MAT257Y1/Unit 7
Unit 7 · Analysis II

The Implicit Function Theorem

An equation $F(x,y)=0$ describes a set. The theorem says when that set is locally the graph of a function — when you can solve for $y$ in terms of $x$ without ever writing the solution down. It is the inverse function theorem wearing different clothes, and it is the reason a level set deserves to be called a surface.

By the end you can
Why it matters & where it comes from
Why it exists

Most interesting sets are given by equations, not parametrisations: a sphere is $\|x\|^2=1$, an energy level is $H=E$. To do calculus on such a set you need to know it is a graph locally, and this theorem is the only general tool that says so.

In the real world

Comparative statics in economics is this theorem: differentiate the equilibrium condition implicitly to see how the equilibrium moves when a parameter does. Constraint solvers, kinematic chains in robotics, and continuation methods for nonlinear systems all sit on it.

Story & open questions

Dini gave the standard modern proof in the 1870s, which is why the theorem carries his name in Italian texts. The regularity question — how little smoothness suffices — is still active, with Lipschitz and set-valued versions developed through the twentieth century for optimisation and control.

Statement

Setup Splitting the variables

Write points of $\mathbb{R}^{n+m}$ as $(x,y)$ with $x\in\mathbb{R}^n$ and $y\in\mathbb{R}^m$. For $F:\mathbb{R}^{n+m}\to\mathbb{R}^m$, split the Jacobian into blocks $JF=[\,\partial F/\partial x\ \ \partial F/\partial y\,]$ of sizes $m\times n$ and $m\times m$. The square block is the one that has to be invertible.

Theorem Implicit function theorem

Let $F$ be $C^1$ near $(a,b)$ with $F(a,b)=0$, and suppose $\partial F/\partial y(a,b)$ is invertible. Then there are open sets $U$ containing $a$ in $\mathbb{R}^n$ and $W$ containing $(a,b)$, and a $C^1$ map $g:U\to\mathbb{R}^m$ with $g(a)=b$, such that

$\{(x,y)\in W:F(x,y)=0\}=\{(x,g(x)):x\in U\}.$

Moreover, differentiating $F(x,g(x))=0$ gives

$Dg(x)=-\Big(\dfrac{\partial F}{\partial y}\Big)^{-1} \dfrac{\partial F}{\partial x},$

with both blocks evaluated at $(x,g(x))$. The count is worth noticing: $m$ equations remove $m$ of the $n+m$ variables, leaving $n$ free.

Proof From the inverse function theorem
Define $\Phi(x,y)=(x,F(x,y))$, a $C^1$ map from $\mathbb{R}^{n+m}$ to itself.
Its Jacobian is block triangular, $\begin{smallmatrix}I&0\\ \partial F/\partial x&\partial F/\partial y \end{smallmatrix}$, with determinant $\det(\partial F/\partial y)\ne0$. So $\Phi$ is locally invertible near $(a,b)$.
The inverse has the form $\Phi^{-1}(x,z)=(x,h(x,z))$ because $\Phi$ leaves the first block alone. Set $g(x)=h(x,0)$. Then $F(x,g(x))=0$, and any solution in the small neighbourhood is the image of $(x,0)$ under $\Phi^{-1}$, hence equals $(x,g(x))$. ∎

The two theorems are the same theorem. Which one is "the" result is a matter of taste; several texts prove the implicit version first and deduce the inverse one.

Check the right block. The variables you solve for are the ones whose block must be invertible. If $\partial F/\partial y$ is singular but $\partial F/\partial x$ is not, solve for $x$ instead — the set is still a graph, just over the other axis.

Reading the theorem geometrically

Example The circle

$F(x,y)=x^2+y^2-1$ has $\partial F/\partial y=2y$, invertible exactly when $y\ne0$. So near every point of the circle except $(\pm1,0)$ the circle is a graph $y=g(x)$, and indeed $g(x)=\pm\sqrt{1-x^2}$ with the sign fixed by which point you started at.

At $(\pm1,0)$ the circle is vertical and no function of $x$ can describe it. But $\partial F/\partial x=2x=\pm2\ne0$ there, so it is a graph $x=g(y)$ instead. The circle is a curve everywhere; only the choice of axis changes.

Example Implicit differentiation without a formula

Let $F(x,y)=y^5+xy-1$. Then $\partial F/\partial y=5y^4+x$, which at $(0,1)$ is $5\ne0$, so near $x=0$ there is a $C^1$ function $g$ with $g(0)=1$. Differentiating,

$g'(x)=-\dfrac{\partial F/\partial x}{\partial F/\partial y} =-\dfrac{y}{5y^4+x},\qquad g'(0)=-\tfrac15.$

The quintic has no solution formula. The derivative does.

Theorem Regular level sets

If $F:\mathbb{R}^{n+m}\to\mathbb{R}^m$ is $C^1$ and $JF(p)$ has rank $m$ at every $p$ in the level set $F^{-1}(0)$, then that level set is locally a graph over $n$ of the coordinates, and its tangent space at $p$ is $\ker JF(p)$, of dimension $n$.

Full rank means some $m\times m$ block is invertible; relabel the coordinates so it is the last one and apply the theorem. This statement is the definition of a manifold that Unit 13 will adopt.

Example Where regularity fails

$F(x,y)=y^2-x^3$ has $\nabla F=(-3x^2,2y)$, vanishing at the origin, which is on the curve. And the curve $y^2=x^3$ has a cusp there — it is not locally a graph in either variable in a $C^1$ way. Rank failure is not a technicality; it is where the geometry actually breaks.

Common pitfalls

• Checking $\nabla F\ne0$ when $m>1$. The condition is that the $m\times m$ block is invertible, that is $JF$ has full rank $m$.
• Expecting a global solution. The graph exists on some neighbourhood; the circle is the standing reminder that it cannot be all of the level set.
• Solving for the wrong variables and concluding the level set is singular. Try the other block first.
• Forgetting to evaluate the derivative formula at $(x,g(x))$ rather than at $(x,b)$.
• Assuming rank failure implies a singular point. $F(x,y)=y^2$ has $\nabla F=0$ along its zero set, which is a perfectly smooth line. The condition is sufficient, not necessary.

Practice

Original problems written for this guide in the style of Spivak and Munkres exercises. Write a full solution before opening the answer.

Practice 1 · Solvable points

For $F(x,y)=x^2+y^3-xy-3$, where can you solve for $y$ near a solution point?

Solution
$\partial F/\partial y=3y^2-x$, so wherever $x\ne3y^2$. At $(1,\ldots)$ you would check the specific solution; the condition is a curve in the plane that the theorem simply avoids.
Practice 2 · Implicit derivative

With $x^2+y^2+z^2=3$, find $\partial z/\partial x$ at $(1,1,1)$.

Solution
$\partial F/\partial z=2z=2\ne0$, so $z$ is a function of $(x,y)$ nearby, and $\partial z/\partial x=-2x/2z=-1$ at that point.
Practice 3 · Two equations

Given $x+y+z=0$ and $x^2+y^2+z^2=2$, can you solve for $(y,z)$ as functions of $x$ near $(0,1,-1)$?

Solution
The block is $\begin{smallmatrix}1&1\\2y&2z\end{smallmatrix} =\begin{smallmatrix}1&1\\2&-2\end{smallmatrix}$, determinant $-4\ne0$. Yes, locally.
Practice 4 · Cusp

Why does the theorem fail for $y^2=x^3$ at the origin, and what does the set look like?

Solution
Both partials vanish there, so no block is invertible. The set has a cusp: it is $y=\pm x^{3/2}$, continuous but with unbounded curvature and no $C^1$ graph description in either variable.
Practice 5 · Tangent plane

Find the tangent plane to $x^2+2y^2+3z^2=6$ at $(1,1,1)$.

Solution
$\nabla F=(2x,4y,6z)=(2,4,6)$, so the tangent plane is $2(x-1)+4(y-1)+6(z-1)=0$, that is $x+2y+3z=6$. The tangent space is $\ker JF$, and the gradient is its normal.
Practice 6 · Second derivative

For $x^2+y^2=1$ with $y>0$, compute $g''$ by implicit differentiation.

Solution
From $2x+2yg'=0$, $g'=-x/y$. Differentiating again, $2+2(g')^2+2yg''=0$, so $g''=-(1+(g')^2)/y=-1/y^3$. Negative, as a concave upper semicircle demands.
Practice 7 · Comparative statics

Suppose equilibrium is defined by $F(q,p)=0$ with $\partial F/\partial q\ne0$. How does $q$ respond to $p$?

Solution
$dq/dp=-(\partial F/\partial p)/(\partial F/\partial q)$. The sign of the response is decided by the signs of two partials, with no need to solve the equilibrium condition at all. This is the entire technique of comparative statics.
Practice 8 · Rank without singularity

Show $F(x,y)=y^2$ has a smooth zero set even though $\nabla F$ vanishes on it.

Solution
The zero set is the $x$-axis, a smooth line. The theorem's hypothesis fails but its conclusion happens to hold; the level set of a function that touches zero without crossing it can still be nice.

Expanded topic checklist

Course coverage. This unit is part of the complete MAT257Y1 topic map. It should cover the following items before you move on:

Textbook/source alignment

Spivak deduces the implicit theorem from the inverse one exactly as here; Munkres treats both at length with the block algebra written out. Check the assigned text and exercises against the current syllabus.

Core theorem map

Inverse function theorem gives implicit function theorem gives the local graph description of regular level sets, which is what makes a level set a manifold in Unit 13 and what makes Lagrange multipliers legitimate in Unit 8.

Study routine. For every level set you meet, find the points where the rank condition fails before doing anything else. Those points are where the geometry is interesting and where every exam question lives.

Deep practice extensions

Use these after the main practice set. They are designed to force definition-level reasoning, theorem selection, and mixed application rather than routine calculation only.

Extension 1 · Which block

Solving $F(x,y)=0$ for $y$, which block must be invertible?

Guide
$\partial F/\partial y$, the square $m\times m$ block in the variables being solved for.
Extension 2 · Dimension count

$m$ equations in $n+m$ unknowns leaves what dimension?

Guide
$n$, provided the rank is full. Each independent equation costs exactly one dimension.
Extension 3 · Tangent space

What is the tangent space to a regular level set?

Guide
$\ker JF(p)$. For a single equation that is the hyperplane orthogonal to $\nabla F(p)$.
Extension 4 · Both directions fail

Give a level set that is a graph in neither variable near a point.

Guide
The cusp $y^2=x^3$ at the origin, or the crossing $xy=0$ at the origin, where two branches meet.