chain rule
Noun
Meaning
chain rule
(calculus) A formula for computing the derivative of the functional composition of two or more functions.
Synonyms
Examples
Higher derivatives Faà di Bruno's formula generalizes the chain rule to higher derivatives.
By applying the chain rule, the last expression becomes: : which is the usual formula for the quotient rule.
Composites of more than two functions The chain rule can be applied to composites of more than two functions.
From this perspective the chain rule therefore says: : or for short, : That is, the Jacobian of a composite function is the product of the Jacobians of the composed functions (evaluated at the appropriate points).
In this case, the above rule for Jacobian matrices is usually written as: : The chain rule for total derivatives implies a chain rule for partial derivatives.
It also makes the chain rule easy to remember:In the formulation of calculus in terms of limits, the du symbol has been assigned various meanings by various authors.