Strong derivative
From Maths
Strong derivative | |
limh→0(∥f(x0+h)−f(x0)−df|x0∥Y∥h∥X) For two normed spaces (X,∥⋅∥X) and (Y,∥⋅∥Y) and a mapping f:U→Y for U open in X df|x0:X→Y a linear map called the "derivative of f at x0" |
Definition
The strong derivative (AKA the Fréchet derivative) has several definitions, however they are all equivalent, as will be shown. In all cases we are given:
- Two normed vector spaces, (X,∥⋅∥X) and (Y,∥⋅∥Y)
- A mapping, f:U→Y where U is an open set of X
- Some point x0∈U (the point we are differentiating at)
Definition 1
If there exists a linear map Lx0:X→Y such that:
- f(x+h)−f(x)=Lx0(h)+r(x0;h)where limh→0(∥r(x0;h)∥Y∥h∥X)=0
Definition 2
If there exists a linear map Lx0:X→Y such that:
- limh→0(f(x0+h)−f(x0)−Lx0(h)∥h∥X)=0Y
TODO: Check this, I've just been sick, so I'm going to save my work and lie down
Todo
TODO: Find reference for and add "total derivative" to list of AKA names, see also derivative (analysis) and do the same thing there