8. The Inverse Function Theorem

这一节和下一节讨论的是两个比较特殊的多元微分情景,即反函数和隐函数,本节的主要结论是只要导数 D f ( x ) Df(x) Df(x)是非奇异的,那么 f f f有一个可微的反函数 g g g。作者将过程分成了三个定理逐步证明。

Exercises

Exercise 1. Let f : R 2 → R 2 f:\mathbf{R}^2\to\mathbf{R}^2 f:R2R2 be defined by the equation f ( x , y ) = ( x 2 − y 2 , 2 x y ) f(x,y)=(x^2-y^2,2xy) f(x,y)=(x2y2,2xy).
( a ) Show that f f f is one-to-one on the set A A A consisting of all ( x , y ) (x,y) (x,y) with x > 0 x>0 x>0.
( b ) What is the set B = f ( A ) B=f(A) B=f(A)?
( c ) If g g g is the inverse function, find D g ( 0 , 1 ) Dg(0,1) Dg(0,1).
Solution:
( a ) Suppose f ( x , y ) = f ( a , b ) f(x,y)=f(a,b) f(x,y)=f(a,b), in which x > 0 , a > 0 x>0,a>0 x>0,a>0, then we know x 2 − y 2 = a 2 − b 2 x^2-y^2=a^2-b^2 x2y2=a2b2 and x y = a b xy=ab xy=ab, also since ∥ f ( x , y ) ∥ = ∥ f ( a , b ) ∥ \|f(x,y)\|=\|f(a,b)\| f(x,y)=f(a,b), we have ( x 2 − y 2 ) 2 + 4 x 2 y 2 = ( a 2 − b 2 ) 2 + 4 a 2 b 2 (x^2-y^2 )^2+4x^2 y^2=(a^2-b^2 )^2+4a^2 b^2 (x2y2)2+4x2y2=(a2b2)2+4a2b2, thus x 2 + y 2 = a 2 + b 2 x^2+y^2=a^2+b^2 x2+y2=a2+b2, together with x 2 − y 2 = a 2 − b 2 x^2-y^2=a^2-b^2 x2y2=a2b2 we have x 2 = a 2 x^2=a^2 x2=a2, and thus x = a x=a x=a, together with x y = a b xy=ab xy=ab we get y = b y=b y=b, so f f f is one-to-one.
( b ) Since A = { ( x , y ) : x > 0 } A=\{(x,y):x>0\} A={ (x,y):x>0}, we write x = a cos ⁡ θ , y = a sin ⁡ θ x=a \cos\theta,y=a \sin\theta x=acosθ,y=asinθ, in which a > 0 , θ ∈ ( − π / 2 , π / 2 ) a>0,\theta\in(-\pi/2,\pi/2) a>0,θ(π/2,π/2), then f ( a , θ ) = ( a 2 cos ⁡ 2 θ , a 2 sin ⁡ 2 θ ) f(a,\theta)=(a^2 \cos2\theta,a^2\sin2\theta ) f(a,θ)=(a2cos2θ,a2sin2θ), in which 2 θ ∈ ( − π , π ) 2\theta\in(-\pi,\pi) 2θ(π,π), thus we can never have cos ⁡ 2 θ = − 1 \cos2\theta=-1 cos2θ=1, also cos ⁡ 2 θ \cos2\theta cos2θ and sin ⁡ 2 θ \sin2\theta sin2θ cannot be 0 0 0 simultaneously, we get B = R 2 − { ( x , 0 ) : x ≤ 0 } B=\mathbf{R}^2-\{(x,0):x\leq0\} B=R2{ (x,0):x0}.
( c ) We have D g ( 0 , 1 ) = [ D f ( g ( 0 , 1 ) ) ] − 1 Dg(0,1)=[Df(g(0,1))]^{-1} Dg(0,1)=[Df(g(0,1))]1, in which g ( 0 , 1 ) = ( x , y ) g(0,1)=(x,y) g(0,1)=(x,y), which satisfies f ( x , y ) = ( 0 , 1 ) f(x,y)=(0,1) f(x,y)=(0,1), solve it we get x = y = 1 / 2 x=y=1/\sqrt{2} x=y=1/2 , as
D f ( x , y ) = [ 2 x 2 y − 2 y 2 x ] , D f ( 1 2 , 1 2 ) = [ 2 2 − 2 2 ] , [ D f ( 1 2 , 1 2 ) ] − 1 = 1 4 [ 2 − 2 2 2 ] Df(x,y)=\begin{bmatrix}2x&2y\\-2y&2x\end{bmatrix},\quad Df\left(\frac{1}{\sqrt{2}},\frac{1}{\sqrt{2}}\right)=\begin{bmatrix}\sqrt{2}&\sqrt{2}\\-\sqrt{2}&\sqrt{2}\end{bmatrix},\quad \left[Df\left(\frac{1}{\sqrt{2}},\frac{1}{\sqrt{2}}\right)\right]^{-1}=\frac{1}{4}\begin{bmatrix}\sqrt{2}&-\sqrt{2}\\\sqrt{2}&\sqrt{2}\end{bmatrix} Df(x,y)=[2x2y2y2x],Df(

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