User:Saippuakauppias/Fréchet

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The total derivative (ou derivative in the au sense of Fréchet) exists and equals the gradient of f of a ( \mathbf{\nabla f(a)}) if \lim_{h \to 0}{{f(\mathbf{a+h}) - f(\mathbf{a}) -  \langle \mathbf{\nabla f(\mathbf{a})}, \mathbf{h} \rangle} \over     \|\mathbf{h}\|}= 0 .

[edit] Idea

f(\mathbf{a+h}) = f(\mathbf{a}) +  \langle \mathbf{\nabla f(\mathbf{a})}, \mathbf{h} \rangle + r(\mathbf{h})


As example R2, f(a + h), where h is a very small number, equals the sum:

  • f(a)
  • g(h) where g(x) = \frac{df}{dx}(a) *x (straight line with gradient of the function at the point (a,f(a)) \,)
  • the rest r(h) which depends only of h


So r(\mathbf{h}) = f(\mathbf{a+h}) - f(\mathbf{a}) -  \langle \mathbf{\nabla f(\mathbf{a})}, \mathbf{h} \rangle [1]

[edit] See also