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Gradient


In mathematics, the gradient is a multi-variable generalization of the derivative. While a derivative can be defined on functions of a single variable, for functions of several variables, the gradient takes its place. The gradient is a vector-valued function, as opposed to a derivative, which is scalar-valued. If f(x1, ..., xn) is a differentiable, real-valued function of several variables, its gradient is the vector whose components are the n partial derivatives of f.

Like the derivative, the gradient represents the slope of the tangent of the graph of the function. More precisely, the gradient points in the direction of the greatest rate of increase of the function, and its magnitude is the slope of the graph in that direction. The components of the gradient in coordinates are the coefficients of the variables in the equation of the tangent space to the graph. This characterizing property of the gradient allows it to be defined independently of a choice of coordinate system, as a vector field whose components in a coordinate system will transform when going from one coordinate system to another.

The Jacobian is the generalization of the gradient for vector-valued functions of several variables and differentiable maps between Euclidean spaces or, more generally, manifolds. A further generalization for a function between Banach spaces is the Fréchet derivative.


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