A directional derivative of a function f:URf:U\to\mathbb R, where URnU\subseteq\mathbb R^n is open, at aUa\in U in the direction vRnv\in\mathbb R^n is the limit

Dvf(a)=limt0f(a+tv)f(a)t,D_vf(a)=\lim_{t\to 0}\frac{f(a+tv)-f(a)}{t},

when it exists.

If ff is at aa, then Dvf(a)D_vf(a) exists for every vv and equals Df(a)vDf(a)v, where Df(a)Df(a) is the .

Examples
  • If f(x,y)=x2+y2f(x,y)=x^2+y^2, then at a=(1,0)a=(1,0) in the direction v=(1,1)v=(1,1),
    Dvf(a)=limt0(1+t)2+t21t=2.D_v f(a)=\lim_{t\to 0}\frac{(1+t)^2+t^2-1}{t}=2.
  • For f(x,y)=xf(x,y)=|x|, one has D(0,1)f(0,0)=0D_{(0,1)}f(0,0)=0, but D(1,0)f(0,0)D_{(1,0)}f(0,0) does not exist. Its one-sided directional derivative with t0+t\to0^+ equals 11.