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From: Invisible
Subject: Iterated derivatives
Date: 16 Nov 2009 07:39:52
Message: <4b014818$1@news.povray.org>
Suppose that the first derivative of f(x) is g(x).

What the hell is the derivative of f(f(x))?


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From: Fredrik Eriksson
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 07:49:30
Message: <op.u3hm8s0i7bxctx@e6600>
On Mon, 16 Nov 2009 13:39:50 +0100, Invisible <voi### [at] devnull> wrote:
> Suppose that the first derivative of f(x) is g(x).
>
> What the hell is the derivative of f(f(x))?

http://www.google.com/search?q=What+is+the+derivative+of+a+composite+function%3F

http://en.wikipedia.org/wiki/Chain_rule

Basic high-school level math. I am slightly surprised that you did not  
know it, though I am not in the least surprised that you did not bother to  
google for it.



-- 
FE


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 07:51:11
Message: <4b014abf$1@news.povray.org>
Fredrik Eriksson wrote:

> Basic high-school level math. I am slightly surprised that you did not 
> know it,

What, you mean given that I've never been tought mathematics?

> though I am not in the least surprised that you did not bother 
> to google for it.

Oh, I did Google it. I just didn't comprehend the answer. (In 
particular, I've already read the Wikipedia entry.)


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From: Fredrik Eriksson
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:08:41
Message: <op.u3hn4rey7bxctx@e6600>
On Mon, 16 Nov 2009 13:51:11 +0100, Invisible <voi### [at] devnull> wrote:
>
> Oh, I did Google it. I just didn't comprehend the answer. (In  
> particular, I've already read the Wikipedia entry.)

What is so difficult to understand about it? I thought function  
composition would be one of the areas of math that you were actually good  
at, given your fanatical obsession with a certain functional programming  
language.

Anyway:

The derivative of f( g(x) ) is f'(g(x))*g'(x).

Substitute the inner function into the derivative of the outer function,  
and then multiply by the derivative of the inner function.



In your example, we want the derivative of f(f(x)) (i.e. the outer and  
inner functions are the same), and we know that f'(x) = g(x) (try not to  
mix up all the f's and g's).

df(f(x))/dx = f'(f(x))*f'(x) = g(f(x))*g(x)



-- 
FE


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:14:28
Message: <4b015034$1@news.povray.org>
>> Oh, I did Google it. I just didn't comprehend the answer. (In 
>> particular, I've already read the Wikipedia entry.)
> 
> What is so difficult to understand about it?

One formula appears to say the derivative is f(x) * g(x), and another 
appears to say it's f'(g(x)) * g'(x), which is different, but these are 
supposed to be different notations for the same formula...?

> I thought function 
> composition would be one of the areas of math that you were actually 
> good at, given your fanatical obsession with a certain functional 
> programming language.

Function composition I get. It's what that does to the derivating I 
can't quite wrap my brain around.

> Anyway:
> 
> The derivative of f( g(x) ) is f'(g(x))*g'(x).
> 
> Substitute the inner function into the derivative of the outer function, 
> and then multiply by the derivative of the inner function.

> df(f(x))/dx = f'(f(x))*f'(x) = g(f(x))*g(x)

Right. So basically, the function I'm looking for is f'(f(x))*f'(x)?

So presumably the derivative of f(f(f(x))) is going to be something like 
f'(f(f(x))) * f'(f(x)) * f'(x)? And in general, the Nth composition will 
be ever more complex as N increases?

Oh dear.


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:15:52
Message: <4b015088$1@news.povray.org>
Fredrik Eriksson wrote:

> Basic high-school level math. I am slightly surprised that you did not 
> know it, though I am not in the least surprised that you did not bother 
> to google for it.

...what I *should* have done of course is

http://www.wolframalpha.com/input/?i=derivative+f(f(x))

*facepalm*


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:19:46
Message: <4b015172$1@news.povray.org>
Invisible wrote:

> So presumably the derivative of f(f(f(x))) is going to be something like 
> f'(f(f(x))) * f'(f(x)) * f'(x)? And in general, the Nth composition will 
> be ever more complex as N increases?
> 
> Oh dear.

Ooo, but wait... The Nth derivative of a polynomial will be zero if N 
exceeds the order of the polynomial. Hmm.


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:32:01
Message: <4b015451@news.povray.org>
>> So presumably the derivative of f(f(f(x))) is going to be something 
>> like f'(f(f(x))) * f'(f(x)) * f'(x)? And in general, the Nth 
>> composition will be ever more complex as N increases?
>>
>> Oh dear.
> 
> Ooo, but wait... The Nth derivative of a polynomial will be zero if N 
> exceeds the order of the polynomial. Hmm.

...which doesn't help, because the derivative of the Nth iterate will be

   f'(x) * f'(f(x)) * f'(f(f(x)) * f'(f(f(f(x))) * ...

which involves only the first derivating of f and the iterates of f.

Damnit, I really suck at math. :'{


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From: Invisible
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:34:10
Message: <4b0154d2@news.povray.org>
Invisible wrote:

> Damnit, I really suck at math. :'{

D f[n](x) = D f[n-1](x) * f'(f[n-1](x))

Maybe this isn't so bad...

Or maybe I just need to GROW A FRIGGIN' BRAIN! >_<


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From: Fredrik Eriksson
Subject: Re: Iterated derivatives
Date: 16 Nov 2009 08:34:51
Message: <op.u3hpcdj97bxctx@e6600>
On Mon, 16 Nov 2009 14:14:27 +0100, Invisible <voi### [at] devnull> wrote:
>
> One formula appears to say the derivative is f(x) * g(x), and another  
> appears to say it's f'(g(x)) * g'(x), which is different, but these are  
> supposed to be different notations for the same formula...?

The first one is obviously wrong, unless you mixed up all the f's, g's and  
little circles. It is difficult to tell without context.


>> df(f(x))/dx = f'(f(x))*f'(x) = g(f(x))*g(x)
>
> Right. So basically, the function I'm looking for is f'(f(x))*f'(x)?

Yes.



> And in general, the Nth composition will be ever more complex as N  
> increases?

Yes.



> ...what I *should* have done of course is
>  http://www.wolframalpha.com/input/?i=derivative+f(f(x))

Except that it is the wrong answer, or rather the wrong question. Wolfram  
thought you meant (f <dot> f)(x), when what you actually meant was (f  
<circle> f)(x).

Just one more reason why it is better to learn the formulas yourself  
instead of relying on a computer to help you all the time.



-- 
FE


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