An affine function, half a bounded symmetric bilinear form evaluated on the diagonal, and a multiple of the squared distance to a fixed point are of class on a real Hilbert space, with gradients and Hessians computed explicitly, and remain so on any open subset.
In the setting of Real Hilbert Spaces: Standing Notation and Background, let be a real Hilbert space, with its inner product , norm and distance as fixed there. Let be the set of bounded symmetric bilinear forms on , with the identity form , its multiples and the zero form , as fixed there. For , the operator represented by is written ; it belongs to the set of bounded linear maps from to itself. The classes and of a subset open in , together with the gradient and the Hessian , are as defined there; the set is itself open in , since every open ball of is a subset of .
Then the following hold.
1. (Affine functions) Let and , and let be given by
Then , and and for every .
2. (Quadratic forms) Let and let be given by
Then , and and for every .
3. (Multiples of the squared distance to a point) Let and , and let be given by
Then , and and for every .
4. (Restriction to an open subset) Let be open in . Then the restrictions to of the functions , and of claims 1, 2 and 3 belong to , and their gradients and Hessians at every are those given in those claims.
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