So you think you know how to take derivatives?

07/28/2023, 8:30 PM9:00 PM UTC
32-141

Abstract:

Join us for ASE-60, where we celebrate the life and the career of Professor Alan Stuart Edelman, on the occasion of his 60th birthday: https://math.mit.edu/events/ase60celebration/

Description:

Derivatives are seen as the "easy" part of learning calculus: a few simple rules, and every function's derivatives are at your fingertips! But these basic techniques can turn bewildering if you are faced with much more complicated functions like a matrix determinant (what is a derivative "with respect to a matrix" anyway?), the solution of a differential equation, or a huge engineering calculation like a fluid simulation or a neural-network model. And needing such derivatives is increasingly common thanks to the growing prevalence of machine learning, large-scale optimization, and many other problems demanding sensitivity analysis of complex calculations. Although many techniques for generalizing and applying derivatives are known, that knowledge is currently scattered across a diverse literature, and requires students to put aside their memorized rules and re-learn what a derivative really is: linearization. In 2022 and 2023, Alan and I put together a one-month, 16-hour "Matrix Calculus" course at MIT that refocuses differential calculus on the linear algebra at its heart, and we hope to remind you that derivatives are not a subject that is "done" after your second semester of calculus.

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