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Partial derivatives: changing one coordinate

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The function $f:\mathbb R^d\to\mathbb R$ is defined in an open neighborhood of $x$. The partial derivative in coordinate $x_i$ is $\frac{\partial f}{\partial x_i}(x)=\lim_{h\to0}\frac{f(x+he_i)-f(x)}{h}$ when this finite limit exists. Here $e_i$ has a 1 in position $i$ and zeros elsewhere.

Only one coordinate changes in this limit. Every other coordinate stays fixed at its value in the chosen point. A partial derivative is therefore an ordinary derivative of a one-dimensional slice.

For $f(x_1,x_2)=x_1^2+3x_2^2$, the formulas are $\partial f/\partial x_1=2x_1$ and $\partial f/\partial x_2=6x_2$. At $(1,2)$ they equal 2 and 12. For the first derivative, $x_2$ stays fixed, so $3x_2^2$ cancels in the difference.

The existence of all partial derivatives at one point does not guarantee a linear approximation for simultaneous coordinate changes. Continuous partial derivatives in a neighborhood provide a convenient sufficient condition for differentiability. The symbol $\partial$ identifies the chosen coordinate but guarantees none of these assumptions.

For the illustrative function at $(1,2)$, the first-coordinate difference quotient is $2+h$ and the second-coordinate quotient is $12+3h$ for $h\ne0$. The extra terms disappear as $h$ approaches zero. A finite quotient differs from the limiting derivative: it gives average change along the chosen slice segment, while the derivative gives the local coefficient at the initial point.

Definitions and notation: Basic Analysis I; Mathematics for Machine Learning.

Related concepts: Derivatives: local rates of change.

In plain language

A partial derivative resembles testing one control while every other control stays fixed. Turning two knobs at once mixes their effects, and changing the starting point creates a different experiment. For the illustrative function at $(1,2)$, the values 2 and 12 belong to that point and the chosen coordinate units. A permanent “chief control” badge would be premature: the result describes the local response to changing one coordinate.

Example

For the constructed function $x_1^2+3x_2^2$, the initial point is $(1,2)$ and each coordinate increases separately by 0.1.

Partial derivatives: changing one coordinate

Initial point

The initial value is 1 + 12 = 13.

Step 1 of 4: Initial point

Read all steps
  1. Initial point

    The initial value is 1 + 12 = 13.

    Coordinates
    12
    Function
    13current
  2. First-coordinate change

    The second coordinate stays 2; the value becomes 13.21.

    Coordinates
    1.1current2
    Difference quotient
    2.1current
  3. Second-coordinate change

    The first coordinate returns to 1 and only the second changes to 2.1.

    Coordinates
    12.1current
    Function; quotient
    14.23current12.3current
  4. Smaller step

    At h = 0.01 the quotients are closer to their partial derivatives.

    First; second coordinate
    2.01included12.03included
    Limits
    2included12included

At $h=0.1$, the quotients are 2.1 and 12.3; at $h=0.01$, they are 2.01 and 12.03. Their differences from the derivatives shrink tenfold with the step, as the exact formulas above show. The second experiment starts again at $(1,2)$, not $(1.1,2)$. Thus the two slices share one point; mixing their movements into a single path would change the question being investigated.

A partial derivative requires identifying the changing coordinate and everything held fixed.

The original text of this free article is published under CC BY-NC-ND 4.0.

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Derivatives: local rates of change
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