Gradient of Vector Calculus

The gradient is a fancy word for derivative, or the rate of change of a function. It’s a vector (a direction to move) that

• Points in the direction of greatest increase of a function (intuition on why)
• Is zero at a local maximum or local minimum (because there is no single direction of increase)

The term "gradient" is typically used for functions with several inputs and a single output (a scalar field). Yes, you can say a line has a gradient (its slope), but using "gradient" for single-variable functions is unnecessarily confusing. Keep it simple.

“Gradient” can refer to gradual changes of color, but we’ll stick to the math definition if that’s ok with you. You’ll see the meanings are related.

Properties Of The Gradient

Now that we know the gradient is the derivative of a multi-variable function, let’s derive some properties.

The regular, plain-old derivative gives us the rate of change of a single variable, usually x. For example, dF/dx tells us how much the function F changes for a change in x. But if a function takes multiple variables, such as x and y, it will have multiple derivatives: the value of the function will change when we “wiggle” x (dF/dx) and when we wiggle y (dF/dy).

We can represent these multiple rates of change in a vector, with one component for each derivative. Thus, a function that takes 3 variables will have a gradient with 3 components:

• F(x) has one variable and a single derivative: dF/dx
• F(x,y,z) has three variables and three derivatives: (dF/dx, dF/dy, dF/dz)

The gradient of a multi-variable function has a component for each direction.

And just like the regular derivative, the gradient points in the direction of greatest increase (here's why: we trade motion in each direction enough to maximize the payoff).

However, now that we have multiple directions to consider (x, y and z), the direction of greatest increase is no longer simply “forward” or “backward” along the x-axis, like it is with functions of a single variable.

If we have two variables, then our 2-component gradient can specify any direction on a plane. Likewise, with 3 variables, the gradient can specify and direction in 3D space to move to increase our function.

A Twisted Example

I’m a big fan of examples to help solidify an explanation. Suppose we have a magical oven, with coordinates written on it and a special display screen:

We can type any 3 coordinates (like “3,5,2″) and the display shows us the gradient of the temperature at that point.

The microwave also comes with a convenient clock. Unfortunately, the clock comes at a price — the temperature inside the microwave varies drastically from location to location. But this was well worth it: we really wanted that clock.

With me so far? We type in any coordinate, and the microwave spits out the gradient at that location.

Be careful not to confuse the coordinates and the gradient. The coordinates are the current location, measured on the x-y-z axis. The gradient is a direction to move from our current location, such as move up, down, left or right.

Now suppose we are in need of psychiatric help and put the Pillsbury Dough Boy inside the oven because we think he would taste good. He’s made of cookie dough, right? We place him in a random location inside the oven, and our goal is to cook him as fast as possible. The gradient can help!

The gradient at any location points in the direction of greatest increase of a function. In this case, our function measures temperature. So, the gradient tells us which direction to move the doughboy to get him to a location with a higher temperature, to cook him even faster. Remember that the gradient does not give us the coordinates of where to go; it gives us the direction to move to increase our temperature.

Thus, we would start at a random point like (3,5,2) and check the gradient. In this case, the gradient there is (3,4,5). Now, we wouldn’t actually move an entire 3 units to the right, 4 units back, and 5 units up. The gradient is just a direction, so we’d follow this trajectory for a tiny bit, and then check the gradient again.

We get to a new point, pretty close to our original, which has its own gradient. This new gradient is the new best direction to follow. We’d keep repeating this process: move a bit in the gradient direction, check the gradient, and move a bit in the new gradient direction. Every time we nudged along and follow the gradient, we’d get to a warmer and warmer location.

Eventually, we’d get to the hottest part of the oven and that’s where we’d stay, about to enjoy our fresh cookies.