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Inverse function rule

From Wikipedia, the free encyclopedia
Formula for the derivative of an inverse function
This article is about the computation of the derivative of an invertible function. For a condition on which a function is invertible, seeInverse function theorem.
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The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve. Inverse function rule:
f(x)=1[f1](f(x)){\displaystyle {\color {CornflowerBlue}{f'}}(x)={\frac {1}{{\color {Salmon}{\left[f^{-1}\right]'}}({\color {Blue}{f}}(x))}}}

Example for arbitraryx05.8{\displaystyle x_{0}\approx 5.8}:
f(x0)=14{\displaystyle {\color {CornflowerBlue}{f'}}(x_{0})={\frac {1}{4}}}
[f1](f(x0))=4 {\displaystyle {\color {Salmon}{\left[f^{-1}\right]'}}({\color {Blue}{f}}(x_{0}))=4~}
Part of a series of articles about
Calculus
abf(t)dt=f(b)f(a){\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}

Incalculus, theinverse function rule is aformula that expresses thederivative of theinverse of abijective anddifferentiable functionf in terms of the derivative off. More precisely, if the inverse off{\displaystyle f} is denoted asf1{\displaystyle f^{-1}}, wheref1(y)=x{\displaystyle f^{-1}(y)=x} if and only iff(x)=y{\displaystyle f(x)=y}, then the inverse function rule is, inLagrange's notation,

[f1](y)=1f(f1(y)).{\displaystyle \left[f^{-1}\right]'(y)={\frac {1}{f'\left(f^{-1}(y)\right)}}.}

This formula holds in general wheneverf{\displaystyle f} iscontinuous andinjective on an intervalI, withf{\displaystyle f} being differentiable atf1(y){\displaystyle f^{-1}(y)}(I{\displaystyle \in I}) and wheref(f1(y))0{\displaystyle f'(f^{-1}(y))\neq 0}. The same formula is also equivalent to the expression

D[f1]=1(Df)(f1),{\displaystyle {\mathcal {D}}\left[f^{-1}\right]={\frac {1}{({\mathcal {D}}f)\circ \left(f^{-1}\right)}},}

whereD{\displaystyle {\mathcal {D}}} denotes the unary derivative operator (on the space of functions) and{\displaystyle \circ } denotesfunction composition.

Geometrically, a function and inverse function havegraphs that arereflections, in the liney=x{\displaystyle y=x}. This reflection operation turns thegradient of any line into itsreciprocal.[1]

Assuming thatf{\displaystyle f} has an inverse in aneighbourhood ofx{\displaystyle x} and that its derivative at that point is non-zero, its inverse is guaranteed to be differentiable atx{\displaystyle x} and have a derivative given by the above formula.

The inverse function rule may also be expressed inLeibniz's notation. As that notation suggests,

dxdydydx=1.{\displaystyle {\frac {dx}{dy}}\,{\frac {dy}{dx}}=1.}

This relation is obtained by differentiating the equationf1(y)=x{\displaystyle f^{-1}(y)=x} in terms ofx and applying thechain rule, yielding that:

dxdydydx=dxdx{\displaystyle {\frac {dx}{dy}}\,{\frac {dy}{dx}}={\frac {dx}{dx}}}

considering that the derivative ofx with respect tox is 1.

Derivation

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Letf{\displaystyle f} be an invertible (bijective) function, letx{\displaystyle x} be in the domain off{\displaystyle f}, and lety=f(x).{\displaystyle y=f(x).} Letg=f1.{\displaystyle g=f^{-1}.} So,f(g(y))=y.{\displaystyle f(g(y))=y.} Differentiating this equation with respect toy{\displaystyle y}, and using thechain rule, one gets

f(g(y))g(y)=1.{\displaystyle f'(g(y))\cdot g'(y)=1.}

That is,

g(y)=1f(g(y)){\displaystyle g'(y)={\frac {1}{f'(g(y))}}}

or

[f1](y)=1f(f1(y)).{\displaystyle \left[f^{-1}\right]^{\prime }(y)={\frac {1}{f^{\prime }(f^{-1}(y))}}.}

Examples

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dydx=2x    ;    dxdy=12y=12x{\displaystyle {\frac {dy}{dx}}=2x{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }};{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }}{\frac {dx}{dy}}={\frac {1}{2{\sqrt {y}}}}={\frac {1}{2x}}}
dydxdxdy=2x12x=1.{\displaystyle {\frac {dy}{dx}}\,{\frac {dx}{dy}}=2x\cdot {\frac {1}{2x}}=1.}

Atx=0{\displaystyle x=0}, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.

dydx=ex    ;    dxdy=1y=ex{\displaystyle {\frac {dy}{dx}}=e^{x}{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }};{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }}{\frac {dx}{dy}}={\frac {1}{y}}=e^{-x}}
dydxdxdy=exex=1.{\displaystyle {\frac {dy}{dx}}\,{\frac {dx}{dy}}=e^{x}e^{-x}=1.}

Additional properties

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f1(y)=1f(f1(y))dy+C.{\displaystyle {f^{-1}}(y)=\int {\frac {1}{f'({f^{-1}}(y))}}\,{dy}+C.}
This is only useful if the integral exists. In particular we needf(x){\displaystyle f'(x)} to be non-zero across the range of integration.
It follows that a function that has acontinuous derivative has an inverse in aneighbourhood of every point where the derivative is non-zero. This need not be true if the derivative is not continuous.
  • Another very interesting and useful property is the following:
f1(y)dy=yf1(y)F(f1(y))+C{\displaystyle \int f^{-1}(y)\,{dy}=yf^{-1}(y)-F(f^{-1}(y))+C}
whereF{\displaystyle F} denotes the antiderivative off{\displaystyle f}.
  • The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of theLegendre transform.

Letz=f(x){\displaystyle z=f'(x)} then we have, assumingf(x)0{\displaystyle f''(x)\neq 0}:ddz[f]1(z)=1f(x){\displaystyle {\frac {d}{dz}}\left[f'\right]^{-1}(z)={\frac {1}{f''(x)}}}This can be shown using the previous notationy=f(x){\displaystyle y=f(x)}. Then we have:

f(x)=dydx=dydzdzdx=dydzf(x)dydz=f(x)f(x){\displaystyle f'(x)={\frac {dy}{dx}}={\frac {dy}{dz}}{\frac {dz}{dx}}={\frac {dy}{dz}}f''(x)\Rightarrow {\frac {dy}{dz}}={\frac {f'(x)}{f''(x)}}}Therefore:
ddz[f]1(z)=dxdz=dydzdxdy=f(x)f(x)1f(x)=1f(x){\displaystyle {\frac {d}{dz}}[f']^{-1}(z)={\frac {dx}{dz}}={\frac {dy}{dz}}{\frac {dx}{dy}}={\frac {f'(x)}{f''(x)}}{\frac {1}{f'(x)}}={\frac {1}{f''(x)}}}

By induction, we can generalize this result for any integern1{\displaystyle n\geq 1}, withz=f(n)(x){\displaystyle z=f^{(n)}(x)}, the nth derivative of f(x), andy=f(n1)(x){\displaystyle y=f^{(n-1)}(x)}, assumingf(i)(x)0 for 0<in+1{\displaystyle f^{(i)}(x)\neq 0{\text{ for }}0<i\leq n+1}:

ddz[f(n)]1(z)=1f(n+1)(x){\displaystyle {\frac {d}{dz}}\left[f^{(n)}\right]^{-1}(z)={\frac {1}{f^{(n+1)}(x)}}}

Higher order derivatives

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Thechain rule given above is obtained by differentiating the identityf1(y)=x{\displaystyle f^{-1}(y)=x} with respect toy, wherey=f(x){\displaystyle y=f(x)}. One can continue the same process for higher derivatives. Differentiating the identity twice with respect tox, one obtains

d2ydx2dxdy+ddx(dxdy)(dydx)=0,{\displaystyle {\frac {d^{2}y}{dx^{2}}}\,{\frac {dx}{dy}}+{\frac {d}{dx}}\left({\frac {dx}{dy}}\right)\,\left({\frac {dy}{dx}}\right)=0,}

that is simplified further by the chain rule as

d2ydx2dxdy+d2xdy2(dydx)2=0.{\displaystyle {\frac {d^{2}y}{dx^{2}}}\,{\frac {dx}{dy}}+{\frac {d^{2}x}{dy^{2}}}\,\left({\frac {dy}{dx}}\right)^{2}=0.}

Replacing the first derivative, using the identity obtained earlier, we get

d2ydx2=d2xdy2(dydx)3{\displaystyle {\frac {d^{2}y}{dx^{2}}}=-{\frac {d^{2}x}{dy^{2}}}\,\left({\frac {dy}{dx}}\right)^{3}}

which implies

d2xdy2=d2y/dx2(dy/dx)3.{\displaystyle {\frac {d^{2}x}{dy^{2}}}=-{\frac {d^{2}y/dx^{2}}{\left(dy/dx\right)^{3}}}.}

Similarly for the third derivative we have

d3ydx3=d3xdy3(dydx)43d2xdy2d2ydx2(dydx)2.{\displaystyle {\frac {d^{3}y}{dx^{3}}}=-{\frac {d^{3}x}{dy^{3}}}\,\left({\frac {dy}{dx}}\right)^{4}-3{\frac {d^{2}x}{dy^{2}}}\,{\frac {d^{2}y}{dx^{2}}}\,\left({\frac {dy}{dx}}\right)^{2}.}

Using the formula for the second derivative, we get

d3ydx3=d3xdy3(dydx)4+3(d2ydx2)2(dydx)1{\displaystyle {\frac {d^{3}y}{dx^{3}}}=-{\frac {d^{3}x}{dy^{3}}}\,\left({\frac {dy}{dx}}\right)^{4}+3\left({\frac {d^{2}y}{dx^{2}}}\right)^{2}\,\left({\frac {dy}{dx}}\right)^{-1}}

which implies

d3xdy3=d3y/dx3(dy/dx)4+3(d2y/dx2)2(dy/dx)5.{\displaystyle {\frac {d^{3}x}{dy^{3}}}=-{\frac {d^{3}y/dx^{3}}{\left(dy/dx\right)^{4}}}+3{\frac {\left(d^{2}y/dx^{2}\right)^{2}}{\left(dy/dx\right)^{5}}}.}

These formulas can also be written using Lagrange's notation:

[f1](y)=f(f1(y))[f(f1(y))]3,{\displaystyle \left[f^{-1}\right]''(y)=-{\frac {f''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^{3}}},}
[f1](y)=f(f1(y))[f(f1(y))]4+3[f(f1(y))]2[f(f1(y))]5.{\displaystyle \left[f^{-1}\right]'''(y)=-{\frac {f'''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^{4}}}+3{\frac {\left[f''(f^{-1}(y))\right]^{2}}{\left[f'(f^{-1}(y))\right]^{5}}}.}

In general, higher order derivatives of an inverse function can be expressed withFaà di Bruno's formula. Alternatively, thenth derivative can be written succinctly as:

[f1](n)(y)=[(1f(t)ddt)nt]t=f1(y).{\displaystyle \left[f^{-1}\right]^{(n)}(y)=\left[\left({\frac {1}{f'(t)}}{\frac {d}{dt}}\right)^{n}t\right]_{t=f^{-1}(y)}.}

From this expression, one can also derive thenth-integration of inverse function with base-pointa usingCauchy formula for repeated integration wheneverf(f1(y))=y{\displaystyle f(f^{-1}(y))=y}:

[f1](n)(y)=1n!(f1(a)(ya)n+f1(a)f1(y)(yf(u))ndu).{\displaystyle \left[f^{-1}\right]^{(-n)}(y)={\frac {1}{n!}}\left(f^{-1}(a)(y-a)^{n}+\int _{f^{-1}(a)}^{f^{-1}(y)}\left(y-f(u)\right)^{n}\,du\right).}

Example

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dydx=d2ydx2=ex=y    ;    (dydx)3=y3;{\displaystyle {\frac {dy}{dx}}={\frac {d^{2}y}{dx^{2}}}=e^{x}=y{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }};{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }}\left({\frac {dy}{dx}}\right)^{3}=y^{3};}

so that

d2xdy2y3+y=0    ;    d2xdy2=1y2,{\displaystyle {\frac {d^{2}x}{dy^{2}}}\,\cdot \,y^{3}+y=0{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }};{\mbox{ }}{\mbox{ }}{\mbox{ }}{\mbox{ }}{\frac {d^{2}x}{dy^{2}}}=-{\frac {1}{y^{2}}},}

which agrees with the direct calculation.

See also

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References

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  1. ^"Derivatives of Inverse Functions".oregonstate.edu. Archived fromthe original on 2021-04-10. Retrieved2019-07-26.
  • Marsden, Jerrold E.; Weinstein, Alan (1981). "Chapter 8: Inverse Functions and the Chain Rule".Calculus unlimited(PDF). Menlo Park, Calif.: Benjamin/Cummings Pub. Co.ISBN 0-8053-6932-5.
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