Chapter 0

Basic Calculus
& Matrix

Part I
Differentiation

Basic Differentiation Rules

1.

d
a 0
dx

a is constant

Ex. f ( x ) 5
f ( x) 0
2.

d
ax n anx n 1
dx

Ex.

n a real number

f ( x) 6 x 7
f ( x) (6)(7) x 7 1 42 x 6
3

Basic Differentiation Rules

3.

d
d
d
f x g x f ( x) g ( x )
dx
dx
dx

Ex.

f ( x ) 7 x12
f ( x ) 0 12 x11 12 x11

More Differentiation Rules

The General Power Rule:
4.

Ex.

If h( x) f ( x)

h( x) n f ( x )

n 1

n, real
f ( x )

f ( x) 3x 4 x

then

6x 4
(30 x 20) 3 x 4 x

f ( x) 5 3 x 4 x
2

More Differentiation Rules

5. Product Rule
d
(u ) (v) (u ) (v ') (u ') (v)
dx

f ( x) x 2 x 5 21x

16 x 3x

3
7
2
Ex. f ( x) x 2 x 5 3 x 8 x 1
3

2 3x 7 8 x 2 1

30 x9 48 x 7 105 x 6 40 x 4 45 x 2 80 x 2

6. Quotient Rule
d u
(v) (u ') (u ) (v ')

2
dx (v)
v

Ex.

3x 5
f ( x) 2
x 2

f ( x)

3 x 2 2 2 x 3x 5

3 x 2 10 x 6

2
7

Differentiation of Exponential
Functions
Derivative of Exponential Function

d x
e ex
dx
d
e f ( x ) e f ( x ) f ( x)

dx

Example
Ex. Find the derivative of f ( x) e

f ( x) e

3 5 x

5e

d
3 5x
dx

3 5 x

35 x

Higher Derivatives
The second derivative of a function f is the derivative
of the derivative of f at a point x in the domain of the
first derivative.
Derivative
Second
Third
Fourth
nth

Notations

d2y
dx 2

d3y
dx3

(4)

d4y
dx 4

dny
dx n

10

Example of Higher Derivatives

Given f ( x) 3x5 2 x3 14 find f ( x ).

f ( x) 15 x 4 6 x 2

f ( x) 60 x 12 x
3

f ( x) 180 x 2 12

11

Part II
Integration

12

Basic Rules
Rule (k constant, n 1)

kdx kx

5dx 5x
n 1

kx
kx dx
n 1
n

Example

f g dx fdx gdx

9x
9 x dx
4

x2
x 1 dx x
2

13

Basic Rules
Rule

Example

e dx e
x

e f ( x)
dx
f '( x)

1
x dx dx ln x
x

f ( x)

(3 x 2 )

dx

14

(3 x 2 )

6x

Integration by Substitution
Steps:
1. Pick u = f (x), often the inside function.
2. Compute du f ( x )dx
3. Substitute to express the integral in terms of u.
4. Integrate the resulting integral.
5. Substitute to get the answer in terms of x.

15

Ex. Evaluate

x 5 x 2 7 dx

Let u 5 x 7 then du 10 xdx

1 1/ 2
x 5 x 7 dx
u du
10
2

Pick u, compute
du

Sub in

3/2

1 u

10 3 / 2
5x

Integrate

3/2
Sub in

15
16

Definite Integration
Let f be continuous on [a, b]. Then

f ( x)dx F (b) F (a )

where F is any antiderivative of f.

17

Ex.

2x dx
4

2x
2 x dx

4
3

1 4 1 4
2 0
2
2
8

18

Ex. Evaluate

1
2 x 1 dx
x

5
1
2
2 x 1 dx x ln x x 1
x

2
2
5 ln 5 5 1 ln1 1

28 ln 5 26.39056

19

Definite Integration for Substitution example

Ex. Evaluate

2 x 3 x
1

3x

1/ 2

dx

let u x 2 3 x
then du 2 x 3 dx

0 2 x 3 x
1

since u x 2 3 x;
x 0u 0
x 1 u 4

3x

1/ 2

Notice limits
change

dx u1/ 2 du
0

2 3/2
u
3

16

3
20

Partial Antiderivatives
We wish to extend the idea of integration to functions of two or
more variables. Lets begin by examining the idea of
antidifferentiation.
Evaluate

3 2
12
x
y dx

Since we are integrating with respect to x, we can treat the y as

a constant:
3 2
4 2

12 x y dx 3 x y c
In a similar manner
12 x y dy 4 x y c
3

This process is partial antidifferentiation.

21

Definition of Double Integral

The double integral of a function f (x, y) over a rectangle
R = { (x, y) | a x b, c y d } is

f ( x, y) dA
R

d
c
b
a

f ( x, y ) dy dx

f ( x, y ) dx dy

It represents the volume over the rectangle R, between the

xy plane and the surface z = f (x, y)
22

Evaluating a Double Integral

2
1

2
1

3
0

12 x y dy dx

108 x dx 27 x
3

2
1

12 x y dx dy

45 y dy 15 y
2

2
1

2
x 1

3
y0

2
1

4 x3 y3

dx

3
y0

405

3x 4 y 2

dy

2
x 1

405
23

Part III
Matrix

24

Introduction to Matrices
Entries or elements
One-one
entry
A=

a11

a12

a13

a1n

a21

a22

a23

a2n

a31

a32

a33

a3n

am1

am2

am3

...

amn

Three-N
entry

Size/order/dimension of matrix A: m x n
matrix (read m by n).
25

Square matrices
When m = n, i.e.,
a11 a12 K
a
a22
21

A
M
O

an1 an 2

a1n

a2 n

ann

A is called a square matrix of order n or nsquare matrix

26

Scalar multiplication
Let be any scalar and A = [aij] is an m n matrix.
Then A = [aij] for 1 i m, 1 j n, i.e., each
element in A is multiplied by .
1 2 3
Example: A
.
0 1 4

3 1 3 2 3 3
3A

3 0 3 1 3 4

Evaluate 3A.

3 6 9

0 3 12
27

Multiplication of Matrices
Size of the product: If A is a matrix of size m x
n and B is a matrix of size n x p then the
product AB will be a matrix of size m x p.
Matrix A

Matrix B

mxn

nxp
mxp
Matrix AB

28

A a11 a12 1x 2

Ex.
Calculate

b11 b12
B

b
b
21 22

2x2

AB 1x 2

A B a11b11 a12b21 a11b12 a12b22

Ex.
A 3 5 1 x 2

AB 1x 2 3(1) 5(2)

1 3
B

2
4

2x2

3(3) 5(4) 1x 2 13 29
29

Multiplication of square matrices

a b
A

c
d

a b
AB

c
d

2x2

e
B
g

e f
ae bg

g h
ce dg

f
h

2x2

af bh
cf dh

Ex.
0.6 0.3
0.4 0.7

0.6 0.3
0.6(0.6) 0.3(0.4) 0.6(0.3) 0.3(0.7)

0.4 0.7
0.4(0.6)

0.7(0.4)
0.4(0.3)

0.7(0.7)

0.48 0.39

0.52
0.61

30