Let and be natural numbers, let be the real numbers, and let be an open subset of Euclidean space . Let , let , and let be a real matrix with rows and columns.
Write for the Euclidean norm, used both on and on ; write for the sum of points of , for the difference of points of , and for the matrix-vector product.
We say that is differentiable at with derivative matrix if for every real with there exists a real with such that every with satisfies and
We say that is differentiable at if it is differentiable at with derivative matrix for some such matrix .
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