Jacobian Matrix and Determinant (Definition and Formula) (2024)

Jacobian matrix is a matrix of partial derivatives. Jacobian is the determinant of the jacobian matrix. The matrix will contain all partial derivatives of a vector function. The main use of Jacobian is found in the transformation of coordinates. It deals with the concept of differentiation with coordinate transformation. In this article, let us discuss what is a jacobian matrix, determinants, and examples in detail.

What is Jacobian?

The term “Jacobian” often represents both the jacobian matrix and determinants, which is defined for the finite number of function with the same number of variables. Here, each row consists of the first partial derivative of the same function, with respect to the variables. The jacobian matrix can be of any form. It may be a square matrix (number of rows and columns are equal) or the rectangular matrix(the number of rows and columns are not equal).

Jacobian Matrix

For a function f: ℝ3 → ℝ, the derivative at p for a row vector is defined as:

\(\begin{array}{l}(\frac{\partial(f) }{\partial x_{1}}(P),\frac{\partial(f) }{\partial x_{2}}(P),….\frac{\partial(f) }{\partial x_{n}}(P) )\end{array} \)

The jacobian matrix for the given matrix is given as:

\(\begin{array}{l}\begin{bmatrix} \frac{\partial f_{1}}{\partial x_{1}} & \frac{\partial f_{1}}{\partial x_{2}} & \cdots &\frac{\partial f_{1}}{\partial x_{m}} \\ \frac{\partial f_{2}}{\partial x_{1}}& \frac{\partial f_{2}}{\partial x_{2}} & \cdots & \frac{\partial f_{2}}{\partial x_{m}}\\ \frac{\partial f_{3}}{\partial x_{1}}& \frac{\partial f_{3}}{\partial x_{2}} &\cdots & \frac{\partial f_{3}}{\partial x_{m}} \end{bmatrix}\end{array} \)

The determinant for the above jacobian matrix is called a jacobian.

Jacobian Determinant

In a jacobian matrix, if m = n = 2, and the function f: ℝ3 → ℝ, is defined as:

Function, f (x, y) = (u (x, y), v (x, y))

Hence, the jacobian matrix is written as:

\(\begin{array}{l}J = \begin{bmatrix} \frac{\partial u}{\partial x} & \frac{\partial u}{\partial y}\\ \frac{\partial v}{\partial x} & \frac{\partial v}{\partial y} \end{bmatrix}\end{array} \)

Therefore, the determinant of a jacobian matrix is

\(\begin{array}{l}det(J)= \begin{vmatrix} \frac{\partial u}{\partial x} & \frac{\partial u}{\partial y}\\ \frac{\partial v}{\partial x} & \frac{\partial v}{\partial y} \end{vmatrix}\end{array} \)

\(\begin{array}{l}det(J)= \left | \frac{\partial u}{\partial x}\frac{\partial v}{\partial y} – \frac{\partial u}{\partial y}\frac{\partial v }{\partial x}\right |\end{array} \)

Polar and Spherical Cartesian Transformation

For a normal cartesian to polar transformation, the equation can be written as:

x = r cos θ

y = r sin θ

The jacobian determinant is written as:

\(\begin{array}{l}J (r,\theta ) = \begin{vmatrix} \frac{\partial x}{\partial r} & \frac{\partial x}{\partial \theta } \\ \frac{\partial y}{\partial r}& \frac{\partial y}{\partial \theta } \end{vmatrix}\end{array} \)

Using these partial differentiation on the polar equations we get,

\(\begin{array}{l}J (r,\theta ) = \begin{vmatrix} cos \theta & -r sin\theta \\ sin \theta & r cos\theta \end{vmatrix}\end{array} \)

J (r, θ ) = r (sin2 θ + cos2θ) = r (1)

J (r, θ) = 1

Jacobian Example

Question: Let x (u, v) = u2 – v2 , y (u, v) = 2 uv. Find the jacobian J (u, v).

Solution:

Given: x (u, v) = u2 – v2

y (u, v) = 2 uv

We know that,

\(\begin{array}{l}J (u, v ) = \begin{bmatrix} x_{u} & x_{v} \\ y_{u} & y_{v} \end{bmatrix}\end{array} \)

\(\begin{array}{l}J (u, v ) = \begin{bmatrix} 2u & -2v \\ 2v & 2u \end{bmatrix}\end{array} \)

J (u, v) = 4u2 + 4v2

Therefore, J (u, v) is 4u2 + 4v2

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Jacobian Matrix and Determinant (Definition and Formula) (2024)

FAQs

What is the Jacobian matrix and its determinant? ›

Jacobian is the determinant of the jacobian matrix. The matrix will contain all partial derivatives of a vector function. The main use of Jacobian is found in the transformation of coordinates. It deals with the concept of differentiation with coordinate transformation.

What is the formula for Jacobian matrix? ›

The Jacobian ∂(x,y)∂(u,v) may be positive or negative. Change-of-variable formula: If a 1-1 mapping Φ sends a region D∗ in uv-space to a region D in xy-space, then ∬Df(x,y)dxdy = ∬D∗f(Φ(u,v))|∂(x,y)∂(u,v)|dudv.

What is the difference between Jacobian and Jacobian determinants? ›

The Jacobian at a point gives the best linear approximation of the distorted parallelogram near that point (right, in translucent white), and the Jacobian determinant gives the ratio of the area of the approximating parallelogram to that of the original square.

What does the Jacobian matrix tell us? ›

The Jacobian matrix collects all first-order partial derivatives of a multivariate function that can be used for backpropagation. The Jacobian determinant is useful in changing between variables, where it acts as a scaling factor between one coordinate space and another.

What is the determinant matrix formula? ›

The determinant is: |A| = a (ei − fh) − b (di − fg) + c (dh − eg). The determinant of A equals 'a times e x i minus f x h minus b times d x i minus f x g plus c times d x h minus e x g'. It may look complicated, but if you carefully observe the pattern its really easy!

What is Jacobian determinant function? ›

If m = n , the Jacobian determinant specifies the local behavior of the vector-valued function f. Thus, f is locally differentiable if and only if the Jacobian determinant is nonzero. The following Examples 3.10–3.12 were drawn from Wikipedia. and the Jacobian determinant is J x y = 2 x y cos y − 5 x 2 .

Why do we need a Jacobian matrix? ›

The Jacobian matrix is used to analyze the small signal stability of the system. The equilibrium point Xo is calculated by solving the equation f(Xo,Uo) = 0. This Jacobian matrix is derived from the state matrix and the elements of this Jacobian matrix will be used to perform sensitivity result.

What is the Jacobian rule in math? ›

Given an exact approximation x(k) = (x1(k), x2(k), x3(k), …, xn(k)) for x, the procedure of Jacobian's method helps to use the first equation and the present values of x2(k), x3(k), …, xn(k) to calculate a new value x1(k+1).

Can a Jacobian determinant be negative? ›

It means that the orientation of the little area has been reversed. For example, if you travel around a little square in the clockwise direction in the parameter space, and the Jacobian Determinant in that region is negative, then the path in the output space will be a little parallelogram traversed counterclockwise.

What are the real life applications of Jacobian? ›

For example, you can use the Jacobian to plan optimal trajectories, optimize energy efficiency, or implement force control. You can also use the Jacobian to analyze the manipulability and dexterity of the robot, which measure how well the robot can move and orient its end-effector in different directions.

What if the Jacobian determinant is zero? ›

If the determinant of the Jacobian of a specific point of an element becomes zero (i.e. det(J)=0), then this mean that: All points are mapped outside of the element. At least one point is mapped outside the element Multiple points are mapped into a single point.

What are the characteristics of a Jacobian matrix? ›

If the Jacobian matrix is a square matrix, then the number of rows and columns is same, thus it can be written as m = n, then f is a function from ℝn to itself. From the Jacobian matrix, we can form a determinant, known as the Jacobian determinant. The Jacobian determinant is sometimes called "Jacobian".

What is the Jacobian matrix determination? ›

The determinant of Jacobian matrix is known as the Jacobian determinant | [ J ] | , which is frequently referred to as “the Jacobian.” The diagonal entries of the Jacobian matrix are related to the scale factors between the two coordinates involved (x vs. ξ and y vs.

What does the determinant of a matrix tell you? ›

The determinant of a square matrix is a single number that, among other things, can be related to the area or volume of a region. In particular, the determinant of a matrix reflects how the linear transformation associated with the matrix can scale or reflect objects.

What do the eigenvalues of a Jacobian represent? ›

Jacobian Matrix

Its eigenvalues determine linear stability properties of the equilibrium. An equilibrium is asymptotically stable if all eigenvalues have negative real parts; it is unstable if at least one eigenvalue has positive real part.

How to find the determinant of the Jacobian? ›

We call this "extra factor" the Jacobian of the transformation. We can find it by taking the determinant of the two by two matrix of partial derivatives. ∂(x,y)∂(u,v)=|∂x∂u∂x∂v∂y∂u∂y∂v|=∂x∂u∂y∂v−∂y∂u∂x∂v.

What is the Jacobian determinant of a transformation? ›

The Jacobian Determinant

If we let dA denote the area of the parallelogram spanned by dx and dy, then dA approximates the area of T(R) for du and dv sufficiently close to 0. That is, the area of a small region in the uv-plane is scaled by the Jacobian determinant to approximate areas of small images in the xy-plane.

What is the Jacobian matrix model? ›

The Jacobian matrix provides valuable insights into the relationships between the input and output variables in a machine learning model. By examining the values in the Jacobian matrix, we can understand how changes in the input variables impact the output variables.

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