<?xml version='1.0'?> <?xml-stylesheet type='text/xsl' href='pmathml.xsl'?> <html xmlns='http://www.w3.org/1999/xhtml'> <head> <title>An Important Reverse Mode Identity</title> <meta name="description" id="description" content="An Important Reverse Mode Identity"/> <meta name="keywords" id="keywords" content=" "/> <style type='text/css'> body { color : black } body { background-color : white } A:link { color : blue } A:visited { color : purple } A:active { color : purple } </style> <script type='text/javascript' language='JavaScript' src='_reverse_identity_xml.js'> </script> </head> <body> <table><tr> <td> <a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a> </td> <td><a href="acosreverse.xml" target="_top">Prev</a> </td><td><a href="glossary.xml" target="_top">Next</a> </td><td> <select onchange='choose_across0(this)'> <option>Index-></option> <option>contents</option> <option>reference</option> <option>index</option> <option>search</option> 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<option>reverse_identity</option> </select> </td> <td>reverse_identity</td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Notation</option> <option>Reverse Sweep</option> <option>Theorem</option> <option>Proof</option> </select> </td> </tr></table><br/> <center><b><big><big>An Important Reverse Mode Identity</big></big></b></center> The theorem and the proof below is a restatement of the results on page 236 of <a href="bib.xml#Evaluating Derivatives" target="_top"><span style='white-space: nowrap'>Evaluating Derivatives</span></a> . <br/> <br/> <b><big><a name="Notation" id="Notation">Notation</a></big></b> <br/> Given a function <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>f</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>u</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>v</mi> <mo stretchy="false">)</mo> </mrow></math> where <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>u</mi> <mo stretchy="false">∈</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>n</mi> </msup> </mrow></math> we use the notation <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mfrac><mrow><mo stretchy="false">∂</mo> <mi mathvariant='italic'>f</mi> </mrow> <mrow><mo stretchy="false">∂</mo> <mi mathvariant='italic'>u</mi> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>u</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>v</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mrow><mo stretchy="true">[</mo><mrow><mfrac><mrow><mo stretchy="false">∂</mo> <mi mathvariant='italic'>f</mi> </mrow> <mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>u</mi> <mn>1</mn> </msub> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>u</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>v</mi> <mo stretchy="false">)</mo> <mo stretchy="false">,</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">,</mo> <mfrac><mrow><mo stretchy="false">∂</mo> <mi mathvariant='italic'>f</mi> </mrow> <mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>u</mi> <mi mathvariant='italic'>n</mi> </msub> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>u</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>v</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> </mrow></math> <br/> <b><big><a name="Reverse Sweep" id="Reverse Sweep">Reverse Sweep</a></big></b> <br/> When using <a href="reverse_any.xml" target="_top"><span style='white-space: nowrap'>reverse mode</span></a> we are given a function <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>F</mi> <mo stretchy="false">:</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>n</mi> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>m</mi> </msup> </mrow></math> , a matrix of Taylor coefficients <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">∈</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> </mrow></math> , and a weight vector <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>w</mi> <mo stretchy="false">∈</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>m</mi> </msup> </mrow></math> . We define the functions <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>X</mi> <mo stretchy="false">:</mo> <mi mathvariant='italic'>B</mi> <mo stretchy="false">×</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>n</mi> </msup> </mrow></math> , <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>W</mi> <mo stretchy="false">:</mo> <mi mathvariant='italic'>B</mi> <mo stretchy="false">×</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <mi mathvariant='italic'>B</mi> </mrow></math> , and <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msub><mi mathvariant='italic'>W</mi> <mi mathvariant='italic'>j</mi> </msub> <mo stretchy="false">:</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <mi mathvariant='italic'>B</mi> </mrow></math> by <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mi mathvariant='italic'>t</mi> <mo stretchy="false">+</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>p</mi> <mn>-1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <msup><mi mathvariant='italic'>t</mi> <mrow><mi mathvariant='italic'>p</mi> <mn>-1</mn> </mrow> </msup> </mtd></mtr><mtr><mtd columnalign="right" > <mi mathvariant='italic'>W</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <msub><mi mathvariant='italic'>w</mi> <mn>0</mn> </msub> <msub><mi mathvariant='italic'>F</mi> <mn>0</mn> </msub> <mo stretchy="false">[</mo> <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">]</mo> <mo stretchy="false">+</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">+</mo> <msub><mi mathvariant='italic'>w</mi> <mrow><mi mathvariant='italic'>m</mi> <mn>-1</mn> </mrow> </msub> <msub><mi mathvariant='italic'>F</mi> <mrow><mi mathvariant='italic'>m</mi> <mn>-1</mn> </mrow> </msub> <mo stretchy="false">[</mo> <mi mathvariant='italic'>X</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">]</mo> </mtd></mtr><mtr><mtd columnalign="right" > <msub><mi mathvariant='italic'>W</mi> <mi mathvariant='italic'>j</mi> </msub> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mi mathvariant='italic'>W</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr></mtable> </mrow></math> where <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow></math> is the <i>j</i>-th column of <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">∈</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> </mrow></math> . The theorem below implies that <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mfrac><mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>W</mi> <mi mathvariant='italic'>j</mi> </msub> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mfrac><mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>W</mi> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msub> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow></math> A <a href="reverse_any.xml" target="_top"><span style='white-space: nowrap'>general reverse sweep</span></a> calculates the values <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mfrac><mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>W</mi> <mrow><mi mathvariant='italic'>p</mi> <mn>-1</mn> </mrow> </msub> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mspace width='1cm'/> <mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">=</mo> <mn>0</mn> <mo stretchy="false">,</mo> <mo stretchy="false">…</mo> <mo stretchy="false">,</mo> <mi mathvariant='italic'>p</mi> <mn>-1</mn> <mo stretchy="false">)</mo> </mrow></math> But the return values for a reverse sweep are specified in terms of the more useful values <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mfrac><mrow><mo stretchy="false">∂</mo> <msub><mi mathvariant='italic'>W</mi> <mi mathvariant='italic'>j</mi> </msub> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mspace width='1cm'/> <mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">=</mo> <mn>0</mn> <mo stretchy="false">,</mo> <mo stretchy="false">…</mo> <mo stretchy="false">,</mo> <mi mathvariant='italic'>p</mi> <mn>-1</mn> <mo stretchy="false">)</mo> </mrow></math> <br/> <b><big><a name="Theorem" id="Theorem">Theorem</a></big></b> <br/> Suppose that <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>F</mi> <mo stretchy="false">:</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>n</mi> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>m</mi> </msup> </mrow></math> is a <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>p</mi> </mrow></math> times continuously differentiable function. Define the functions <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">:</mo> <mi mathvariant='italic'>B</mi> <mo stretchy="false">×</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>n</mi> </msup> </mrow></math> , <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>Y</mi> <mo stretchy="false">:</mo> <mi mathvariant='italic'>B</mi> <mo stretchy="false">×</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>m</mi> </msup> </mrow></math> , and <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">:</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> <mo stretchy="false">→</mo> <msup><mi mathvariant='italic'>B</mi> <mi mathvariant='italic'>m</mi> </msup> </mrow></math> by <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mi mathvariant='italic'>Z</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mi mathvariant='italic'>t</mi> <mo stretchy="false">+</mo> <mo stretchy="false">⋯</mo> <mo stretchy="false">+</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>p</mi> <mn>-1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <msup><mi mathvariant='italic'>t</mi> <mrow><mi mathvariant='italic'>p</mi> <mn>-1</mn> </mrow> </msup> </mtd></mtr><mtr><mtd columnalign="right" > <mi mathvariant='italic'>Y</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mi mathvariant='italic'>F</mi> <mo stretchy="false">[</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">]</mo> </mtd></mtr><mtr><mtd columnalign="right" > <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mi mathvariant='italic'>Y</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr></mtable> </mrow></math> where <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow></math> denotes the <i>j</i>-th column of <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>x</mi> <mo stretchy="false">∈</mo> <msup><mi mathvariant='italic'>B</mi> <mrow><mi mathvariant='italic'>n</mi> <mo stretchy="false">×</mo> <mi mathvariant='italic'>p</mi> </mrow> </msup> </mrow></math> . It follows that for all <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>i</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>j</mi> </mrow></math> such that <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>i</mi> <mo stretchy="false">≤</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false"><</mo> <mi mathvariant='italic'>p</mi> </mrow></math> , <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr></mtable> </mrow></math> <br/> <b><big><a name="Proof" id="Proof">Proof</a></big></b> <br/> If follows from the definitions that <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><mo stretchy="false">∂</mo> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <msub><mrow><mo stretchy="true">[</mo><mrow><mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>F</mi> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> <mrow><mi mathvariant='italic'>t</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow> </msub> </mtd></mtr><mtr><mtd columnalign="right" > </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> </mfrac> <msub><mrow><mo stretchy="true">[</mo><mrow><mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mfrac><mrow><mo stretchy="false">∂</mo> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>F</mi> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> <mrow><mi mathvariant='italic'>t</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow> </msub> </mtd></mtr><mtr><mtd columnalign="right" > </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> </mfrac> <msub><mrow><mo stretchy="true">{</mo><mrow><mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mrow><mo stretchy="true">[</mo><mrow><msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>i</mi> </msup> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> </mrow><mo stretchy="true">}</mo></mrow> <mrow><mi mathvariant='italic'>t</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow> </msub> </mtd></mtr></mtable> </mrow></math> For <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>k</mi> <mo stretchy="false">></mo> <mi mathvariant='italic'>i</mi> </mrow></math> , the <i>k</i>-th partial of <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>i</mi> </msup> </mrow></math> with respect to <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>t</mi> </mrow></math> is zero. Thus, the partial with respect to <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>t</mi> </mrow></math> is given by <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mtable rowalign="center" ><mtr><mtd columnalign="right" > <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mrow><mo stretchy="true">[</mo><mrow><msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>i</mi> </msup> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <munderover><mo displaystyle='true' largeop='true'>∑</mo> <mrow><mi mathvariant='italic'>k</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow> <mi mathvariant='italic'>i</mi> </munderover> <mrow><mo stretchy="true">(</mo><mrow><mtable rowalign="center" ><mtr><mtd columnalign="center" > <mi mathvariant='italic'>j</mi> </mtd></mtr><mtr><mtd columnalign="center" > <mi mathvariant='italic'>k</mi> </mtd></mtr></mtable> </mrow><mo stretchy="true">)</mo></mrow> <mfrac><mrow><mi mathvariant='italic'>i</mi> <mo stretchy="false">!</mo> </mrow> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>k</mi> <mo stretchy="false">)</mo> <mo stretchy="false">!</mo> </mrow> </mfrac> <msup><mi mathvariant='italic'>t</mi> <mrow><mi mathvariant='italic'>i</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>k</mi> </mrow> </msup> <mspace width='.3em'/> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>k</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>k</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr><mtr><mtd columnalign="right" > <msub><mrow><mo stretchy="true">{</mo><mrow><mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> </mrow> </msup> </mrow> </mfrac> <mrow><mo stretchy="true">[</mo><mrow><msup><mi mathvariant='italic'>t</mi> <mi mathvariant='italic'>i</mi> </msup> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow><mo stretchy="true">]</mo></mrow> </mrow><mo stretchy="true">}</mo></mrow> <mrow><mi mathvariant='italic'>t</mi> <mo stretchy="false">=</mo> <mn>0</mn> </mrow> </msub> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mrow><mo stretchy="true">(</mo><mrow><mtable rowalign="center" ><mtr><mtd columnalign="center" > <mi mathvariant='italic'>j</mi> </mtd></mtr><mtr><mtd columnalign="center" > <mi mathvariant='italic'>i</mi> </mtd></mtr></mtable> </mrow><mo stretchy="true">)</mo></mrow> <mi mathvariant='italic'>i</mi> <mo stretchy="false">!</mo> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr><mtr><mtd columnalign="right" > </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">!</mo> </mrow> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr><mtr><mtd columnalign="right" > <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd><mtd columnalign="center" > <mo stretchy="false">=</mo> </mtd><mtd columnalign="left" > <mfrac><mrow><mn>1</mn> </mrow> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mtd></mtr></mtable> </mrow></math> Applying this formula to the case where <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>j</mi> </mrow></math> is replaced by <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow></math> and <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow> <mi mathvariant='italic'>i</mi> </mrow></math> is replaced by zero, we obtain <math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow> <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mfrac><mrow><mn>1</mn> </mrow> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> <mo stretchy="false">!</mo> </mrow> </mfrac> <mfrac><mrow><msup><mo stretchy="false">∂</mo> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mrow><mi mathvariant='italic'>t</mi> </mrow> <mrow><mi mathvariant='italic'>j</mi> <mo stretchy="false">-</mo> <mi mathvariant='italic'>i</mi> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <msup><mi mathvariant='italic'>F</mi> <mrow><mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">∘</mo> <mi mathvariant='italic'>Z</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant='italic'>t</mi> <mo stretchy="false">,</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">=</mo> <mfrac><mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>y</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>j</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> <mrow><mo stretchy="false">∂</mo> <msup><mi mathvariant='italic'>x</mi> <mrow><mo stretchy="false">(</mo> <mi mathvariant='italic'>i</mi> <mo stretchy="false">)</mo> </mrow> </msup> </mrow> </mfrac> <mo stretchy="false">(</mo> <mi mathvariant='italic'>x</mi> <mo stretchy="false">)</mo> </mrow></math> which completes the proof <hr/>Input File: omh/reverse_identity.omh </body> </html>