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Taming the many-variable differential calculus

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 Chain Rules
for Higher
Derivatives
H.-N. HUANG,S. A. M. MARCANTOGNINI,
AND N. J. YOUNG

e define a notion of higher-order directional derivative of a smooth function and use it to es-

W tablish three simple formulae for the nth derivative of the composition of two functions. These
three "higher-order chain rules" are alternatives to the classical Fag{ di Bruno formula. They are
less explicit than Fa~ di Bruno's formula but are much simpler and avoid Diophantine or combinatorial
complications.
In principle it is easy to calculate a higher derivative of the composition f o g of two sufficiently dif-
ferentiable fnnctions f a n d g: one can simply apply the "chain rule"

(.1"o g)' = ( f ' o g)g'

as many times as needed. For example,
(fog)"= ((./" o g)g')' = ( f ' o g)' g' + (./" o g)g"
- ( f " o g)(g,)2 + ( f , o g)g".

By continuing in this vein we can readily obtain an expression for any particular higher-order derivative
o f f o g in terms of derivatives of f and g. Formulae for ( f o g)<'~) for an arbitrary positive integer n, have
been k n o w n since the 19th century: an admirable scholarly article by Warren P. Johnson [8] not only gives
several such formulae but also describes the history of the problem. Of all the formulae the most popu-
lar is named after Francesco Fa~ di Bruno 1, w h o published it in 1855 [3,4], though according to Johnson
[8, p. 228], the result had been anticipated by J. F. C. Tiburce Abadie in 1850. The formula states that

/ y,( (\
k,,!f<'~"(g('))\ 1! ) t 2! }ke n! )
where the sum is over all nonnegative integer solutions of the Diophantine equation

k l + 2'{?2 + ' " " + nk,l : n, and k := kl + k 2 "Jr- " ' " q- k n .

For example, in the case n = 3, we find that the nonnegative integer solutions of the equation

/a.~ + 2/a2 + 3k3 = 3

1A remarkable man, who not only wrote an influential treatise on binary forms ("Theorie des formes binaires" (Paris, 1876), translated into German (Leipzig, 1881)) but
was also declared a saint of the Catholic church for his charitable and religious works [5].

9 2006 SpringerScience+BusinessMedia, Inc, Volume28, Number2, 2006 61

 are (kl,k2,k3) = (0,0,1) or (1,1,0) or (3,0,0) with c o r r e s p o n d i n g values of k being 1, 2, or 3, respectively.
Fa~ di Bruno's formula (1) then gives

u!uzt!
g"(O 1
_,: / + 1!1!0! f ' ( g ( t ) ) 1! J 2! l 3!0!0!
(g'(,)?
\ 1! J

= f'(g(t))g'"(t) + 3f"(g(t))g'(t)g"(t) + f"(g(t))(g'(t)) 3.

FaA di Bruno's formula, and others given in [8], have a substantial combinatorial aspect; a less combi-
natorial and generally more transparent treatment is that of Spindler [11]. We shall present an alternative
formula for ( f o g)(n) that differs from Fa~ di Bruno's in two ways: it makes use of higher-order direc-
tional derivatives, a n d it avoids combinatorial or Diophantine questions. It w o u l d b e surprising if any-
thing n e w could b e said about such a classical topic, but w e have not found anything similar in [8] or
other recent p a p e r s [2, 9, 11]. We n e e d e d the formula for the study of the spectral Carath#odory-Fej#r
problem: given k X k matrices V0, ~ , . . . , V,, determine w h e t h e r there exists an analytic matricial func-
tion F in the unit disc [D such that

9 the eigenvalues of F()O lie in [D for all A E D, and

9 F ( J ) ( O ) = Vj, 0 ~ j <-- n.

W e m a y derive a necessary condition with the aid of a higher chain rule. If such a function F exists then
w e m a y consider the function

f ( z , A ) = d e t ( z I - F(A)).
This f is analytic in A on ~, and for fixed A is a polynomial in z w h o s e zeros lie in ~). Moreover,
M f / c~AJ]a=0 for j = 0,1, . . . ,n can be found explicitly in terms of the ~ by the chain rule in Theorem 2
below. O n e of the main results in [6] states that, subject to a genericity condition, the existence of a func-
tion f(z,A) with the appropriate properties is also sufficient for the solvability of a spectral Carath6odory-
Fej6r problem.
W e give the formula in three slightly different versions, two for the case that g is a function of o n e
variable a n d a third for m o r e general g.

Directional Derivatives and Higher Chain Rules

Let X a n d Y b e real or c o m p l e x Banach spaces, let ~ b e an o p e n subset of X a n d let f : ~ - - + Y be
Fr~chet-differentiable. (In the case that X a n d Y are Euclidean spaces, the notion of Fr~chet differentia-
bility coincides with the usual notion of differentiability from real analysis. The definition for the gen-
eral case can b e f o u n d in [7, Section 5.2] a n d [10, Chapter 29].) For any xo E ~ a n d n o n - z e r o x~ ~ X,
the directional or Gateau derivative of f a t Xo along x~ is d e f i n e d to b e

lira 1 [f(x0 + z&) - f(x0)].

z~0 2"

This is an e l e m e n t of Y, sometimes d e n o t e d by
d
Dxlf(xo) or ~f(x0).

The limit exists, since f is s u p p o s e d Fr6chet differentiable: if D f ( x o ) ~ ~(X, Y) is the Frechet derivative
of f at x0 then, for any Xl E X,
d
-- f(xo) = Df(xo)xl;
dxl

HUANG-NAN HUANG has been on the faculty at STEFANIA MARCANTOGNINI'S mathematical

Tunghai UniversiW since 1995 and is now Head education was at the Universidad Central de
of the Department of Mathematics. He received Venezuela. At present, besides working at IVIC,
his Ph.D. from National Chung-Hsing University in she is Professor at the Universidad Sim6n Bolfvan
1999. He mainly works on control and interpola- Her research area is operator theory. Her spare
tion theon/. In his spare time, he enjoys walldng, time, what little there is of it, she likes to spend
running, and Taichi Chuan. with her husband and their twins.
Department of Mathematics Department of Mathematics
Tunghai University Insdtuto Venezolano de InvestigacionesCient(f[cas
Taichung 40704, Taiwan Caracas 1020A, Venezuela
e-mail: nhuang@thu.edu.tw e-mail: smarcant@ivic.ve

62 THE MATHEMATICALINTELLIGENCER
here ~ ( X , Y ) denotes the space of b o u n d e d linear operators from X to Y. The reader is referred to [7, Sec-
tion 5.2] and [10, Chapter 29] for further details.
W e shall introduce notation for higher-order directional derivatives. As far as w e know, this is a n e w
notion.

DEFINITION 1 Let X, Y be real or c o m p l e x B a n a c h spaces, let f~ be a n open set i n X, a n d let f : 11 -+ Y be

n times Fr&-het differentiable. W e define, f o r j = O, 1, . . . , n - 1,

Ajf : ~~ X XJ---> y

i n d u c t i v e l y f o r Xo ~ ~ , X l , X 2 , 9 9 . , x~ E X b y

Aof(xo) = f(xo),
d
Aj+lf(xo,xl, . . . , xj+O= d(x>x2, . . . , xj+l) Ajf(x~ " " " , xj). (2)

Thus

AJ+lf(x~ .... Xj+l) = limz+0 1 [ ..... xj+zxj+l) -Ajf(xo,xx, . . . xj) 1

= ~az A j f ( x o + zxl,xl + ZX2 . . . . , Xj ~- ZXj+ 1) z=0 '

and w e m a y write
d d d d
A ,f( xo,xl, . . . ,xu) =
d(xl ..... x,) d(&, . . . , xn-O d(Xl,X2) dXl f(xo).

EXAMPLE 1: The exponential function.

Directly from Definition 1 w e find, for x j E C,

A1 exp(xo,xl) = O----eXo+ZXl = ego&,

OZ z=0

A2 e x p ( x o , x l , x 2 ) = 0 eX0+zxl(& + zx2) z=0 = eX~ 2 + x2),

az

A3 exp(x~ = ~ eX~ [(Xl q- zx2)2 '}- x2 q- zx3] z=O

Oz

= eXo(x 3 + 3XlX2 q- X3).

We regard A , , f ( x o , . . . , x , ) as the directionial derivative of f of order n at xo in the direction

(Xl, . . 9 , x , ) . There is another natural interpretation of the appellation "nth-order directional derivative
of f " , to wit the function
An f : ~ ' ~ X X 2 " - l - - - + y

defined inductively by
A1 f= Alf, A n+l f = Al(Anf).

There is a close connection b e t w e e n 5,, a n d An.

NICHOLAS YOUNG works on operator theory

and complex analysis,with a leaning toward ques-
tions arising from H ~ control theory. He took his
first and doctoral degrees in mathematics at Ox-
ford University and has held posts at Glasgow,
Lancaster, and Newcastle upon Tyne.
School of Mathematics
University of Leeds
Leeds, LS2 9JT, England
e-mail: N.J.Young@leeds.ac.uk

9 2006 Springer Science+Business Media, Inc., Volume 28, Number 2, 2006 63

 THEOREM 1 Let X, Y be B a n a c h spaces, let ~ be a n open subset o f X, a n d let f : 1"1 --+ Y be n times contin-
uously FrSchet differentiable. For m E ~, let
Lm : ~ X X m ---> ~~ X X 2m 1

be defined inductively by

LI(XO,Xl) = ( X 0 , X l ) ,

L~+ l(Xo,Xl, . . . , x,,+l ) = (Lm(&, . . . , x , ) ; L,,(xl . . . . , x,,+ p),

f o r & E ~ a n d xj E X, j >- 1. Then

A,,f=(A'f) oL~, : ~XX ~'--> E

Thus

~2f(xo,..V1,X2) = A2f(XO,Xl,XI,X2),

A 3 f ( Xo,Xl,X2,K3) = A3 f ( XO,X1,XI,X2,XI,X2,DC2,X3).

2 b J h a s the merit of a relative e c o n o m y in the n u m b e r of its arguments, and earns its k e e p b y virtue
of the following three higher-order chain rules. The first two concern functions f o g w h e r e g is a func-
tion of a single real or c o m p l e x variable. Let ~ denote either [~ or C.

THEOREM 2 Let X,, Y be B a n a c h spaces over ~ a n d let qt, ~ be open subsets o f ~, X respectively. Let

g : ~--+ ~ , f : ~)---~ Y
have n c o n t i n u o u s Fr&-het derivatives, .for some n E ~. bur a n y t E tit
( f o g)(")( t) = z X , f ( g ( t),g'( t), . . . , g(~')( t)). (3)

PROOF. In the case n = 1 we have

& f ( g ( t ) g'(t)) = .~z f ( g ( t ) + zg'(O) ~=0

= DJ'(g(t))(g'(t))
= (fog)'(O
by the classical chain rule.
S u p p o s e the assertion holds for s o m e j < n, that is, for any t E ~ ,

~Tf g(t) Ajf(g(t),g'(t) .... , g(./)(t)). []

Then, for t E tit,

d j+ 1 dj
dtJ+-Tf o g(t) = ~ ( f o g)'(t)

_ dj
dt j k l.f ( g( t),g' ( t) )

- at/OJ(~zf(g(t)+zg'(t))z=o)

_ as 0 z g ' ( b ) z=0
OtJ Oz f ( g ( t ) +

The function ( t , z ) ~ - + f ( g ( t ) + zg'(t)) has j + 1 continuous derivatives on an o p e n set in ~ 2 and so the

partial derivatives can be interchanged to give
d j+l
dtJ+ ~ f o g(t) - 0 -J(g(t) + zg' ( t) ) z=0'
Oz ~~ t
Hence, by the inductive hypothesis,

dJ+l 0 A j f ( g ( t ) + zg'(t),g'(t) + zg"(t), ' ~176 + zg(j+l)(t)) z=0

dt - / + l f ~ g(t) = 07z "'"
= zXj+J(g(&g'(t) .... , gCj+l)(t)).

The theorem follows by induction. []

64' THE MATHEMATICAL INTELLIGENCER

 W e c a n give a n a l t e r n a t i v e e x p r e s s i o n for A,ac a n d h e n c e for t h e c h a i n r u l e (3) in t e r m s o f t h e ele-
m e n t a r y s y m m e t r i c f u n c t i o n s ok. If z = (zl, . . . , z , ) t h e n o-~(z) will d e n o t e t h e e l e m e n t a r y s y m m e t r i c
f u n c t i o n o f d e g r e e k i n z l , . . . , z,,, s o that, for all 3. E C,

(A + z p 9 9 9 (;t + z n ) = A" + o-~(z)a ~-~ + 9 9 9 + o-~(z).

LEMMA 1 Let f : ~ C X--+ Y h a v e n c o n t i n u o u s FrOchet derivatives, w h e r e X, Y a r e B a n a c h s p a c e s a n d f~

is a n o p e n set. F o r a n y Xo ~ ~ a n d x l , . . . , x n E X,

Anf(xo,xl .... , xn) = O,z n ~ j Z n _ l a" . . . 0271 f(xo + O-I(Z)XI q- . . . -1- o-,,(z)x~) z=(0, ..,0)

PROOF. T h e case n = 1 is simple. S u p p o s e that n > 1 a n d t h a t t h e e q u a l i t y h o l d s for n - 1. If z ' =

(zl, 9 . . , z , , - 1 ) w e h a v e

Anf(Xo,Xl, 9 . . Xn) = 0 An 1/'('%'0 "Jr- Z n X l , 9 . . , Xn 1 q- Z n X n ) zn=0

' 0 Z~z "
O on-- 1

-- OZ n OZn-1 . . . OZ 1 f(Xo q- Z n X 1 -}- O - I ( Z ' ) ( X l -1.- Z n X 2 )

-}- " " " q- O" n I(Z')(Xn_ 1 -I- ZnXn) )

z'=(O,...,O),z,,=O

Since, for 0 -< j < n - 1,

oT/(& . . . . . z , , _ ] ) z , , + o[/+](& . . . , z , ~ - l ) = G i + l ( Z l . . . . , z,0,

we have

A,,f(xo,& .... , an) = C ) Z n O Z n - 1a " . . . 0271 f(x 0 + GI(Z)XI+ " " " + o - ~ ( z ) x , ) z=(0, ,0)

as r e q u i r e d . []

COROLLARY 1 Iff g a r e a s in T h e o r e m 2, t h e n f o r a n y t E xtt,

( f ~ g ) ( m ( t ) = O z , , O z , an1 " 9 9 O< f ( g ( t ) + o-l(z)g'(b+ 9 9 9 + o - ' ( z ) g ( ~ ) ( t ) ) z=~0, ..,0)"

T h e t h i r d c h a i n rule a p p l i e s to m o r e g e n e r a l c o m p o s i t e f u n c t i o n s o n B a n a c h s p a c e s .

THEOREM 3 Let W,,X, Y be B a n a c h s p a c e s o v e r 0< a n d let dp,fl b e o p e n s u b s e t s o f W,,X, respectively. Let

g : O~-+f~, f: f~--+ y

have n continuous F r & h e t d e r i v a t i v e s , .for s o m e n ~ ~ . F o r a n y Wo E ~ a n d Wl,W2, . 9 9 , w n ~ W,,

Arz.f o g ( w o , w l , . . . , w~) = A n f ( g ( w o ) , A l g ( w o , w l ) , . . . , Ang(wo,w] , . . . , wn)).

P R O O F . G i v e n a n y W o E 9 a n d w~ E W,, set G ( z ) : = g ( w o + Z W l ) for z i n a n e i g h b o u r h o o d xtr o f 0, so that

G: W __. IN--~ ~ is c o n t i n u o u s l y differentiable at 0 w i t h G ' ( 0 ) = A i g ( w o , w l ) . T h e n

A]fo g(wo, w]) = ~ f(g(wo + ZWl)) z=o = ( f o G)'(O).

By T h e o r e m 2,

(f o G)'(0) = k~f(G(O), G'(0)) = Alf(g(wo),Alg(wo, wl)).

Hence

A l f o g ( w 0 , Wl ) = • Wl )),

w h i c h p r o v e s t h e r e s u l t in t h e c a s e n = 1.
S u p p o s e t h e a s s e r t i o n h o l d s for s o m e j < n, t h a t is, for a n y w0 C @ a n d Wl, . . . , w! E W,

2xi(,/~ ..... wi) = ~ / f ( g ( w o ) ..... ~ig(wo .... , wj)).

9 2006 Springer Science+Business Media, Inc., Volume 28, Number 2, 2006

 Let Wo E O), u4, . . . , Wj+l ~ W b e g i v e n and, for z in a n e i g h b o u r h o o d q* of 0, set

Z o ( z ) : ~- g ( w 0 + Z W l ) ..... a./.(z) : = ajg(w 0 + ZWl, . . . , wj + zwj+l).

By the inductive hypothesis,

Aj+l(fo g)(wo ..... Wj+l) = ~ z h j ( f ~ g)(w0 + Z W l , . . . , w j + z w j + l ) z=o-

-~zA ff(Zo(z), . . . , Zj(z)) z=o

Define G:xP" C_ ~---+ ~ X x J - 1 b y

G(z): = (Zo(z), . . . , Zj(z)),

so that

Aj+l(fo g)(wo ..... w j + l ) = ( A j f o G)'(0). (4)

Write
(0 = z 0 ( 0 ) , . . . , fj=zj(0)

and

~j+l = a j ( 0 ) .

Note that, for 1 -< k < - j + 1,

~'k = Z k - l ( 0 ) = A k g ( W o , 9 9 9 , Wk),

w h e n c e G is differentiable at 0 with

G'(0) = (~'1, . . 9 , srj+l) 9

By equation (4) a n d T h e o r e m 2,
Aj+ 1( f o g ) ( Wo, 9 . 9 , w j + 1) = ( A j f o G)' (0) = A 1Ajar(G(O), G'(O))

= klAjf((~'o, . . . , ~j);(~l, ' ' ' , ~'j+l))

= 0 7gf( 0 + t~'l . . . . . ~j + gj+l) t=0

= Aj+,f(~o,..., ~j+,)

= Aj+lf(g(Wo),..., Aj+lg(Wo ..... Wj+l)).

Therefore, b y i n d u c t i o n , the formula holds for n E N. []

Let us n o t e s o m e s i m p l e properties of h i g h e r directional derivatives.

THEOREM 4 Let X, Y b e B a n a c h s p a c e s o v e r ~ , let ~ b e a n o p e n set i n X, a n d let f : ~ --+ Y h a v e n c o n -

t i n u o u s F r ~ c h e t d e r i v a t i v e s . F o r a n y Xo E ~ , x l , . . . , Xn, E1 ,~2 ~ X a n d a E ~ ,

A nf(Xo,OtXl ..... olnXn) = otnAnf(Xo,Xl, . . . , Xn)

and

A n f ( X o , . . . , Xn-l,Ol~l + (1 - o/)~2) = aAnf(Xo, . . . , Xn-l,~l) + (1 - a)Anf(Xo, . . . , Xn-l,~2).

T h e s e p r o p e r t i e s follow s i m p l y b y i n d u c t i o n . Note that A n f ( X o , X l , . . . , X n) is affine in x n. Second, a

v e r s i o n of Leibniz's f o r m u l a holds for An.

THEOREM 5 Let W, X l , X 2 , a n d Y b e B a n a c h spaces, let 9 b e a n o p e n s u b s e t o f W, a n d let B : X1 X X2 --+ Y

be a continuous b i l i n e a r operator. Let f : q* --+ X1 a n d g : q* --+ X2 be n t i m e s c o n t i n u o u s l y F r ~ c h e t d i f f e r e n -
tiable. T h e n , f o r a n y ( w o , w l . . . . . Wn) E ~ • W u,

An(Bo(fXE))(Wo,WI,..., Wn) = m=o~ (nm) B ( A m f ( W o , ' ' ' , Wm),An-mg(WO,..., Wn-m)).

66 THE MATHEMATICALINTELLIGENCER
Examples
Three examples will suffice to illustrate the chain rule formulae in the preceding section.

EXAMPLE 2: Derivatives of e g.

On combining Theorem 2 and Example 1 we find, for any cg3 function g and t ~ C,

d 3
--eg(t) = A3 exp(g(t),g'(t),g"(b,g"(t)) = eg(t)(g'(t) 3 + 3g'(t)g"(t) + g"(t)).
dt 3

By induction for any n E NI there is a polynomial Yn of degree n in x l , . . . , x n such that

k , exp(x0,& . . . . . Xn) = eX~ 9 9 . , Xn),

and so that

an
__~q(t) = eg(t) y n ( g , ( t ) , . . . , g(n)(t))
dt n

whenever g is n times continuously differentiable. The E, can be derived recursively: YI(&) = Xl, and the
relation

eX~ 9. . Xn+l) = a-~-eX~ + zx2, 9 . . , Xn + Z X n + l ) z=0

' OZ

translates into the recursion

0Yn
Yn+I(XO .... , Xn+l) = X 1Yn(Xl . . . . , OCn) -}- X/+17 (Xl, 9 . . , Xn).
j=l " oxj

The polynomials Yn have a long history. They are named after Eric T. Bell, w h o studied them in 1934 [1],
but Johnson [8, Section 2] traces related polynomials to sundry 19th-century authors, including Fa~ di
Bruno himself. Yn can be defined combinatorially, or by means of the elegant determinantal formula
(which apparently is essentially due to Fa~ di Bruno)

(no1)X 1 (nll)X 2 (n21)X 3 n-2] n--1

(:-l,)xn
--1 (nO2)X 1 (n 12)X2 n -2]X [n-2~X
n-3] n-2 ~n-2] n-1

0 -1 (n o3)Xl ( n--3]X
n--4) n--3
(n - 3 ~ X
~n-3} n-2

Yn(Xl, . . . ,x n) = i i i
0 0 0 ('0>1 (11)x2
0 0 0 -1 (%
Fa~ di Bruno's formula can be succinctly expressed in terms of the coefficients of the Bell polynomials
Yn: for proofs and much interesting history, see Johnson, loc. cit. The purpose of this note is rather to
exhibit some simpler forms of higher chain rules.

EXAMPLE 3: Let us calculate the third derivative o f f ( g l ( t ) , g 2 ( t ) ) for suitably smooth f u n c t i o n s f o n R 2, gj

on R. For x j, 3~/E ~ we find

Alf((xO,YO),(Xl,Jl)) = X l - ~ X -Jr- Y l Xo,Yo),

0 2

A3f((xo y o ) , ( x l , y l ) , ( x 2 Y2) (x3,Y3))

= (( oq ~)
x3-~x + Y3 f+ 3 ( oq 022-~176
X2~X q-
Oy
-1- Y l ..~) ( ~ q- ~)3 )
f+ Xl Yl f (Xo,Yo).

9 2006 Springer Science+Business Media, Inc,, Volume 28, Number 2, 2006 67

 Hence
d3
dt 3 f ( g l ( t ) , g 2(t)) = A3f((gl(t),g2(t)),. . . , (gi"(t),g~e"(t)))
= (( g;"(t)-~x + ge(t)~y)f" O\

(
+3 g~'(t)
,, o,( o
+ g2(t) -~y) g{(t) --Ox + g'2(t)

O
+(g{(t) -~x + g'2(t) ~ ) 3 f )(gl(t),ga(t)) .

More generally, one can express An f i n terms of higher-order Fr6chet derivatives o f f e.g.,

A3f(xo,xl,x2,x3) = Df(xo)(X3) + 3D2f(xo)(xl,x2) + D3f(xo)(xl,Xl,Xl).

In view of T h e o r e m 2, it is clear that a similarly explicit expression for A n f w o u l d be equivalent to a ver-

sion of the Fa~t di Bruno formula; indeed, from equation (1) (or its multivariate generalization) w e must
have

Anf(xo, . 9 9 , xn) = Z kl! " " 9 kn!(l!)H!kl 9 . . (n!) te" Dkf(xo)(Xl, " " " ' Xl, . . . ,. Xn,
. . ' Xn)

where, on the right-hand side, the argument :ci is r e p e a t e d kj times, and the sum is taken over all non-
negative integer solutions for the kj of the Diophantine equation kl + 2k2 + " ' " + nk,, = n, a n d
k := kl + 9 9 9 + kn. An i n d e p e n d e n t p r o o f of this formula, together with T h e o r e m 2, w o u l d yield yet an-
other p r o o f of the Fail di Bruno formula.

Here is a multivariate example.

EXAMPLE 4 : Let fro : CkXk-+ C be defined by fro(X) = tr2(Xm), and let us calculate A2fm(Xo,Xl,X2).
Write p m ( X ) = X m. By Theorem 3 w e have

A2fm(Xo,X1,X2) = Ai(tr 2 ~ pm)(Xo,X1,X 2)

= A2tre(pm(Xo),Alpm(Xo,X1),Azpm(Xo,X1,X2)).

On the one hand,

Altr2(X0,X1) = 2trX0trX>
A2tr2(Xo,X1,X2) = 2tr2X1 + 2trX0trX2.
On the other hand,

AlPm(Xo'XI) = ~ Z (XO 4- zx1)m z= 0 = ~,, X o"X I X o ,

ee,/3>~O
o~+.8= m - 1

A2Pm(X~ = 7O ~ ' (Xo + zX1)a(X1 Jr- zX2)(Xo + zX1)/3 z=0

a,/3->o
o~+/3--m-- 1

= ~X~X2X~"}- E XaXlX~XlXYo .
a,/3->O oe,/3,.y>0
oe+/3= m-1 or+/3+ T= m - 2

Therefore

A2fm(Xo,Xl,X2) = 2tr2AlPm(Xo,X1) + 2trpm(Xo)trA2Pm(Xo,X1,X2)

= 2m2tr2(X~ '-1 X1) +

2tr(X~n) X mtr(X~" 1X2) q- (m - 1 - / 3 ) t r ( X ~ n-2 r .

/3=0

ACKNOWLEDGEMENTS
The first and second n a m e d authors gratefully acknowledge the hospitality of the School of Mathematics and
Statistics of the University of Newcastle u p o n Tyne. The third n a m e d author carried out this work while at
Newcastle with partial support from EPSRC grant GR/T 20014/01.

68 THE MATHEMATICALINTELLIGENCER
 R E F E R E N C E S

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[4] Cav. F. Fa& di Bruno, Note sur une nouvelle formule de calcul differentiel, Quarterly J. Pure Appl. Math. 1 (1857) 359-360.
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IIL,,l~tili~,;~.~i~.-~.~ll~-ii(.~ . m , ~ ,- , r -~ J ~ 4 - 1
di ~'~- 11 Michael Kleber and Ravi Vakil, Editors

Solution to Problem 1 reach the same square in an o d d num-

Solutions to O n e first verifies that White is not in
check from the Black queen, and so is
b e r of moves. Chess players say that a
knight "cannot lose a tempo." How-

"Ein Kleines not constrained by having to parry a

check. 1.Ba5 is checkmate; all the flight
ever, on a Klein bottle, this is not true,
b e c a u s e there are o d d cycles (in the
graph w h o s e edges connect squares
squares of the king are covered, and
Schach" the q u e e n cannot capture the bishop.
Trying to interpose the q u e e n also does
that are a knight's m o v e apart), as this
p r o b l e m illustrates.
not work, b e c a u s e the b i s h o p is check- Note that pawns "reverse direction"
Problems on page 49 ing from two opposite directions. w h e n they cross the left or right edge
Closer analysis reveals that the bish- of the board, and that the standard start-
TIMOTHY CHOW op's moves enjoy a symmetry about ing position in chess is illegal on a Klein
the horizontal axis of the board; that is, bottle. This raises some questions about
barring obstructions, if the bishop can the p r o p e r rules for p a w n promotion,
m o v e to a certain square X on the double moves, and en passant, which
board, then it can also m o v e to the mir- w e have glossed over in this problem,
ror image of X in the horizontal axis. It even though pawns appear. Fortunately,
follows from this symmetry that 1.Ba4 almost any reasonable w a y of settling
is also checkmate. these questions leaves the solution un-
changed, as long as one stipulates (as
Solution to Problem 2 w e did) that Black's pawns are moving
Black plays Ka6, White plays Nf2, Black d o w n the board and White's p a w n is
plays Kb7, and White checkmates with moving up the b o a r d in the set position.
Nhl.
On an ordinary chess board, knight Center for Communications Research
moves have parity; that is, if a knight Princeton, NJ 08540
can reach a certain square in an even USA
n u m b e r of moves, then it cannot also e-mail: tchovv@alum.mit.edu

9 2006 Springer Science+Business Media, Inc., Volume 28, Number 2, 2006 69

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