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.
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:
This formula holds in general whenever iscontinuous andinjective on an intervalI, with being differentiable at() and where. The same formula is also equivalent to the expression
where denotes the unary derivative operator (on the space of functions) and denotesfunction composition.
Geometrically, a function and inverse function havegraphs that arereflections, in the line. This reflection operation turns thegradient of any line into itsreciprocal.[1]
Assuming that has an inverse in aneighbourhood of and that its derivative at that point is non-zero, its inverse is guaranteed to be differentiable at and have a derivative given by the above formula.
The inverse function rule may also be expressed inLeibniz's notation. As that notation suggests,
This relation is obtained by differentiating the equation in terms ofx and applying thechain rule, yielding that:
considering that the derivative ofx with respect tox is 1.
Let be an invertible (bijective) function, let be in the domain of, and let Let So, Differentiating this equation with respect to, and using thechain rule, one gets
At, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.
This is only useful if the integral exists. In particular we need 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:
where denotes the antiderivative of.
The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of theLegendre transform.
Let then we have, assuming:This can be shown using the previous notation. Then we have:
Therefore:
By induction, we can generalize this result for any integer, with, the nth derivative of f(x), and, assuming:
Thechain rule given above is obtained by differentiating the identity with respect toy, where. One can continue the same process for higher derivatives. Differentiating the identity twice with respect tox, one obtains
that is simplified further by the chain rule as
Replacing the first derivative, using the identity obtained earlier, we get
which implies
Similarly for the third derivative we have
Using the formula for the second derivative, we get
which implies
These formulas can also be written using Lagrange's notation:
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: