释义 |
JacobianGiven a set of equations in variables , ..., , written explicitly as
 | (1) |
or more explicitly as
 | (2) |
the Jacobian matrix, sometimes simply called ``the Jacobian'' (Simon and Blume 1994) is defined by
 | (3) |
The Determinant of is the Jacobian Determinant (confusingly, often called ``the Jacobian'' as well)and is denoted
 | (4) |
Taking the differential
 | (5) |
shows that is the Determinant of the Matrix , and therefore gives the ratios of -Dvolumes (Contents) in and ,
 | (6) |
The concept of the Jacobian can also be applied to functions in more than variables. For example, considering and , the Jacobians
can be defined (Kaplan 1984, p. 99).
For the case of variables, the Jacobian takes the special form
 | (9) |
where is the Dot Product and is the Cross Product,which can be expanded to give
 | (10) |
See also Change of Variables Theorem, Curvilinear Coordinates, Implicit Function Theorem References
Kaplan, W. Advanced Calculus, 3rd ed. Reading, MA: Addison-Wesley, pp. 98-99, 123, and 238-245, 1984.Simon, C. P. and Blume, L. E. Mathematics for Economists. New York: W. W. Norton, 1994. |