Math 2.0

Real functions Proposition

Derivative of a map into a product

Builds on Fréchet derivative

Statement

Let VV, W1W_1 and W2W_2 be normed vector spaces over ℝ\mathbb{R}, let U⊆VU \subseteq V be open, and let x∈Ux \in U. Let f1 ⁣:U→W1f_1 \colon U \to W_1 and f2 ⁣:U→W2f_2 \colon U \to W_2 be Fréchet differentiable at xx. Then the map F ⁣:U→W1×W2F \colon U \to W_1 \times W_2, F(y)=(f1(y),f2(y))F(y) = (f_1(y), f_2(y)), is Fréchet differentiable at xx, and DF(x)(h)=(Df1(x)(h), Df2(x)(h))for each h∈V.DF(x)(h) = \big(Df_1(x)(h), \, Df_2(x)(h)\big) \quad \text{for each } h \in V. Here W1×W2W_1 \times W_2 has the norm ∥(w1,w2)∥=max⁡(∥w1∥,∥w2∥)\|(w_1, w_2)\| = \max(\|w_1\|, \|w_2\|).

Remarks

The converse also holds: if FF is differentiable at xx, then so are its two components, because each projection W1×W2→WiW_1 \times W_2 \to W_i is a bounded linear map. Any norm on W1×W2W_1 \times W_2 that is equivalent to the max norm gives the same derivative. Applied mm times with Wi=ℝW_i = \mathbb{R}, this gives the derivative of a map into R^n by components.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Properties
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