Derivative as a little-o approximation
Builds on Fréchet derivative
Statement
Let and be normed vector spaces over , let be open, and let . Let , and let be a bounded linear map. Then is the Fréchet derivative of at if and only if Here means that for each there is a such that for each with and .
Remarks
The remainder is defined by the equation, so the statement says that the error of the linear approximation tends to faster than . The little-o form includes , where . This is why it uses and does not divide by . This form is often the most convenient one for proofs, for example of the chain rule.
Reading path
To understand this page from the ground up, read these 3 pages in order. The foundations come first.
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- no evidence level
- Euclidean space object
- Fréchet derivative definition
- Derivative as a little-o approximation statement
Further reading
About this page
| Tag | 0MN882VJ4P |
|---|---|
| URI | m2://0MN882VJ4P |
| Kind | statement, proposition |
| Writing | W0 stub |
| MSC | 26B05 |
| Status | This copy of the site has no build data. Run m2 status 0MN882VJ4P. |
| Uses | Fréchet derivative |
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