculate each partial derivative:

∂f/∂x = 2x,

∂f/∂y = 2y,

∂f/∂z = 2z,

∂g/∂x = y + z,

∂g/∂y = x + z,

∂g/∂z = x + y,

∂h/∂x = 1,

∂h/∂y = 2,

∂h/∂z = 3.

Step 3: Construct the matrix.

So, the Jacobian matrix for this system is:

J = [      2x          2y         2z    ] 

      [     y + z     x + z      x + y ]   

      [      1            2           3     ]

Note: The Jacobian matrix will generally be dependent on the values of x, y, and z. If you want to find the Jacobian matrix at a specific point, you can substitute the coordinates of that point into the matrix.

Application of Jacobian matrix:

The Jacobian matrix is a powerful tool in mathematics and related fields, and it has a variety of applications. Here are three uses:

  • Optimization: In the field of optimization and machine learning, the Jacobian matrix plays a crucial role in techniques such as gradient descent. In these cases, the Jacobian matrix, which encapsulates all the first-order partial derivatives of a function, is used to find the direction of the steepest ascent or descent. 
  • Transformations in Physics and Engineering: The Jacobian matrix is used when changing variables in multivariate functions. For instance, if you have a model of a system in Cartesian coordinates and want to change to polar coordinates, the Jacobian can help to make that transformation.
  • Robotics: The Jacobian is crucial in robotics, specifically in manipulator kinematics. The Jacobian matrix in this context relates the velocities and forces in the joint space (angles, torques) to those in the Cartesian space (linear velocity and force). 

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