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An interval Jacobian encloses a vector mean-value matrix

Statement

Let U⊆Rn be open and convex, let X⊂U be a real box, and let F:U→Rn be C1. Let J(X) be an interval Jacobian enclosure. For any x,y∈X, there is a point matrix A∈J(X) such that

F(x)−F(y)=A(x−y).

The rows of A may come from different intermediate points; the claim does not assert one common Jacobian value.

Facts & Assumptions

Given: U,X,F,J(X),x,y as in the Statement.

[F2]

The chain rule computes the derivative of a composition with an affine line (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a)).

[F3]

A total derivative computes directional derivatives, and its matrix is the Jacobian (A total derivative computes every directional derivative, and its matrix is the Jacobian).

[F4]

A real function continuous on [a,b] and differentiable on (a,b) satisfies the mean value theorem (Mean value theorem on a closed real interval).

[F5]

Each interval-Jacobian entry contains the corresponding partial derivative at every point of X (Real boxes and interval Jacobian enclosures).

Proof

1.1givenF1F2F3construct

Use coordinate indices 0≤i,j<n, as for the Jacobian. Fix a row index i and define ϕi(t)=Fi(y+t(x−y)) on [0,1]. For 0≤t≤1 and every coordinate j, both xj,yj∈[aj,bj] imply (1−t)yj+txj∈[aj,bj]. Thus the product box X is convex and the segment stays in X⊂U. By [F1], Fi is continuous there; by [F2] and [F3], ϕi is differentiable on (0,1) with ϕi′(t)=∑j=0n−1∂jFi(y+t(x−y))(xj−yj).

2.1step 1.1F4construct

Apply [F4] to ϕi to obtain ti∈(0,1) with Fi(x)−Fi(y)=∑j=0n−1∂jFi(zi)(xj−yj), where zi=y+ti(x−y)∈X.

3.1step 2.1F5choosealgebra∎

For each of the finitely many rows choose the point zi from step 2.1 and form A whose ith row is ∇Fi(zi). By [F5], every entry Aij lies in Jij(X), so A∈J(X); the row identities in step 2.1 give F(x)−F(y)=A(x−y). This uses only finite choice.

Depends on

Used by

Dependency tree · two levels

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Sources