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In calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions f and g in terms of the derivatives of f and g.More precisely, if = is the function such that () = (()) for every x, then the chain rule is, in Lagrange's notation, ′ = ′ (()) ′ (). or, equivalently, ′ = ′ = (′) ′.
2.5 Chain rule. 2.6 Dot product rule. 2.7 Cross product rule. 3 Second derivative identities. ... Similar rules apply to algebraic and differentiation formulas. For ...
In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.
The logarithmic derivative is another way of stating the rule for differentiating the logarithm of a function (using the chain rule): () ′ = ′, wherever is positive. Logarithmic differentiation is a technique which uses logarithms and its differentiation rules to simplify certain expressions before actually applying the derivative.
The chain rule applies in some of the cases, but unfortunately does not apply in matrix-by-scalar derivatives or scalar-by-matrix derivatives (in the latter case, mostly involving the trace operator applied to matrices). In the latter case, the product rule can't quite be applied directly, either, but the equivalent can be done with a bit more ...
The partial derivative of f with respect to x does not give the true rate of change of f with respect to changing x because changing x necessarily changes y. However, the chain rule for the total derivative takes such dependencies into account. Write () = (, ()). Then, the chain rule says
Suppose a function f(x, y, z) = 0, where x, y, and z are functions of each other. Write the total differentials of the variables = + = + Substitute dy into dx = [() + ()] + By using the chain rule one can show the coefficient of dx on the right hand side is equal to one, thus the coefficient of dz must be zero () + = Subtracting the second term and multiplying by its inverse gives the triple ...
One can apply the chain rule for mutual information to obtain two different decompositions of (;,): (;) + (;) = (;,) = (;) + (;)By the relationship , we know that and ...