# Derivative of Composite Function

(Redirected from Chain Rule for Derivatives)

## Theorem

Let $f, g, h$ be continuous real functions such that:

$\forall x \in \R: \map h x = \map {f \circ g} x = \map f {\map g x}$

Then:

$\map {h'} x = \map {f'} {\map g x} \map {g'} x$

where $h'$ denotes the derivative of $h$.

Using the $D_x$ notation:

$\map {D_x} {\map f {\map g x} } = \map {D_{\map g x} } {\map f {\map g x} } \map {D_x} {\map g x}$

This is often informally referred to as the chain rule (for differentiation).

### Corollary

$\dfrac {\d y} {\d x} = \dfrac {\paren {\dfrac {\d y} {\d u} } } {\paren {\dfrac {\d x} {\d u} } }$

for $\dfrac {\d x} {\d u} \ne 0$.

### Second Derivative

${D_x}^2 w = {D_u}^2 w \paren { {D_x}^1 u}^2 + {D_u}^1 w {D_x}^2 u$

### Third Derivative

${D_x}^3 w = {D_u}^3 w \paren { {D_x}^1 u}^3 + 3 {D_u}^2 w {D_x}^2 u {D_x}^1 u + {D_u}^1 w {D_x}^3 u$

### $3$ Functions

Let $f, g, h$ be continuous real functions such that:

 $\ds y$ $=$ $\ds \map f u$ $\ds u$ $=$ $\ds \map g v$ $\ds h$ $=$ $\ds \map h x$

Then:

$\dfrac {\d y} {\d x} = \dfrac {\d y} {\d u} \cdot \dfrac {\d u} {\d v} \cdot \dfrac {\d v} {\d x}$

### Jacobians

Let $U$ be an open subset of $\R^n$.

Let $\mathbf f = \paren {f_1, f_2, \ldots, f_m}^\intercal: U \to \R^m$ be a vector valued function, differentiable at $\mathbf x = \paren {x_1, x_2, \ldots, x_n}^\intercal \in U$.

Let $\mathbf g = \paren {g_1, g_2, \ldots, g_m}^\intercal: U \to \R^m$ be a vector valued function, differentiable at $\map {\mathbf f} {\mathbf x} = \paren {\map {f_1} {x_1}, \map {f_2} {x_2}, \ldots, \map {f_n} {x_n} }^\intercal \in U$.

The Jacobian matrix of a composite function $f \circ g$ is obtained by multiplying the Jacobian matrices of $f$ and $g$.

## Proof

Let $\map g x = y$, and let:

 $\ds \map g {x + \delta x}$ $=$ $\ds y + \delta y$ $\ds \leadsto \ \$ $\ds \delta y$ $=$ $\ds \map g {x + \delta x} - \map g x$

Thus:

$\delta y \to 0$ as $\delta x \to 0$

and:

$(1): \quad \dfrac {\delta y} {\delta x} \to \map {g'} x$

There are two cases to consider:

### Case 1

Suppose $\map {g'} x \ne 0$ and that $\delta x$ is small but non-zero.

Then $\delta y \ne 0$ from $(1)$ above, and:

 $\ds \lim_{\delta x \mathop \to 0} \frac {\map h {x + \delta x} - \map h x} {\delta x}$ $=$ $\ds \lim_{\delta x \mathop \to 0} \frac {\map f {\map g {x + \delta x} } - \map f {\map g x} } {\map g {x + \delta x} - \map g x} \frac {\map g {x + \delta x} - \map g x} {\delta x}$ $\ds$ $=$ $\ds \lim_{\delta x \mathop \to 0} \frac {\map f {y + \delta y} - \map f y} {\delta y} \frac {\delta y} {\delta x}$ $\ds$ $=$ $\ds \map {f'} y \map {g'} x$

hence the result.

$\Box$

### Case 2

Now suppose $\map {g'} x = 0$ and that $\delta x$ is small but non-zero.

Again, there are two possibilities:

### Case 2a

If $\delta y = 0$, then $\dfrac {\map h {x + \delta x} - \map h x} {\delta x} = 0$.

Hence the result.

$\Box$

### Case 2b

If $\delta y \ne 0$, then:

$\dfrac {\map h {x + \delta x} - \map h x} {\delta x} = \dfrac {\map f {y + \delta y} - \map f y} {\delta y} \dfrac {\delta y} {\delta x}$

As $\delta y \to 0$:

$(1): \quad \dfrac {\map f {y + \delta y} - \map f y} {\delta y} \to \map {f'} y$
$(2): \quad \dfrac {\delta y} {\delta x} \to 0$

Thus:

$\ds \lim_{\delta x \mathop \to 0} \frac {\map h {x + \delta x} - \map h x} {\delta x} \to 0 = \map {f'} y \map {g'} x$

Again, hence the result.

$\Box$

All cases have been covered, so by Proof by Cases, the result is complete.

$\blacksquare$

## Notation

Leibniz's notation for derivatives $\dfrac {\d y} {\d x}$ allows for a particularly elegant statement of this rule:

$\dfrac {\d y} {\d x} = \dfrac {\d y} {\d u} \cdot \dfrac {\d u} {\d x}$

where:

$\dfrac {\d y} {\d x}$ is the derivative of $y$ with respect to $x$
$\dfrac {\d y} {\d u}$ is the derivative of $y$ with respect to $u$
$\dfrac {\d u} {\d x}$ is the derivative of $u$ with respect to $x$

However, this must not be interpreted to mean that derivatives can be treated as fractions. It simply is a convenient notation.

## Examples

### Example: $\paren {3 x + 1}^2$

$\map {\dfrac \d {\d x} } {\paren {3 x + 1}^2} = 6 \paren {3 x + 1}$

### Example: $\map \sin {x^2}$

$\map {\dfrac \d {\d x} } {\map \sin {x^2} } = 2 x \map \cos {x^2}$

### Example: $\sqrt {1 + x}$

$\map {\dfrac \d {\d x} } {\sqrt {1 + x} } = \dfrac 1 {2 \sqrt {1 + x} }$

### Example: $\sqrt {\sin x}$

$\map {\dfrac \d {\d x} } {\sqrt {\sin x} } = \dfrac {\cos x} {2 \sqrt {\sin x} }$