Mathematical Analysis

Lecture 25

13.1 Geometric interpretation of vector functions

Now we restrict our attention to functions from $\R^n$ to itself. It is useful to interpret such functions as transformations geometrically.


13.1 Geometric interpretation of vector functions

We say that $f$ maps $x$ to $u$, and that $u$ is the image of $x$ under $f$. If $S\subset D_f$, where $D_f$ is the domain of $f$, then the set \[ f(S) := \left\{ u : u = f(x), \,x\in S\right\} \] is the image of $S$ under $f$.

Remark: We will often denote the components of elements in $S$ by $x, y, z\ldots,$ and the components of elements in $f(S)$ by $u, v, w\ldots.$


Example 13.1.1.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x,y) := \left(x^2+y^2, x^2-y^2\right). \] Then

$u = f_1(x,y) = x^2+y^2,\,$ $\,v = f_2(x,y) = x^2-y^2.$





Example 13.1.1.

$f(x,y) := \left(x^2+y^2, x^2-y^2\right).$

$u = f_1(x,y) = x^2+y^2,\,$ $\,v = f_2(x,y) = x^2-y^2.$

For $p=(x,y)\in \R^2,$ we have that

$f'(p)$ $\ds= \begin{bmatrix} \dfrac{\partial f_1}{\partial x}(p) & \dfrac{\partial f_1}{\partial y}(p) \\[6pt] \dfrac{\partial f_2}{\partial x}(p) & \dfrac{\partial f_2}{\partial y}(p) \\ \end{bmatrix} $



Example 13.1.1.

$f(x,y) := \left(x^2+y^2, x^2-y^2\right).$

$u = f_1(x,y) = x^2+y^2,\,$ $\,v = f_2(x,y) = x^2-y^2.$

For $p=(x,y)\in \R^2,$ we have that

$f'(p)$ $\ds= \begin{bmatrix} u_x(p) & u_y(p) \\[6pt] v_x(p) & v_y(p) \\ \end{bmatrix} $

$\quad\ds= \begin{bmatrix} 2x & 2y \\[6pt] 2x & -2y \\ \end{bmatrix} $


Example 13.1.1.

$f(x,y) := \left(x^2+y^2, x^2-y^2\right).$

$u = f_1(x,y) = x^2+y^2,\,$ $\,v = f_2(x,y) = x^2-y^2.$

Also notice that

$ f\left(\R^2\right) =\left\{ (u,v)~:~ u+v\geq 0, u-v\geq 0\right\}. $






Example 13.1.1.

$f(x,y) := \left(x^2+y^2, x^2-y^2\right).$

$u = f_1(x,y) = x^2+y^2,\,$ $\,v = f_2(x,y) = x^2-y^2.$

$ f\left(\R^2\right) =\left\{ (u,v)~:~ u+v\geq 0, u-v\geq 0\right\}. $


13.2 Invertible functions

A transformation $f$ is one-to-one, or invertible, if $f(x)$ and $f(y)$ are distinct whenever $x$ and $y$ are distinct points of $D_f$.


13.2 Invertible functions

In this case, we can define a function $g$ on the range \[ R(f) := \left\{ u: u = f(x), \text{ for some } x\in D_f \right\} \] of $f$ by defining $g(u)$ to be the unique point in $D_f$ such that $f(g(u))=u.$

Then $\, D_g = R(f)\;$ and $\;R(g) = D_f.$

Moreover, $g$ is one-to-one. So we have

$g\left(f(x)\right)= x,\; x \in D_f\; $ and $\;f\left(g(u)\right) = u, \; u \in D_g.$


13.2 Invertible functions

Moreover, $g$ is one-to-one. So we have

$g\left(f(x)\right)= x,\; x \in D_f\; $ and $\;f\left(g(u)\right) = u, \; u \in D_g.$

We say that $g$ is the inverse of $f$ and write

$g = f^{-1}.$

The relation between $f$ and $g$ is symmetric; that is, $f$ is also the inverse of $g,$ and we write

$ f= g^{-1}.$


Example 13.2.1.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x, y) := \left(x-y, x+y\right). \]

Note that $f$ maps $(x,y)$ to $(u,v)$, where $ \; \left\{\begin{eqnarray*} u &=& x-y, \\ v &=& x+y. \end{eqnarray*} \right. $

Furthermore, observe that $R(f)= \R^2$ and $f$ is one-to-one, since for each $(u,v)\in \R^2 $ there is exactly one $(x,y)$ such that $f(x,y)= (u,v).$ This is so because the above system can be solved uniquely for $(x,y)$ in terms of $(u,v).$



Example 13.2.2.

Let $g:\R^2\to \R^2$ be the function defined by \[ g(x, y) := \left(x+y, 2x+2y\right). \]

Here $g$ maps $(x,y)$ to $(u,v)$ where $ \; \left\{\begin{eqnarray*} u &=& x+y, \\ v &=& 2x+2y. \end{eqnarray*} \right. $

In this case $f$ is not one-to-one, since every point on the line \[ x+ y = c, \quad (c \text{ constant}) \] is mapped onto the single point $(c,2c)$. Hence, $f$ does not have an inverse.


13.2 Invertible functions

The crucial difference between the functions of Examples 13.2.1 and 13.2.1 is that the matrix representation of $f$ is non-singular while the matrix representation of $g$ is singular. In other words, considering

$\ds f = \underbrace{ \begin{bmatrix} 1 & -1 \\[6pt] 1 & 1 \\ \end{bmatrix} }_{\large A} \begin{bmatrix} x \\[6pt] y \\ \end{bmatrix} $ and $\ds g = \underbrace{ \begin{bmatrix} 1 & 1 \\[6pt] 2 & 2 \\ \end{bmatrix} }_{\large B} \begin{bmatrix} x \\[6pt] y \\ \end{bmatrix}, $

then $A$ is invertible (non-singular), and $B$ is not (singular).


13.2 Invertible functions

Theorem 13.2.1. The function $f:\R^n\to \R^n$ defined by \[ f(x) := Ax, \quad A\in M_{n\times n} \] is invertible if and only if $A$ is nonsingular; in which case $R(f)= \R^n$ and \[ f^{-1}(u) = A^{-1}u. \]



Example 13.2.3.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x, y) := \left(e^x\cos y, e^x \sin y\right). \] This function is not one-to-one. Why?

However, it is one-to-one locally.





13.2.1 Local Invertibility

A function $f$ may fail to be one-to-one, but be one-to-one on a subset $S$ of $D_f.$

If $f$ is one-to-one on a neighborhood of $p,$ we say that $f$ is locally invertible at $p.$ If this is true for every $p$ in a set $S,$ then $f$ is locally invertible on $S.$




Example 13.2.4.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x, y) := \left(x^2-y^2, 2xy\right). \]

$f$ is not one-to-one since $ f(-x,-y) = f(x,y). $ However, $f$ is one-to-one on every set $S$ of the form \[ S= \left\{(x,y)~:~ ax+by >0 \right\}, \] where $a,b\in \R,$ not both zero. Geometrically $S$ is an open half-plane.


Example 13.2.4.

$S= \left\{(x,y)~:~ ax+by >0 \right\},$


Example 13.2.4.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x, y) := \left(x^2-y^2, 2xy\right). \]

Then, $f$ is locally invertible at every $(x,y)\neq (0,0)$ since every such point lies in a half-plane of this form.

Therefore, $f$ is locally invertible on the entire plane with $(0,0)$ removed.


13.3 Inverse function theorem

The question of invertibility of an arbitrary function $f:\R^n\to \R^n$ is too general to have a useful answer.

However, there is a useful and easily applicable sufficient condition which implies that one-to-one restrictions of continuously differentiable functions have continuously differentiable inverses.




13.3 Inverse function theorem

To motivate our study of this question, let us first consider the function $f$ as a linear transformation, that is, \[ f(x) = A x = \begin{bmatrix} a_{1,1} & a_{1,2} & \ldots & a_{1,n}\\ a_{2,1} & a_{2,2} & \ldots & a_{2,n}\\ \vdots & \vdots & \ddots & \vdots\\ a_{n,1} & a_{n,2} & \ldots & a_{n,n} \end{bmatrix} \begin{bmatrix} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \end{bmatrix} \]

From Theorem 13.2.1, $f$ is invertible if and only if$ A$ is non-singular, in which case $R(f)= \R^n$ and

$ f^{-1}(u)= A^{-1}u, \quad u \in \R^n. $




13.3 Inverse function theorem

Also we have that \[ f'=A \quad \text{and}\quad \left(f^{-1}\right)'= A^{-1}. \]

Since $A$ and $A^{-1}$ are the differential matrices of $f$ and $f^{-1},$ respectively, we can say that a linear transformation is invertible if and only if its differential matrix $f'$ is nonsingular, in which case the differential matrix of $f^{-1}$ is given by

$ \left(f^{-1}\right)'= A^{-1} $ $ = \left(f'\right)^{-1}. $




13.3 Inverse function theorem

$ \left(f^{-1}\right)'= A^{-1} $ $ = \left(f'\right)^{-1}. $

Because of this, it is tempting to conjecture that if $f:\R^n\to \R^n$ is continuously differentiable and $f'(p)$ is nonsingular, or, equivalently, $J_f(p)\neq 0,$ for $p\in \R^n,$ then $f$ is one-to-one on $\R^n.$ However, this is false!






13.3 Inverse function theorem

Because of this, it is tempting to conjecture that if $f:\R^n\to \R^n$ is continuously differentiable and $f'(p)$ is nonsingular, or, equivalently, $J_f(p)\neq 0,$ for $p\in \R^n,$ then $f$ is one-to-one on $\R^n.$ However, this is false!

For example, if $ \,f(x,y):= \left(e^x \cos y , e^x \sin y \right), $ then

$J_f(x,y)$ $\ds= \left| \begin{array}{cc} e^x \cos y & -e^x \sin y \\ e^x \sin y & e^x \cos y \\ \end{array} \right|$ $\ds= e^{2x} $ $ \neq 0,$




13.3 Inverse function theorem

Because of this, it is tempting to conjecture that if $f:\R^n\to \R^n$ is continuously differentiable and $f'(p)$ is nonsingular, or, equivalently, $J_f(p)\neq 0,$ for $p\in \R^n,$ then $f$ is one-to-one on $\R^n.$ However, this is false!

For example, if $ \,f(x,y):= \left(e^x \cos y , e^x \sin y \right), $ then

$J_f(x,y)= e^{2x}\neq 0,$ but $f$ is not one-to-one on $\R^2.$





13.3 Inverse function theorem

The best that can be said in general is that if $f$ is continuously differentiable and $J_f(p)\neq 0$ in an open set $V\subset D_f,$ then

  1. $f$ is locally invertible on $V,$ and
  2. the local inverses are continuously differentiable.




13.3 Inverse function theorem

Intuitively, if a function is continuously differentiable, then it locally behaves like the derivative (which is a linear function).

The inverse function theorem establishes that if a function is continuously differentiable and the derivative is invertible, the function is (locally) invertible.



13.3 Inverse function theorem

Theorem 13.3.1. (Inverse function theorem) Let $U \subset \R^n$ be an open set and let $f \colon U \to \R^n$ be a continuously differentiable function. Suppose $p \in U$ and $f'(p)$ is invertible (that is, $J_f(p) \not=0$). Then there exist open sets $V, W \subset \R^n$ such that $p \in V \subset U,$ $f(V) = W$ and $f|_V$ is one-to-one. Hence a function $g \colon W \to V$ exists such that $g(y) := (f|_V)^{-1}(y).$ Moreover, $g$ is continuously differentiable and

$g'(y) = {\bigl(f'(x)\bigr)}^{-1},\,$ for all $\,x \in V, y = f(x).$



Example 13.3.1.

Let $f:\R^2\to \R^2$ be the function defined by \[ f(x,y) := \left(2 x + 3y, x + 4y\right). \]

Is $f$ invertible? If so, is it globally or locally invertible? To answer this questions first we need the Jacobian:

$J_f(x,y)$ $=\text{det}\ds \left(f'(x,y) \right)$ $=\text{det}\ds \left[ \begin{array}{cc} 2 & 3 \\ 1 & 4 \\ \end{array} \right]$ $ =5$ $\neq 0.$

Since $J_f(x,y) \neq 0$ for all $(x,y)\in \R^2,$ then the inverse function theorem guarantees the existence of an open set $U$ where $f$ is invertible.


Example 13.3.1.

In fact, since $f$ is one-to-one and $R(f) = \R^2,$ then it is globally invertible. Also $f^{-1}$ is continuously differentiable and \[ \left(f^{-1}\right)'(u,v) = \left(f'(x,y)\right)^{-1}, \;f(x,y) = (u,v)\in \R^2. \]

Can we compute it inverse? 🤔 Yes, we just need to solve the system \begin{eqnarray*} u &=& 2x + 3 y, \\ v &=& x+ 4 y. \end{eqnarray*}


Example 13.3.1.

\begin{eqnarray*} u &=& 2x + 3 y, \\ v &=& x+ 4 y. \end{eqnarray*}

Thus we have that \[ f^{-1}(u,v) =\left(\frac{4u-3v}{5}, \frac{-u+2v}{5}\right). \] and

$\ds \left(f^{-1}\right)' (u,v) $ $\ds = \begin{bmatrix} \dfrac{4}{5} & \dfrac{-3}{5}\\ \dfrac{-1}{5} & \dfrac{2}{5} \end{bmatrix} $ $\ds = \begin{bmatrix} 2 & 3 \\ 1 & 4 \\ \end{bmatrix}^{-1} $ $\ds =\left(f'(x,y)\right)^{-1}.$


Example 13.3.2.

Is $\,f(x,y):= \left(e^x \cos y, e^x \sin y \right)\,$ invertible? If so, is it globally or locally invertible?

We know that $J_f(x,y) = e^{2x}\neq 0$ for any $(x,y)\in\R^2.$ The inverse function theorem tells us that there exists an open set $U\subset \R^2$ where $f$ is invertible. $f$ is not one-to-one, but it is locally invertible.

In particular, $f$ is one-to-one on the open set \[ U = \left\{(x,y): -\infty \lt x\lt \infty, 0\leq y\lt 2\pi \right\}. \]



Example 13.3.2.

Is $f(x,y)= \left(e^x \cos y, e^x \sin y \right)$ invertible? If so, is it globally or locally invertible?

In particular, $f$ is one-to-one on the open set \[ U = \left\{(x,y): -\infty \lt x\lt \infty, 0\leq y\lt 2\pi \right\}. \]

In this case we have that \[ \left(f|_U\right)^{-1}(u, v) = \left( \ln \left(u^2 + v^2\right)^{1/2} , \,\arg (u, v) \right), \] where $\; 0 \leq \arg (u,v) \lt 2\pi .\,$ (Not easy to find it! 😥)



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