Differentiability criterion: Let U⊆RkU\subseteq\mathbb R^k be an , let f:U→Rmf:U\to\mathbb R^m, and fix a∈Ua\in U. The following are equivalent:

  1. ff is aa (in the sense).
  2. There exists a A:Rk→RmA:\mathbb R^k\to\mathbb R^m such that
    lim⁡h→0∥f(a+h)−f(a)−Ah∥∥h∥=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).

Remarks

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.