TheoremBase

Differentiability at a Point for Maps Between Euclidean Spaces

Statement

Let nn and mm be natural numbers, let R\mathbb{R} be the real numbers, and let UU be an open subset of Euclidean space Rn\mathbb{R}^n. Let f:U→Rmf:U\to\mathbb{R}^m, let a∈Ua\in U, and let AA be a real matrix with mm rows and nn columns.

Write ∥ ⋅ ∥\lVert\,\cdot\,\rVert for the Euclidean norm, used both on Rn\mathbb{R}^n and on Rm\mathbb{R}^m; write x+yx+y for the sum of points of Rn\mathbb{R}^n, z−z′z-z' for the difference of points of Rm\mathbb{R}^m, and AvAv for the matrix-vector product.

We say that ff is differentiable at aa with derivative matrix AA if for every real ε\varepsilon with 0<ε0<\varepsilon there exists a real δ\delta with 0<δ0<\delta such that every h∈Rnh\in\mathbb{R}^n with 0<∥h∥<δ0<\lVert h\rVert<\delta satisfies a+h∈Ua+h\in U and

∥f(a+h)−f(a)−A h∥≤ε ∥h∥.\lVert f(a+h)-f(a)-A\,h\rVert\le\varepsilon\,\lVert h\rVert .

We say that ff is differentiable at aa if it is differentiable at aa with derivative matrix AA for some such matrix AA.

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