Fréchet derivative chain rule
Theorem
| context | $X,Y,Z$ … Banach spaces with topology |
| context | $f\in C(X,Y)$ |
| context | $g\in C(Y,Z)$ |
| postulate | $ D(g\circ f)=(Dg)\circ f\ \cdot\ Df $ |
where $\circ$ denotes the concatenation of functions of $X,Y$, which is taken to bind stronger than the concatenation $\cdot$ of linear operators.
Discussion
For functions in $f,g: \mathbb R\to\mathbb R$, this of course reads
| $\frac{\partial}{\partial x}g(f(x))=g'(f(x))\cdot f'(x)$ |
|---|
Reference
Wikipedia: Chain rule, Chain rule (disambiguation)
Parents
Context
