• Kenneth Lange
Part of the Springer Texts in Statistics book series (STS)


Differentiation and integration are the two pillars on which all of calculus rests. For real-valued functions of a real variable, all of the major issues surrounding differentiation were settled long ago. For multivariate differentiation, there are still some subtleties and snares. We adopt a definition of differentiability that avoids most of the pitfalls and makes differentiation of vectors and matrices relatively painless. In later chapters, this definition also improves the clarity of exposition.


Differentiable Function Implicit Function Theorem Directional Derivative Kronecker Product Slope Function 
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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Kenneth Lange
    • 1
  1. 1.Department of Biomathematics and Human GeneticsUCLA School of MedicineLos AngelesUSA

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