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Local linearity for a multivariable function

A visual representation of local linearity for a function with a 2d input and a 2d output, in preparation for learning about the Jacobian matrix.

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  • leaf blue style avatar for user Tyler.Heers
    Its similar to the fact that the earth can look flat to humans because we are close to the surface but that's because the earth far larger than us. Many, if not most, continuous and smooth functions / topology would have this property at the limit, correct? as long as the resulting topology after the transformation is smooth.
    (9 votes)
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    • male robot hal style avatar for user Aiman
      I believe you are correct. The closer you zoom in on something the less of that total change you are seeing which is why it appears flat. It's as if you are taking the limit of something and getting closer and closer to a certain number without ever getting there.
      (2 votes)
  • blobby green style avatar for user jay
    1. Do all linear transforming functions have jacobians?
    2. If functions perform non-linear transformation, are jacobians approximations? If so, can we express it as y(x+dx) - y(x) = Jdx + error? How big is the error in most cases?
    (5 votes)
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    • hopper happy style avatar for user Tristan Duquesne
      1) Linear functions (those that verify f(x+y) = f(x)+f(y) and f(c*x) = c*f(x) where c is a scalar and x and y are vectors) are the same, in finite dimension, as your matrices with "only numbers in them" (no variables in the coefficients). All of them have a Jacobian, yes, and they are a very special case, their Jacobian is equal to themselves in every point of the space. This means [[4,3],[5,-6]] for example, is a linear function (the dimension m*n of the matrix represents that it's a linear function from R^n to R^m, or C^n to C^m for matrices with complex numbers as coefficients, so here our 2*2 example is from R² to R²). And the jacobian (the "true" multivariate generalization of our classical derivative) is also the matrix [[4,3],[5,-6]].

      For R¹ to R¹ functions, our usual derivative f'(x) can technically be understood as a 1*1 matrix. When you take for example the 1D to 1D linear function f = x -> 4x, which takes the "1D vector" x and returns the 1D vector 4x, it could be understood as the 1*1 matrix [4]. Its derivative in every point is the number 4, which can also be understood as a function rather than a number: the 1*1 matrix [4].

      2) Remember series expansion of functions ? Where you use the Taylor formula which spans as many derivatives as it can, and has an integral remainder which is negligible when close to a certain point ? Well it can be generalized for multiple variables as well, http://fourier.eng.hmc.edu/e176/lectures/NM/node45.html
      Is this what you meant ? The size of the error will completely depend on your dx and second/third/fourth etc multivariate derivatives, which are tensors (hypermatrices) if I'm not mistaken.
      (7 votes)
  • blobby green style avatar for user coltwgra
    Do all multi variable transformations of 2-d planes onto other 2-d planes posses local linearity?
    (2 votes)
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    • duskpin ultimate style avatar for user Jinsung Lim
      This is my guess, I think there's local linearity at a point (𝑥₀, 𝑦₀) if the function is differentiable at the point. This idea is an extension of that you can linearly approximate a single-variable scalar function at a point (𝑥₀, 𝑦₀) when the function is differentiable at the point.
      This is not a rigorous proof, maybe there must be different things you should consider.
      (4 votes)
  • blobby green style avatar for user jimena.olivares.rivera28
    Which software is the one used to make the Khan multivariable videos?
    (2 votes)
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  • leaf orange style avatar for user PTNLemay
    Is locally linear the same as continuous?
    (1 vote)
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  • blobby green style avatar for user maxgedig
    Thank you for the "r".
    (2 votes)
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  • blobby green style avatar for user gerensuner
    How do we prove a function is locally linear?
    (1 vote)
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  • piceratops ultimate style avatar for user Ace Spitzer
    "Locally Linear" makes me think of Riemann Sums and looking at a small chunk of a larger function. Around when the transformation happens, I notice that some parts of the grid rotate clockwise and others counter-clockwise. Is that because you are using the sine function with the variables switched?
    (1 vote)
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  • mr pink red style avatar for user Siddart
    So in that grid there must be infinite points. How is it possible that the computer is able to transform every single point? Because this would mean that is transforming an infinite number of points right?
    (1 vote)
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Video transcript

- [Tutor] So, a lot of the concepts that you learn about in multi-variable calculus, are really all about ideas that you originally might've learned in linear algebra, and then transferring those to apply to nonlinear problems. So for example, I'm gonna give you a function, some kind of function that takes in a 2D vector, xy, and it's also going to spit out a 2D vector, and the specific one I have in mind, this is just kind of arbitrary, is x plus sin of y, and then, because I'm a sucker for symmetry, I'm gonna make it y plus sin of x. Though of course, this could be any arbitrary function, you don't need that kind of symmetry. So, in the last video, I gave a little refresher on how to think about linear transformations and ideas from linear algebra, and how you encode a linear transformation using a matrix, and kind of visualize it, I use this grid, and here, I wanna show what this function looks like as a transformation of space. As in, I'm gonna tell the computer, take every single point on this blue grid here, and if that point is xy, I want you to move it over to the point x plus sin of y, y plus sin of x. And here's what that looks like. Alright, so things get really wavy, really curly, this is not at all a linear transformation, all of the lines don't remain lines, they're no longer nice grid lines that are parallel and evenly spaced, in some sense, there is much, much more information that goes into nonlinear functions than into linear functions. And because this is rather complicated, I think it might be easy to see what's going on if we just focus on a single individual point. So let me look at a point like, hmm, let's say, pi/2 and zero, okay? So if that's what I'm plugging in, x is pi/2, so at the top here, x stays the same, it's pi/2, and then sin of y would be sin of zero, so that x component is gonna completely stay the same. And then for the bottom, y, or y is also zero, plus sin of x, sin of pi/2 is one, and just, I'll go ahead and write sin of pi/2, sin of pi/2, but you can think of that as just being one. So what that means on the transformation over here, is if we look at the point that's at pi/2, zero, and pi/2 is a little about 1.5, so that's gonna be around here, we expect it to move to the point pi/2, one. So it should just move vertically by one unit, and if you just focus on that one point during the transformation, notice that's exactly what happens, it just moves vertically one point. And of course, things are quite complicated because every point is doing that, right? The computer's taking in every point and moving it to where it should go. So, after having given the refresher on thinking about linear transformations and encoding them with matrices last time, something like this might feel completely intractable. You certainly have to store much more information than just four numbers to record where everything goes. But this function has a nice property, a property that we deal with all the time in multi-variable calculus. It's what we call locally linear. Locally linear. And what that means is if I was to take our initial setup, and then zoom in on a given point, so I'm gonna zoom in around this point on the left here, and this box, kind of in the upper right, just shows the zoomed-in version of that. And first of all, I'm gonna add some more grid lines, so they're really very close grid lines, we can see from the zoomed-out picture, but this just makes it so that when we're zoomed in, we can see a little bit more of what's going on. And now, when I play the animation, I'm gonna have this yellow box that's doing the zooming follow the point at its center, so this box will be moving, and we're always just gonna look at what it zoomed in on, 'kay? So it's gonna be following what's going on around that point during the transformation. And we can see, inside this zoomed version, it's still not linear, the lines get a little bit curved, but this looks a lot more like a linear function, it looks a lot more like the grid lines that started off horizontal and vertical, are remaining parallel and evenly spaced. And in fact, let's say I zoom in even further, to an even smaller yellow box here, and again, I'm gonna add in some more grid lines right around it, so they're very, very densely packed. And this is purely an artifact of visualizing things, I could choose to put points or lines or anything wherever I want, and I just think showing the grid lines and only the grid lines and where they move, gives sort of a feel for what the function is doing. So this time, when I play it, and that zooming-in box kind of tracks the point that we're looking at, as it goes, the neighborhood around it, all of the points around it, really, really do look like a linear function. And the more you zoom in, the more it looks precisely like a certain linear function. Oh, I guess I should've written an r over here. Locally linear. So this raises the question, if we're looking around some specific point, which I'll call x nought and y nought, this should correspond in some way to the linear transformation that it looks like around it. There should be some kind of matrix, some two-by-two matrix, that represents the linear transformation that this function, this much more complicated function, looks like around that point. So this idea of zooming in is what we mean by local, and in the next video, I'm gonna show you what this matrix looks like in terms of partial derivatives for our original function. See you then!