Math 2.0

Real functions Proposition

Linearity of the derivative

Builds on Fréchet derivative

Statement

Let VV and WW be normed vector spaces over ℝ\mathbb{R}, let U⊆VU \subseteq V be open, let f,g ⁣:U→Wf, g \colon U \to W, let x∈Ux \in U, and let c∈ℝc \in \mathbb{R}. Suppose that ff and gg are Fréchet differentiable at xx, with Fréchet derivatives Df(x)Df(x) and Dg(x)Dg(x). Then f+gf + g and cfc f are Fréchet differentiable at xx, and D(f+g)(x)=Df(x)+Dg(x),D(cf)(x)=c Df(x).D(f + g)(x) = Df(x) + Dg(x), \qquad D(c f)(x) = c \, Df(x).

Remarks

The proof adds the two remainders: a sum of two terms that are o(∥h∥)o(\|h\|) is again o(∥h∥)o(\|h\|). So the maps that are differentiable at xx form a vector space, and f↦Df(x)f \mapsto Df(x) is a linear map on it. The same rules hold for the partial derivatives and for the directional derivatives.

Reading path

To understand this page from the ground up, read these 3 pages in order. The foundations come first.

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  1. Euclidean space object
  2. Fréchet derivative definition
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Further reading

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