Chain Rule
(1.4 hours to learn)
Summary
The chain rule for partial derivatives gives a way of computing the partial derivatives of compositions of functions in terms of the partial derivatives of the individual functions.
Context
This concept has the prerequisites:
- partial derivatives (The chain rule is a way of computing partial derivatives.)
- linear approximation (The idea of linear approximation explains why the chain rule works.)
- matrix multiplication (The chain rule formula involves a matrix multiplication.)
Goals
- Know the statement of the chain rule (in matrix form)
- Be able to use it to compute partial derivatives
- Understand the justification in terms of linear approximations of functions
Core resources (read/watch one of the following)
-Free-
→ MIT Open Courseware: Multivariable Caclulus (2010)
Video lectures for MIT's introductory multivariable calculus class.
-Paid-
→ Multivariable Calculus
An introductory multivariable calculus textbook.
Location:
Section 13.7, "The multivariable chain rule," pages 896-904
→ Multivariable Mathematics
A textbook on linear algebra and multivariable calculus with proofs.
Location:
Section 3.3, "Differentiation rules," pages 97-102
See also
-No Additional Notes-