Let f:XRm\boldsymbol{f}:X\mapsto \mathbb{R}^m be a function where f=(f1,f2,,fm)\boldsymbol{f}=(f_1,f_2,\dots,f_m) and XRnX\subset \mathbb{R}^n is open.

We define Jacobian Matrix of f\boldsymbol{f} is the m×nm\times n matrix given by

Df=[fixj]ijD\boldsymbol{f}=\Big[ \frac{\partial f_i}{\partial x_j} \Big]_{ij}