CALIFORNIA INSTITUTE OF TECHNOLOGY

Division of the Humanities and Social Sciences

Eulers Theorem for Homogeneous Functions

KC Border
October 2000
v. 2012.08.27::16.19

Let f : Rn+ R. We say that f is homogeneous of degree k if for all

x Rn+ and all > 0,
f (x) = k f (x).
1 Eulers theorem Let f : Rn+ R be continuous, and also differentiable
on Rn++ . Then f is homogeneous of degree k if and only if for all x Rn++ ,
kf (x) =

Di f (x)xi .

()

i=1

Proof : (=) Suppose f is homogeneous of degree k. Fix x Rn++ , and

define the function g : [0, ) R (depending on x) by
g() = f (x) k f (x),
and note that for all 0,
g() = 0.
Therefore

g () = 0

for all > 0. But by the chain rule,

g () =

Di f (x)xi kk1 f (x).

i=1

Evaluate this at = 1 to obtain ().

(=) Suppose
kf (x) =

Di f (x)xi

i=1

for all x Rn++ . Fix any x 0 and again define g : [0, ) R (depending
on x) by
g() = f (x) k f (x)
1

KC Border

Eulers Theorem for Homogeneous Functions

and note that g(1) = 0. Then for > 0,

g () =

Di f (x)xi kk1 f (x)

i=1

Di f (x)xi kk1 f (x)

i=1
1

= kf (x) kk1 f (x),

so
(

g () = k f (x) k f (x)
= kg().

Since is arbitrary, g satisfies the following differential equation:

k
g () g() = 0

and the initial condition g(1) = 0. By Theorem 5 below,

g() = 0 e

A()

A()

+e

0 eA(t) dt = 0

where, irrelevantly, A() = 1 kt dt = k ln . This implies g is identically zero, so f is homogeneous on Rn++ . Continuity guarantees that f is
homogeneous on Rn+ .
2 Corollary Let f : Rn+ R be continuous and differentiable on Rn++ . If
f is homogeneous of degree k, then Dj f (x) is homogeneous of degree k 1.
Proof if f is twice differentiable: By the first half of Eulers theorem,
n

Di f (x)xi = kf (x)

i=1

so differentiating both sides with respect to the j th variable,

Dj

( n

Di f (x)xi = kDj f (x)

i=1

v. 2012.08.27::16.19

KC Border

or

Eulers Theorem for Homogeneous Functions

Dij f (x)xi + Dj f (x) = kDj f (x)

i=1

or

Dij f (x)xi = (k 1)Dj f (x).

(1)

i=1

Thus Dj f (x) is homogeneous of degree (k 1) by second half of Eulers

theorem.
Proof without twice differentiability: The difference quotients satisfy
f (x + h) f (x)
k f (x + h) k f (x)
f (x + h) f (x)
=
= k1
h
h
h
whenever > 0. Thus f is differentiable at x if and only if it is differentiable
at x and Di f (x) = k1 Di f (x) for all i = 1, . . . , n.
3 Corollary If f is homogeneous of degree k, then
Di f (x)
Di f (x)
=
Dj f (x)
Dj f (x)
for > 0 and x Rn++ .
Proof : By Corollary 2 each fi satisfies Di f (x) = k1 Di f (x), so
Di f (x)
k1 Di f (x)
Di f (x)
= k1
=
.
Dj f (x)
Dj f (x)
Dj f (x)

4 Corollary If f is homogeneous of degree 1 and twice differentiable, then

the Hessian matrix [Dij f (x)] is singular for all x Rn++ .
Proof : By (1),

Dij f (x)xi = (k 1)Dj f (x).

i=1

When k = 1 this becomes [Dij f (x)]x = 0 in matrix terms, so for x = 0 we

conclude that [Dij f (x)] is singular.
v. 2012.08.27::16.19

KC Border

Eulers Theorem for Homogeneous Functions

5 Theorem (Solution of first order linear differential equations) Assume

P, Q are continuous on the open interval I. Let a I, b R.
Then there is one and only one function y = f (x) that satisfies the initial
value problem
y + P (x)y = Q(x)
with f (a) = b. It is given by
f (x) = beA(x) + eA(x)

Q(t)eA(t) dt

where

A(x) =

P (t) dt.
a

For a proof see [1, Theorems 8.2 and 8.3, pp. 309310].

References
[1] Apostol, T. M. 1967. Calculus, 2d. ed., volume 1. Waltham, Massachusetts: Blaisdell.

v. 2012.08.27::16.19