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I am having the hardest time with Big-O notation (I am using this Rosen book for the class I am in).

On the surface, Big-O reminds me of derivatives, rate of change and what not; is this proper thinking? If $f(n)$ is $O(g(n))$, would the derivatives have any affect on this?

Essentially is there a good resource for learning Big-O for the first time?

If I missunderstand this forum and need a specific question, then:

Prove that if $f(n)\le g(n)$ for all $n$, then $f(n) + g(n)$ is $O(g(n))$. (I'd rather gain an understanding of how to do this than to have an answer to a problem).

EDIT:

My attempt at the answer to my specific question using l'Hôpital:

$$\lim_{x\to\infty} \frac{f'(x)}{f'(x) + g'(x)} = \lim_{x\to\infty} \frac{1}{g'(x)}.$$

Jeff
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    A cautionary example that may help in getting some intuition for Big-$O$ vs. derivatives. Consider a function that (smoothly) connects the points $$(0,0), (1,1), (3,1), (4,4), (7,4), (8,8), \dots, (2^k, 2^k), (2^{k+1}-1, 2^k), (2^{k+1}, 2^{k+1}) \dots.$$ In other words, the function stays flat for long periods, than jumps up to meet up with $y=x$ again. Such a function satisfies $f(x)=O(x)$, but the derivative of $f$ can be arbitrarily large (even though the derivative of $g(x)$ isn't). In other words, Big-$O$ notation only says something about AVERAGE growth, not growth at all places. – Kevin P. Costello Oct 26 '12 at 19:48

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Big-Oh is is not completely determined by derivatives. For example $\sin(x^2)\in O(1)$ but the derivative $2x\cos(x^2)$ is unbounded.

The claim that $f(n)\le g(n)$ implies $f(n)\in O(g(n))$ is false: Consider $g(n)=n$, $f(n)=-n^2$. But if you replace the condition with $|f(n)|\le g(n)$ then the claim is easy: That is almost the definition of $f(n)\in O(g(n))$. And of course trivially $g(n)\in O(g(n))$. Then since Big-ohs are closed under addition, also $f(n)+g(n)\in O(g(n)$.

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I found this question (and the first answer) helpful: Big-O Notation and Asymptotics

For example, $f(n)$ is $O(g(n))$. Then, $f(n)$ may diverge (increase without bound). However, $(f(n))/(g(n))$ does not, as $g(n)$ is always greater than $f(n)$ beyond some number $N.$

So, really, it has more to do with the limit of the ratio of two functions than derivatives.

Alex Pozo
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apnorton
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  • This is helpful, thank you. I found this: https://www.cs.unm.edu/~saia/362-s08/lec/lec2-2x2.pdf and the l'hopital rule comes up a lot. – Jeff Oct 26 '12 at 19:44
  • @Jeff L'Hôpital's rule is very one-sided. If $f'(n)/g'(n)$ converges, then it informs you of the original limit. However in many many cases, $f'(n)/g'(n)$ fails to converge, and this tells you nothing about the original limit. That's why comparing derivatives in this general setting is doomed to failure. – Erick Wong Oct 27 '12 at 04:33
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The definition of the derivative can be expressed using asymptotic notation.

We say f has a derivative at x if there exists M such that:

$$f(x+\epsilon) = f(x) + M\epsilon + o(\epsilon)$$

We denote this M as f '(x)

(edited as per Antonio's correction)

  • The error term isn't necessarily $O(\epsilon^2)$. For example, consider the derivative of $$f(x) = \int_0^x \sqrt{|t|},dt$$ at $x=0$. For this function we have $$f(0+\epsilon) = f(0) + f'(0)\epsilon + O(\epsilon^{3/2}).$$ For your answer, the correct expression would be $$f(x+\epsilon) = f(x) + M\epsilon + o(\epsilon).$$ – Antonio Vargas May 10 '18 at 18:40
  • Yes, that's true.
    @Jeff
    Please note in this context, we take $$\epsilon \to 0$$
    – Tsz Chung Ho May 11 '18 at 20:44
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Concrete Mathematics is a good place to start with asymptotics and related ideas, particularly if you are in computer science (which your tags suggest).

Austin Mohr
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One more easy way of looking at this type of problem is noticing that if $f(n) \leq g(n)$ then $$ f(n)+g(n) \leq g(n) +g(n)=2g(n)= O(g(n)) $$ In fact it is easy to show that this sum is $\Theta(g(n))$

Alex
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