# Jacobian Matrix ```toc ``` - Given a function of mapping a n-dim input vector x to a m-dim output vector $\mathbf{f}: \mathbb{R}^n \mapsto \mathbb{R}^m$, the matrix of all first order partial derivates of this function is the Jacobian matrix J - $\mathbf{J}_{ij} = \frac{\partial f_i}{\partial x_j}$ - jacobian matrix $\mathbf{J} = \begin{bmatrix} \frac{\partial f_1}{\partial x_1} & \dots & \frac{\partial f_1}{\partial x_n} \\[6pt] \vdots & \ddots & \vdots \\[6pt] \frac{\partial f_m}{\partial x_1} & \dots & \frac{\partial f_m}{\partial x_n} \\[6pt] \end{bmatrix}$ ## Determinant - The absolute value of the determinant can be thought of as a measure of _"how much multiplication by the matrix expands or contracts space"._ - Only exists for square matrices - if det(M) = 0, then M is not invertible - The determinant of a 2 × 2 matrix is ${\displaystyle {\begin{vmatrix}a&b\\c&d\end{vmatrix}}=ad-bc}$ - determinant of a 3 × 3 matrix is $\begin{vmatrix} a & b & c \\ d & e & f \\ g & h & i \end{vmatrix}= aei + bfg + cdh - ceg - bdi - afh$ - nxn matrix M is $\det M = \det \begin{bmatrix} a_{11} & a_{12} & \dots & a_{1n} \\ a_{21} & a_{22} & \dots & a_{2n} \\ \vdots & \vdots & & \vdots \\ a_{n1} & a_{n2} & \dots & a_{nn} \\ \end{bmatrix} = \sum_{j_1 j_2 \dots j_n} (-1)^{\tau(j_1 j_2 \dots j_n)} a_{1j_1} a_{2j_2} \dots a_{nj_n}$ - where the subscript under the summation j1⁢j2…jn are all permutations of the set {1, 2, …, n}, so there are n! items in total; τ⁡(.) indicates the signature of a permutation. - $det(AB) = det(A)det(B)$