Definition

Let UCU\subseteq\mathbb C be open, f:UCf:U\to\mathbb C, and z0Uz_0\in U. The complex derivative of ff at z0z_0 is the limit

f(z0)=limh0hCf(z0+h)f(z0)h,f'(z_0)=\lim_{\substack{h\to0\\h\in\mathbb C}}\frac{f(z_0+h)-f(z_0)}{h},

when it exists. The limit must have the same value as hh approaches 00 through every complex direction.

Real-linear interpretation

Viewing ff as a map R2R2\mathbb R^2\to\mathbb R^2, complex differentiability at z0z_0 is equivalent to real differentiability there with derivative equal to multiplication by one complex number. Thus its real derivative must commute with multiplication by ii. The express this constraint in coordinates.

Holomorphicity

A function is on UU when it is complex differentiable at every point of UU. Differentiability at one point is much weaker: it need not imply continuity of the derivative or complex differentiability nearby.

References
  1. Lars V. Ahlfors, Complex Analysis, 3rd ed., McGraw–Hill, 1979. Relevant: Chapter 2, §§1–2.