Differentiability criterion

Characterization of differentiability via a best linear approximation.
Differentiability criterion

Differentiability criterion: Let URkU\subseteq\mathbb R^k be an , let f:URmf:U\to\mathbb R^m, and fix aUa\in U. The following are equivalent:

  1. ff is aa (in the sense).
  2. There exists a A:RkRmA:\mathbb R^k\to\mathbb R^m such that limh0f(a+h)f(a)Ahh=0. \lim_{h\to 0}\frac{\|f(a+h)-f(a)-Ah\|}{\|h\|}=0.

In this case, AA is unique and is denoted Df(a)Df(a).

This formulation says that differentiability is exactly the existence of a first-order linear approximation with an error term that is o(h)o(\|h\|). In the one-dimensional case k=m=1k=m=1, it is equivalent to the existence of the usual at aa.