∫ Recover university calculus
The classic first-year sequence, from functions to several variables, for anyone who wants the foundations back.
- 01
Functions
A rule that assigns to each input of a set exactly one output in a set . Calculus studies how outputs change when inputs change; computing is, quite literally, evaluating functions.
- 02
Limit of a function
: the values can be made as close to as we like by taking close enough to (but not equal). Derivatives, integrals and continuity are all defined as limits.
- 03
Continuity
is continuous at if : small changes in the input produce small changes in the output. Continuous on an interval means you can draw the graph without lifting the pen.
- 04
Derivative
is the instantaneous rate of change of at : the slope of the tangent line to the graph, defined as the limit of slopes of secant lines.
- 05
Chain rule
The derivative of a composition is the product of the derivatives: . Rates of change multiply along a chain — and backpropagation is this rule applied, very efficiently, to a neural network.
- 06
Mean value theorem
Somewhere on the instantaneous rate of change equals the average rate: . It is the bridge from derivatives to inequalities — and therefore to every error bound in numerical analysis.
- 07
Taylor polynomial
The polynomial of degree that matches and its first derivatives at a point . Degree 1 is the tangent line, degree 2 adds curvature; the higher the degree, the wider the region where it is a good approximation. At it is called a Maclaurin polynomial.
- 08
Antiderivatives and indefinite integrals
is an antiderivative of if ; all of them differ by a constant, written . Many elementary functions, such as , have no elementary antiderivative.
- 09
Definite integral
is the limit of Riemann sums: the signed area between the graph and the axis, or, more generally, the total accumulated by a rate over .
- 10
Fundamental theorem of calculus
Differentiation and integration are inverse operations. Accumulating a rate of change recovers the total change: , and the derivative of an accumulated quantity is the rate.
- 11
Numerical series
is the limit of the partial sums . Terms going to zero is necessary but not sufficient: the harmonic series diverges, while .
- 12
Taylor and Maclaurin series
Let the order go to infinity: whenever the remainder tends to 0. Functions equal to their Taylor series are called analytic; , , are, on all of .
- 13
Functions of several variables
(or ): many inputs, one (or many) outputs. With two inputs the graph is a surface over the plane; with a million inputs — the weights of a model — we reason with its level sets and its gradient.
- 14
Partial derivatives
: the derivative with respect to one variable, holding the others fixed. Each answers "how sensitive is the output to this input?" — for a neural network, to this weight.
- 15
Gradient
: the vector of all partial derivatives. It points in the direction of steepest ascent, its length is that steepest slope, and it is perpendicular to the level sets. Walk against it and you go downhill fastest.