Scribd
Upload
22 views1 page

Formula Sheet Introduction To Mathematics

Uploaded by

animemaster1002
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
22 views1 page

Formula Sheet Introduction To Mathematics

Uploaded by

animemaster1002
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

Formula sheet Introduction to Mathematics

One variable
• Quadratic formula: ax 2 + bx + c = 0 for a 6= 0 • Chain rule:
if and only if
d f (g(x))
p = f 0 (g(x)) · g 0 (x).
−b ± b2 − 4ac dx
x= .
2a
• Inverse function theorem: if f −1 is the inverse
of f , then
• Derivative of f (x):
d f −1 ( y) 1
f (x + h) − f (x) = 0 −1 .
f 0 (x) = lim . dy f ( f ( y))
h→0 h

• Logarithmic differentiation:
• Tangent to f (x) at (a, f (a)):
d(ln( f (x)))
y = f (a) + f 0 (a)(x − a). f 0 (x) = f (x) .
dx

• Quotient rule: • Elasticity:


 ‹
d f (x) f 0 (x)g(x) − f (x)g 0 (x) x d(ln( f (x)))
= . El x f (x) = f 0 (x) = .
dx g(x) [g(x)]2 f (x) d(ln(x))

Multiple variables
• Chain rule: if x i = g i (t 1 , t 2 , . . . , t m ) for all i from 1 to n, then it holds for all j that
∂ f (x 1 , . . . , x n ) ∂ f (x 1 , . . . , x n ) ∂ x 1 ∂ f (x 1 , . . . , x n ) ∂ x 2 ∂ f (x 1 , . . . , x n ) ∂ x n
= + + ··· + .
∂ tj ∂ x1 ∂ tj ∂ x2 ∂ tj ∂ xn ∂ tj

• Euler’s theorem: f (x, y) is homogeneous of degree k if and only if

x f10 (x, y) + y f20 (x, y) = k f (x, y).

• The function f (x, y) is convex on its domain S if and only if


00 00 00 00 00
f11 (x, y) ≥ 0, f22 (x, y) ≥ 0, and f11 (x, y) f22 (x, y) − [ f12 (x, y)]2 ≥ 0 for all (x, y) in S,

and f (x, y) is concave if and only if


00 00 00 00 00
f11 (x, y) ≤ 0, f22 (x, y) ≤ 0, and f11 (x, y) f22 (x, y) − [ f12 (x, y)]2 ≥ 0 for all (x, y) in S.

• Let (c, d) be a critical point of the function f (x, y). Then (c, d) is a local minimum point if
00 00 00 00 00
f11 (c, d) > 0, f22 (c, d) > 0, and f11 (c, d) f22 (c, d) − [ f12 (c, d)]2 > 0,

and (c, d) is a local maximum point if


00 00 00 00 00
f11 (c, d) < 0, f22 (c, d) < 0, and f11 (c, d) f22 (c, d) − [ f12 (c, d)]2 > 0.
00 00 00
If f11 (c, d) f22 (c, d) − [ f12 (c, d)]2 < 0, then (c, d) is a saddle point.

• The constrained optimization problem

max (min) f (x, y) subject to g(x, y) = c

has Lagrangian L(x, y, λ) = f (x, y) − λ[g(x, y) − c] and


00 00
D = ( f11 − λg11 )(g20 )2 − 2( f12
00 00
− λg12 )g10 g20 + ( f22
00 00
− λg22 )(g10 )2 .

You might also like