Zulip Chat Archive
Stream: new members
Topic: duality between gradient and directional derivative
Johannes Riesterer (Oct 16 2024 at 12:17):
Hello. I need help to prove the duality between gradient and directional derivative.
-- Definition der Richtungsableitung
def directional_deriv (f : F → ℝ) (x : F) (v : F) : ℝ :=
(fderiv ℝ f x) v
-- Beweis, dass die Richtungsableitung gleich dem inneren Produkt des Gradienten mit dem Vektor ist
theorem directional_deriv_eq_inner_product:
directional_deriv f x v = ⟪gradient f x, v⟫ :=
by
rw [directional_deriv, gradient]
sorry
Thanx for any help
Notification Bot (Oct 16 2024 at 12:19):
A message was moved here from #new members > Help with simple proof by Ruben Van de Velde.
Ruben Van de Velde (Oct 16 2024 at 12:20):
Please provide a #mwe, but probably the next question is "what's the proof in English?"
Johannes Riesterer (Oct 16 2024 at 12:23):
I want to prove that the gradient points into the direction of the steepest ascend. This part is missing. Here is my code:
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
import Mathlib.Analysis.Calculus.Gradient.Basic
open Topology InnerProductSpace Set Filter Real
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace ℝ F] [CompleteSpace F]
variable {f : F → ℝ} {f' x : F}
local notation "⟪" x ", " y "⟫" => @inner ℝ _ _ x y
scoped[Gradient] notation "∇" => gradient
-- Beweis, dass der Gradient in die Richtung des steilsten Anstiegs zeigt
theorem gradient_csu (hf : DifferentiableAt ℝ f x) (v : F) :
⟪gradient f x, v⟫ * ⟪gradient f x, v⟫ ≤ ⟪gradient f x, gradient f x⟫ * ⟪v, v⟫ :=
by
exact real_inner_mul_inner_self_le (gradient f x) v
-- Definition der Richtungsableitung
def directional_deriv (f : F → ℝ) (x : F) (v : F) : ℝ :=
(fderiv ℝ f x) v
-- Beweis, dass die Richtungsableitung gleich dem inneren Produkt des Gradienten mit dem Vektor ist
theorem directional_deriv_eq_inner_product:
directional_deriv f x v = ⟪gradient f x, v⟫ :=
by
rw [directional_deriv, gradient]
sorry
-- Beweis, dass der Gradient in die Richtung des steilsten Anstiegs zeigt
theorem gradient_max_directional_deriv (hf : DifferentiableAt ℝ f x) (v : F) :
directional_deriv f x v ≤ ‖gradient f x‖ * ‖v‖ :=
by
rw [directional_deriv_eq_inner_product]
exact real_inner_le_norm (gradient f x) v
Richard Copley (Oct 16 2024 at 16:54):
rw?
says rw [toDual_symm_apply]
.
Johannes Riesterer (Oct 16 2024 at 19:01):
That works. Thank you very much Richard
Last updated: May 02 2025 at 03:31 UTC