Let n,mβN. Let UβRn be open, let f=(f1β,β¦,fmβ):UβRm, and let a=(a1β,β¦,anβ)βU. Suppose that for every jβ{1,β¦,m} and every iβ{1,β¦,n} the partial derivative Partial Derivative of a Coordinate Function βxiββfjββ(a) exists. The matrix
Jfβ(a)=(βxiββfjββ(a))1β€jβ€m,Β 1β€iβ€nβ
is called the Jacobian matrix of f at a. We say that f is differentiable at a if for every Ξ΅>0 there exists Ξ΄>0 with the following property: whenever h=(h1β,β¦,hnβ)βRn satisfies
0<i=1βnβhi2β<Ξ΄2
and a+hβU, one has
j=1βmβ(fjβ(a+h)βfjβ(a)βi=1βnββxiββfjββ(a)hiβ)2β€Ξ΅2i=1βnβhi2β.