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The Cartesian coordinates  
\[(x,y,z)\]
  of a point given in spherical coordinates  
\[(r, , \theta , \phi )\]
  are
\[x= r cos \phi sin \theta\]

\[y= r sin \phi sin \theta\]

\[z= r cos \theta\]

In cylindrical coordinates  
\[( \rho , \phi , z)\]
  this becomes
\[x= \rho cos \phi\]

\[y= \rho sin \phi \]

\[z= z\]

Since  
\[r= \sqrt{X^2 +y^2 +z^2} \]
  and  
\[\rho= \sqrt{X^2 +y^2} \]
  we can write  
\[r= \sqrt{\rho^2 +z^2} \]

\[\phi \]
  plays the same role in cylindrical and spherical coordinate systems, and from the diagram below,

 
\[\theta = tan^{-1} ( \rho /z) \]

Also
\[dr = \frac{ \rho}{\sqrt{\rho^2 + z^2}} d \rho + \frac{ z}{\sqrt{\rho^2 + z^2}} dz\]

\[dz=dz dz\]

\[\begin{equation} \begin{aligned} \theta &= tan^{-1} (\rho /z) \rightarrow tan \theta = \rho /z \rightarrow d \theta \theta sec^2 \theta =\frac{1}{z} d \rho - \frac{rho}{z^2} dz \\ & d \theta (1+tan^2 \theta ) =\frac{1}{z} d \rho - \frac{rho}{z^2} dz \rightarrow d \theta (1 + \rho /z) =\frac{1}{z} d \rho - \frac{rho}{z^2} dz \\ & d \theta (z^2 + \rho^2) \rightarrow d \theta = \frac{z}{\rho^2 + z%2} d \rho - \frac{\rho}{\rho^2 +z^2} dz \end{aligned} \end{equation} \]

The transformation is
\[ \begin{pmatrix}dr \\ d \theta \\ d \phi \end{pmatrix} = \left( \begin{array}{ccc} \frac{ \rho}{\sqrt{\rho^2 + z^2}} & 0 & \frac{ z}{\sqrt{\rho^2 + z^2}} \\ \frac{z}{\rho^2 + z%2} & 0 & - \frac{\rho}{\rho^2 +z^2} \\ 0 & 1 & 0 \end{array} \right) \begin{pmatrix}d \rho \\ d \phi \\ dz \end{pmatrix} \]