# P r o j e c t s

N o t e s

The gradient of a function f is nabla f: mathbb{R}^n rightarrow mathbb{R}^n,
\begin{align} \nabla f(x)=
\begin{pmatrix} \frac{\partial f(x)}{\partial x_1} \\ \vdots \\ \frac{\partial f(x)}{\partial x_n}
\end{pmatrix}
\end{align}

# 1. The gradient points to direction f is increasing.

By Taylor Theorem, for s near x,
\begin{align} f(x+s) \approx f(x)+\nabla f(x)^t s \end{align}
For maximizing f, we can choose a good s, which means x should be moved to the direction f is increasing. Note that nabla f(x)^t s is maximized when f is maximized. As nabla f(x)^t s is the inner product of two vectors,
\begin{align} \nabla f(x)^t s = \left\| \nabla f(x) \right\| \left\| s \right\| \cos\theta \end{align}
where theta is the angle between nabla f(x) and s. It is maximized when theta=0. In other words, when nabla f(x) and s have the same direction, it is maximized. Therefore, x should be moved to nabla f(x) direction to locally maximize f.
For example, consider f(x)=x^2 and f(x,y)=x^2+y^2 for x, y in mathbb{R}. Then their gradients are nabla f(x)=2x and nabla f(x, y)=(2x, 2y)^t.

Their gradients point to the direction each f is increasing at the point x. Moreover, -nabla f(x) points to the direction f is decreasing.

# 2. The gradient is perpendicular to the tangent plane in terms of an implicit function.

The gradient has the different meaning for explicit and implicit functions.
• The gradient of an explicit function y=f(x) means the tangent vector at x.
• The gradient of an implicit function f(x,y)=0 means the normal vector of the tangent plane at (x,y)^t.

For instance, consider f(x,y)=x^2-y=0. Then its gradient is nabla f=(2x, -1)^t. The total derivative of f is 2x dx-dy=0, so nabla f^t (dx, dy)^t=0. Since (dx, dy)^t is the tangent of f, nabla f is perpendicular to this.

For another example, consider f(x,y,z)=x^2+y^2-z=0. Then its gradient is nabla f=(2x, 2y, -1)^t. The total derivative of f is 2x dx+2y dy-dz=0, so nabla f^t (dx, dy, dz)^t=0. Since (dx, dy, dz)^t is the tangent of f, nabla f is perpendicular to this.

︎ Reference

[1] Michael T. Heath, Scientific Computing: An Introductory Survey. 2nd Edition, McGraw-Hill Higher Education.
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