Homogeneous function ($f(\lambda x)={\lambda }^{k}f(x)$)

A function is homogeneous of degree $k$ when rescaling its arguments by a common scalar $\lambda$ rescales its value by ${\lambda }^k$, whenever the arguments and that power are defined. For integer $k$ over a vector space, one can require every nonzero scalar; a homogeneous polynomial gives an example. On a domain stable under positive real rescaling, the positive-scaling version allows real $k$. Degree-one positive homogeneity is the convention used for norms and many convex functions. The Euler theorem for homogeneous functions turns this scaling law into a differential identity for a differentiable function.

A function on a cone is positively homogeneous of degree one when $f(tX)=tf(X)$ for every $t>0$. If such a function is concave, thenbecause homogeneity rewrites the left-hand side as $(1+t)f((X+tY)/(1+t))$ before concavity is applied.

Let $f$ be a differentiable function on an open domain stable under positive rescaling, with $f(\lambda x)={\lambda }^{k}f(x)$ for $\lambda >0$. The chain rule differentiates this homogeneous function identity at $\lambda =1$ to giveIf $f$ is twice differentiable, differentiating once more gives ${\sum }_i{x}_i{\partial }_i{\partial }_{j}f=(k-1){\partial }_{j}f$. In degree one its Hessian matrix therefore annihilates the radial vector $x$. This is the identity used in the no-scale identity from degree-one homogeneity. For an extensive quantity, the degree-one formula also supplies the thermodynamic identity behind the Gibbs-Duhem equation.