Implicit Function Theorem

Solves F(x,y)=0 locally for y as a C^1 function of x when a Jacobian block is invertible
Implicit Function Theorem

Implicit Function Theorem: Let URn+mU\subseteq\mathbb{R}^{n+m} be open and let F:URmF:U\to\mathbb{R}^m be of C1C^1. Write points as (x,y)(x,y) with xRnx\in\mathbb{R}^n and yRmy\in\mathbb{R}^m. Suppose (a,b)U(a,b)\in U satisfies F(a,b)=0 F(a,b)=0 and the m×mm\times m with respect to yy is invertible at (a,b)(a,b): det(Fy(a,b))0. \det\left(\frac{\partial F}{\partial y}(a,b)\right)\neq 0. Then there exist AA of aa and BB of bb and a unique C1C^1 function g:ABg:A\to B such that F(x,g(x))=0for all xA. F(x,g(x))=0 \quad \text{for all } x\in A. Moreover, g(a)=bg(a)=b and its satisfies Dg(x)=(Fy(x,g(x)))1(Fx(x,g(x))). Dg(x)= -\left(\frac{\partial F}{\partial y}(x,g(x))\right)^{-1}\left(\frac{\partial F}{\partial x}(x,g(x))\right).

This theorem formalizes “implicit differentiation” and explains when a level set F(x,y)=0F(x,y)=0 is locally the graph of a smooth .

Proof sketch: Define H(x,y)=(x,F(x,y))H(x,y)=(x,F(x,y)) as a map Rn+mRn+m\mathbb{R}^{n+m}\to\mathbb{R}^{n+m}. The derivative DH(a,b)DH(a,b) is block-triangular with invertible diagonal blocks (identity in xx and F/y\partial F/\partial y in yy), hence invertible. Apply the to HH to solve for (x,y)(x,y) in terms of (x,F)(x,F) near (a,0)(a,0); setting F=0F=0 yields y=g(x)y=g(x).