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In multivariable calculus, a branch of mathematics, the implicit function theorem is a tool which allows relations to be converted to functions. It does this by representing the relation as the graph of a function. There may not be a single function whose graph is the entire relation, but there may be such a function on a restriction of the domain of the relation. The implicit function theorem gives a sufficient condition to ensure that there is such a function.

Example


Consider the unit circle. If we define the function f as f(x,y) = x^2 + y^2 - 1, then the relation f(x,y) = 0 cuts out the unit circle. Explicitly, the unit circle is the set \{ (x,y) | f(x,y) = 0 \}. There is no way to represent the unit circle as the graph of a function y = g(x) because for each non-zero choice of x, there are two choices of y, namely \sqrt{1-x^2} and -\sqrt{1-x^2}.

However, it is possible to represent part of the circle as a function. If we let g_1(x) = \sqrt{1-x^2} for -1 < x < 1, then the graph of y = g_1(x) gives the upper half of the circle. Similarly, if g_2(x) = -\sqrt{1-x^2}, then the graph of y = g_2(x) gives the lower half of the circle.

It is not possible to find a function which will cut out a neighboorhood of (1,0) or (-1,0). Any neighboorhood of (1,0) or (-1,0) contains both the upper and lower halves of the circle. Because functions must be single-valued, there is no way of writing both the upper and lower halves using one function y = g(x). Consequently there is no function whose graph looks like a neighboorhood of (1,0) or (-1,0). In this case the conclusion of the implicit function theorem fails.

The purpose of the implicit function theorem is to tell us the existence of functions like g_1(x) and g_2(x) in situations where we cannot write down explicit formulas. It guarantees that g_1(x) and g_2(x) are differentiable, and it even works in situations where we do not have a formula for f(x,y).

Statement of the theorem


Let f : \bold R^{n+m} \rightarrow \bold R^n be a continuously differentiable function. We think of \bold R^{n+m} as the cartesian product \bold R^n \times \bold R^m, and we write a point of this product as (x_1, \ldots x_n, y_1, \ldots y_m). f is the given relation. Our goal is to construct a function g : \bold R^n \rightarrow \bold R^m whose graph is the set of all (x_1, \ldots x_n, y_1, \ldots y_m) such that f(x_1, \ldots x_n, y_1, \ldots y_m) = 0.

As noted above, this may not always be possible, so we will fix a point (a_1, \ldots a_n, b_1, \ldots, b_m) which satisfies f(a_1, \ldots a_n, b_1, \ldots, b_m) = 0, and we will ask for a g that works near the point (a_1, \ldots a_n, b_1, \ldots, b_m). In other words, we want an open set U of \bold R^n, an open set V of \bold R^m, and a function g : U \rightarrow V such that the graph of g equals the relation f = 0 on U \times V. In symbols,

\{ (x_1, \ldots, x_n, g(x_1, \ldots x_n)) \} = \{ (x_1, \ldots x_n, y_1, \ldots y_m) | f(x_1, \ldots x_n, y_1, \ldots y_m) = 0 \} \cap (U \times V)

To state the implicit function theorem, we need the Jacobian, also called the differential or total derivative, of f. This is the matrix of partial derivatives of f. Abbreviating (a_1, \ldots, a_n, b_1, \ldots b_m) to (a, b), the Jacobian matrix is

\begin{matrix}
(Df)(a,b) & = & \begin{bmatrix} \frac{\partial f_1}{\partial x_1}(a,b) & \cdots & \frac{\partial f_1}{\partial x_n}(a,b) & \frac{\partial f_1}{\partial y_1}(a,b) & \cdots & \frac{\partial f_1}{\partial y_m}(a,b)\\ \vdots & \ddots & \vdots & \vdots & \ddots & \vdots\\ \frac{\partial f_n}{\partial x_1}(a,b) & \cdots & \frac{\partial f_n}{\partial x_n}(a,b) & \frac{\partial f_n}{\partial y_1}(a,b) & \cdots & \frac{\partial f_n}{\partial y_m}(a,b)\\ \end{bmatrix}\\ & = & \begin{bmatrix} X & | & Y \end{bmatrix}\\ \end{matrix}

where X is the matrix of partial derivatives in the x's and Y is the matrix of partial derivatives in the y's. The implicit function theorem says that if X is an invertible matrix, then there are U, V, and g as desired. Writing all the hypotheses together gives the following statement.

Let f : \bold R^{n+m} \rightarrow \bold R^n be a continuously differentiable function, and let \bold R^{n+m} have coordinates (x_1, \ldots x_n, y_1, \ldots y_m). Fix a point (a_1, \ldots a_n, b_1, \ldots, b_m) = (a,b). If the matrix \begin{bmatrix} (\partial f_i / \partial x_j)(a,b) \end{bmatrix} is invertible, then there exists an open set U containing (a_1, \ldots, a_n), an open set V containing (b_1, \ldots, b_m), and a differentiable function g : U \rightarrow V such that \{ (x_1, \ldots, x_n, g(x_1, \ldots x_n)) \} = \{ (x_1, \ldots x_n, y_1, \ldots y_m) | f(x_1, \ldots x_n, y_1, \ldots y_m) = 0 \} \cap (U \times V).

Remark


The condition of the implicit function theorem is sufficient, but not necessary. For example, f(x) = x^3 has the inverse g(x) = x^{1/3}, even though f'(0) = 0.

References


Mathematical theorems | Multivariate calculus | Differential topology

Satz von der impliziten Funktion | Teorema delle funzioni implicite | משפט הפונקציות הסתומות | Теорема о неявной функции

 

This article is licensed under the GNU Free Documentation License. It uses material from the "Implicit function theorem".

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