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Partial Jacobians

Definition

Let F ⁣:A⊆Rp+q→Rm\boldsymbol{F}\colon A\subseteq\mathbb{R}^{p+q}\to\mathbb{R}^m be differentiable, and write the variables as (x,y)(\boldsymbol{x},\boldsymbol{y}) with x∈Rp\boldsymbol{x}\in\mathbb{R}^p and y∈Rq\boldsymbol{y}\in\mathbb{R}^q. The partial Jacobians of F\boldsymbol{F} are the blocks

DxF(x,y)∈Rm×p,DyF(x,y)∈Rm×q.\boldsymbol{D}_x\boldsymbol{F}(\boldsymbol{x},\boldsymbol{y})\in\mathbb{R}^{m\times p},\qquad \boldsymbol{D}_y\boldsymbol{F}(\boldsymbol{x},\boldsymbol{y})\in\mathbb{R}^{m\times q}.

Together they form the full Jacobian:

DF(x,y)=(DxF(x,y)DyF(x,y)).\boldsymbol{D}\boldsymbol{F}(\boldsymbol{x},\boldsymbol{y}) =\begin{pmatrix}\boldsymbol{D}_x\boldsymbol{F}(\boldsymbol{x},\boldsymbol{y})&\boldsymbol{D}_y\boldsymbol{F}(\boldsymbol{x},\boldsymbol{y})\end{pmatrix}.

Interpretation

A partial Jacobian isolates how an equation system responds to one chosen block of variables while the other block is held fixed. It is the matrix version of a partial derivative.

A 3 by 5 Jacobian matrix of F(x, y) split into a 3 by 2 block of derivatives in x and a 3 by 3 block of derivatives in y.

Each row of the Jacobian belongs to one component FiF_i and each column to one variable. In the figure m=3m=3, p=2p=2 and q=3q=3: the two blue columns, derivatives with respect to x1x_1 and x2x_2, form DxF\boldsymbol{D}_x\boldsymbol{F} (3×23\times2), and the three red columns form DyF\boldsymbol{D}_y\boldsymbol{F} (3×33\times3). So the full Jacobian is split by columns, DF=(DxF∣DyF)\boldsymbol{D}\boldsymbol{F}=(\boldsymbol{D}_x\boldsymbol{F}\mid\boldsymbol{D}_y\boldsymbol{F}), never by rows.

The split matters when the two blocks play different roles. In the implicit function theorem, x\boldsymbol{x} is exogenous and y\boldsymbol{y} is solved for. If y=g(x)\boldsymbol{y}=\boldsymbol{g}(\boldsymbol{x}) satisfies F(x,g(x))=0\boldsymbol{F}(\boldsymbol{x},\boldsymbol{g}(\boldsymbol{x}))=\boldsymbol{0}, the multivariable chain rule gives DxF+DyF Dg=0\boldsymbol{D}_x\boldsymbol{F}+\boldsymbol{D}_y\boldsymbol{F}\,\boldsymbol{D}\boldsymbol{g}=\boldsymbol{0}, so Dg=−(DyF)−1DxF\boldsymbol{D}\boldsymbol{g}=-(\boldsymbol{D}_y\boldsymbol{F})^{-1}\boldsymbol{D}_x\boldsymbol{F} when the block DyF\boldsymbol{D}_y\boldsymbol{F} is square and invertible. Square means q=mq=m, as many unknowns as equations, as in the figure. For the circle F(x,y)=x2+y2−1F(x,y)=x^2+y^2-1 from the Examples this gives g′(x)=−x/yg'(x)=-x/y where y≠0y\neq0; at (1,0)(1,0) the block DyF=0D_yF=0, and indeed near that point yy is not a function of xx.

A common slip is to reverse the product. (DyF)−1(\boldsymbol{D}_y\boldsymbol{F})^{-1} is q×qq\times q and DxF\boldsymbol{D}_x\boldsymbol{F} is q×pq\times p, so Dg\boldsymbol{D}\boldsymbol{g} is q×pq\times p: one row for each endogenous variable and one column for each exogenous one. In the other order the sizes do not match unless p=qp=q.


Key Results


Examples

  • For F(x,y)=x2+y2−1F(x,y)=x^2+y^2-1, DxF=2xD_xF=2x and DyF=2yD_yF=2y.
  • For F(x1,x2,y)=(x1+y,x2y)\boldsymbol{F}(x_1,x_2,y)=(x_1+y,x_2y), DxF=(100y)\boldsymbol{D}_x\boldsymbol{F}=\begin{pmatrix}1&0\\0&y\end{pmatrix} and DyF=(1x2)\boldsymbol{D}_y\boldsymbol{F}=\begin{pmatrix}1\\x_2\end{pmatrix}.

Prerequisites

Sources

Aliases: partial jacobian Keywords: Jacobian with respect to variables, block Jacobian Symbols: element of, real numbers, subset

Last updated: 22 October 2026 19:04