Linear Algebra – Jacobian Matrix vs. Transformation Matrix

coordinate systemslinear algebramultivariable-calculusvector analysisvectors

Given is a coordinate system $\{x_1,x_2,…,x_n\}$ and another, second coordinate system $\{y_1,y_2,…,y_n\}$, where

$x_1=x_1(y_1,y_2,…,y_n)$

$x_2=x_2(y_1,y_2,…,y_n)$

$x_n=x_n(y_1,y_2,…,y_n)$

Then the Jacobian matrix is

$${\mathbf J}=\begin{pmatrix}
\frac{\partial x_1}{\partial y_1} & \frac{\partial x_1}{\partial y_2} & … & \frac{\partial x_1}{\partial y_n}\\
\frac{\partial x_2}{\partial y_1} & \frac{\partial x_2}{\partial y_2} & … & \frac{\partial x_2}{\partial y_n}\\
… \\
\frac{\partial x_n}{\partial y_1} & \frac{\partial x_n}{\partial y_2} & … & \frac{\partial x_n}{\partial y_n}\\
\end{pmatrix}$$

Now, consider vector $\vec{u}$. Its coordinates in $\{x_k\}$ are
$\vec{u}=(u_{x1},u_{x2},…,u_{xn})$, while its coordinates in $\{y_k\}$ are
$\vec{u}=(u_{y1},u_{y2},…,u_{yn})$, where

$$\begin{pmatrix}
u_{x1}\\
u_{x2}\\
… \\
u_{xn}\\
\end{pmatrix}=
{\mathbf A} \cdot
\begin{pmatrix}
u_{y1}\\
u_{y2}\\
… \\
u_{yn}\\
\end{pmatrix}$$

What is the difference between the Jacobian matrix ${\mathbf J}$ and the Transformation matrix ${\mathbf A}$? How are they related? Please, write the expression that connects them.

————EXAMPLE———–

Cartesian and cylindrical coordinates are related via

$x=r\cos\theta$

$y=r\sin\theta$

$z=z$

Then the Jacobian is

$${\mathbf J}=\begin{pmatrix}
\frac{\partial x}{\partial r} & \frac{\partial x}{\partial \theta} & \frac{\partial x}{\partial z}\\
\frac{\partial y}{\partial r} & \frac{\partial y}{\partial \theta} & \frac{\partial y}{\partial z}\\
\frac{\partial z}{\partial r} & \frac{\partial z}{\partial \theta} & \frac{\partial z}{\partial z}\\
\end{pmatrix}=
\begin{pmatrix}
\cos\theta & -r\sin\theta & 0\\
\sin\theta & r\cos\theta & 0\\
0 & 0 & 1\\
\end{pmatrix}$$

and $\det({\mathbf J})=r$. Because ${\mathbf J}$ is orthogonal when $r=1$,

${\mathbf J}^{-1}={\mathbf J}^{T}=\begin{pmatrix}
\cos\theta & \sin\theta & 0\\
-\sin\theta & \cos\theta & 0\\
0 & 0 & 1\\
\end{pmatrix}$

The Cartesian basis vectors are

$\hat{\mathbf i} = \begin{pmatrix}
1\\
0\\
0\\
\end{pmatrix}$;
$\hat{\mathbf j} = \begin{pmatrix}
0\\
1\\
0\\
\end{pmatrix}$;
$\hat{\mathbf k} = \begin{pmatrix}
0\\
0\\
1\\
\end{pmatrix}$;

The cylindrical basis vectors are

$\hat{\mathbf r}=
\begin{pmatrix}
\cos\theta\\
\sin\theta\\
0\\
\end{pmatrix}$;
$\hat{\mathbf \theta}=
\begin{pmatrix}
-\sin\theta\\
\cos\theta\\
0\\
\end{pmatrix}$;
$\hat{\mathbf z} = \begin{pmatrix}
0\\
0\\
1\\
\end{pmatrix}$.

It seems that

$\hat{\mathbf r}={\mathbf A}\cdot \hat{\mathbf i}$

$\hat{\mathbf \theta}={\mathbf A}\cdot \hat{\mathbf j}$

$\hat{\mathbf z}={\mathbf A}\cdot \hat{\mathbf k}$

if the transformation matrix ${\mathbf A}$ is given by

${\mathbf A}=\frac{1}{\det({\mathbf J})}{\mathbf J}^{-1}$.

Is this conclusion true? Is this the relationship between ${\mathbf A}$ and ${\mathbf J}$?

Best Answer

The term "Jacobian" traditionally refers to the determinant of the derivative matrix. The derivative matrix can be thought of as a local transformation matrix.

If you want the amount of change ${dx,dy,dz}$ due to a change ${dr,d\theta,dx}$ multiply the derivative matrix by the latter as a column vector. It's just the chain rule.

Think it through, geometrically.