Differentiable map (ℝ^k→ℝ^m)

A map f is differentiable if it has a Fréchet derivative at every point of its domain.
Differentiable map (ℝ^k→ℝ^m)

Let URkU\subseteq\mathbb{R}^k be and let f:URmf:U\to\mathbb{R}^m. The map ff is differentiable on UU if it is differentiable at every point aUa\in U in the , i.e. if for each aa there exists a Df(a):RkRmDf(a):\mathbb{R}^k\to\mathbb{R}^m such that

limh0f(a+h)f(a)Df(a)h2h2=0. \lim_{h\to 0}\frac{\|f(a+h)-f(a)-Df(a)h\|_2}{\|h\|_2}=0.

Differentiability in this sense is the correct multivariable analogue of . It implies and yields the multivariable chain rule.

Examples:

  • Any polynomial map f:RkRmf:\mathbb{R}^k\to\mathbb{R}^m is differentiable on Rk\mathbb{R}^k.
  • If ff is C1C^1 on UU (continuous first partial derivatives), then ff is differentiable on UU.
  • The map f:R2Rf:\mathbb{R}^2\to\mathbb{R}, f(x,y)=xf(x,y)=|x| is differentiable at points with x0x\ne 0, but not differentiable along the line x=0x=0.