MATH301 Real Analysis

Tutorial Note #3

More Differentiation in Vector-valued function:

Recall a function F:    is differentiable at a   iff there is a linear

Last time, we learn how to check the differentiability of a given vector-valued function.

transformation T:    such that

       
lim 0
   
We denote the transformation T  DFa and the corresponding matrix to be F  a,

∂f ∂f
according to differentiation theorem, this matrix is given by

 " 

 a
∂x ∂x '
F  # $ # &
∂f ∂f
 " 
∂x ∂x %
which contains all the “slopes” of tangent planes of f , f) , … , f (More explanations will
be given in the appendix.)

The corresponding linear transformation DFax, y is given by

∂f1 ∂f1
 "  x1
.
∂x1 ∂xn '
DFax, y   # $ # &. . 0
∂fm ∂fm .
 "  xn
∂x1 ∂xn %

definition of derivative of Fx. It means the derivative of F is uniquely determined. The

In fact, if a function is differentiable, then there is ONLY ONE transformation satisfy the

reason of this is given by the following example:

Let 1:    be differentiable at 2   , explain why there cannot be two

Example 1 (Practice Exercise #3)

different linear transformations (say T and T)) both satisfy the definition of
derivative of 1)

As  is differentiable, then by differentiation theorem, the matrix of the

Solution:

 " 

345 345
3 5 3 6
transformation satisfying the definition is given by  # $ # '

 3 5  " %

347 347
3 6

Since each entry is uniquely determined, then the matrix (and the transformation is
uniquely determined, hence there is only one such transformation satisfy the definition.
Furthermore, we may verify a given vector-valued function is differentiable by C 
theorem. Recall
Definition: C (or continuously differentiable) function

We say F:    is C at 2   iff all exist in near 2 and are continuous

3>?
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at 2

If Fx is C at 2   , then Fx is differentiable at a.

Theorem: (C theorem)

Let F: )  ) be defined as
Example 2

Fx, y  e y, ln1 A x ) A y ) 
Show that the function is differentiable at 1,1 and compute F a and DF  a
Solution:

Let f x, y  e cos y and f) x, y  ln 1 A x ) A y ) , a direct computation yields

(Step 1: Check differentiability)

∂f ∂f ∂f) 2x ∂f) 2y
 e y,  e ,  , 
∂x ∂y ∂x 1 A x A y ∂y 1 A x) A y)
) )

clearly C at 1,1 and therefore differentiable by C  theorem

Clearly all partial derivatives exist and continuous everywhere, hence the function is

(Step 2: Find F a and DFa)

∂f ∂f
1,1 1,1 e e
 1,1
 ∂x ∂y ' 2 2H
F  &F
∂f) ∂f)
1,1 1,1 3 3
 ∂x ∂y %

e e ex A ey
and

x 2 2H IxJ  K2
DF  x, y  F 1,1 IyJ  F
 2 L
, y xA y
3 3 3 3

Let us come into some complicated examples

a) Show that Fx, y  |xy| is not N O at 0,0

Example 3 (Practice Exercise #10)

b) Show that Fx, y  |xy| is differentiable at 0,0

c) Furthermore, compute F  0,0 and DF0,0
(Note: This example says that even a function is not C , the function can still be
differentiable. That’s why P theorem can’t be used to check a function is not
differentiable.)
a) (To see a function is NOT P , we first compute the partial derivative around 0,0)
Solution

, T for any , T  U ) , we first fix V  T

QR
QS
We first compute

|T| XY  Z 0\
 , T  |T|  |T|||  W
|T| XY  [ 0
Then for  ] 0, consider the case  ^ 0, near ,  , T  |T|

, T   , T\|S`a  |T|

QR _
QS _S

Similarly, for the case  [ 0, we can get , T   , T\|S`a  |T|
QR _
QS _S

For   0, 0, T  limSb  limSb

QR RS,cdRb,c |cS|
QS Sdb S

limSbe  limSbe  |T| and limSbf  limSbf  |T|

|cS| d|c|S |cS| |c|S
S S S S

The limit only exists when |T|  |T| g T  0, for T ] 0, 0, T does not exist.
QR
QS

, T does not near 0,0 and hence the function is not P
QR
QS
So

b) (Verify  , V is differentiable at , V  0,0)

(Step 1: Compute the partial derivative at 0,0

Here we check by definition

0,0  limSb  0 and 0,0  limhb 0

QR RS,bdRb,b QR Rb,hdRb,b
QS Sdb Qh hdb

(Step 2: Check differentiability)

Construct the matrix to be i  FQS 0,0, Qh 0,0H  0,0

QR QR

0
j, V   0,0  i k lj |V|
V0
lim  lim
S,hb,b   0, V  0 S,hb,b m ) A V )

o ) |pqrsrXts|
 lim  lim o|pqrsrXts|  0
nb o nb

Hence the function is differentiable at , V  0,0

x 0
c) From b), F  0,0  FQS 0,0, Qh 0,0H  0,0 and DF0,0x, y  F  0,0 IyJ  I J
QR QR
0
Example 4 (Practice Exercise #6)

XY , V ] 0,0\
Sh v
Show that Y , V  uS v whv is not C at 0,0
0 XY , V  0,0
and the function is not differentiable at 0,0
(The function is not C )
Solution:

a, b and a, b

34 34
3 3y
Once again, we shall compute

a, b, (The case about 3y a, b is similar)

34 34
3
We focus on

yz d v yv \
For a, b ] 0,0, near a, b, fx, y  S v whv, a, b  |  v w{v v
Sh v 34 {z dv {v
3  v wyv v S,h`a,c

For a, b  0,0, 0,0  lim b 0

34 |S,bd|b,b
3 Sdb

a, b is not continuous at 0,0 because

34
3
However,

∂f b}  a) b) o } sin} s  o } cos) s sin) s

lim a, b  lim  lim
,{b,b ∂x ,{b,b a) A b ) ) ~b o}
 sin} s  cos ) s sin) s (the limit does not exist!!)
Hence the function is NOT C at x, y  0,0

(The function is not differentiable at x, y  0,0)

∂f Y , 0  Y0,0 ∂f Y 0, V  Y0,0

(Step 1: Compute all partial derivatives)

0,0  lim  0, 0,0  lim 0

∂x b 0 ∂y yb V0
(Step 2: Check!!)

Construct the matrix to be i  FQS 0,0, Qh 0,0H  0,0

Q| Q|

0 V )
jY, V  Y0,0  i k lj  )  o € pqrs sin) s
V0  A V)
lim  lim  lim
S,hb,b   0, V  0 S,hb,b m ) A V ) ~b o€

 lim cos s sin) s

~b

We see the limit does not exist (as limit depends on θ). So f is not differentiable at 0,0

Chain Rule: Differentiation of composite function

Recall in one variable calculus, when you have a function y  gfx where f and g are
differentiable functions, then the derivative of y is given by
dy \
|  g  „fa…f  a
dx `
In general, considering 2 differentiable vector-valued function F and G, what will be the
derivative of Hx  G ˆ Fx  GFx??
 Suppose F: R  R is differentiable at x  a and G: R  RŠ is differentiable
Theorem: Chain Rule

at y  Fa (NOT a!!). Then Hx  GFx is differentiable at a and

H  a  G „Fa…F  a (Martix multiplication)

DHax  IDG„Fa… ˆ DFaJ x (Linear Transformation Composition)

Let us first have a simple example to see how the chain rule be applied

Let G: )  ) be differentiable on ) and Gu, v  e A uv, 3uv € . Verify

Example 5

that Hx, y, z  G2x  3y A z, x ) A 3y  z is differentiable at 1,1,1 and

compute H  1,1 and DH1,1x, y

Define F: €  ) to be Fx, y, z  2x  3y A z, x) A 3y  z, then H can be written

Solution:

as Hx, y, z  GFx

Next, we shall check whether F is differentiable at 1,1,1. Note that

∂f ∂f ∂f ∂f) ∂f) ∂f)
 2,  3,  1,  2x,  3,  1
∂x ∂y ∂z ∂x ∂y ∂z
All partial derivative of f exist and continuous at 1,1, hence F is C and therefore
differentiable by C  theorem and
∂f ∂f ∂f
1,1,1 1,1,1 1,1,1
 ∂x ∂y ∂z ' 2 3 1
F 1,1,1   &  I2 3 J
∂f) ∂f) ∂f) 1
1,1,1 1,1,1 1,1,1
 ∂x ∂y ∂z %

Next we shall verify Gu, v is differentiable at F1,1,1  0,3

 e A v,  u,  3v € ,  9uv )
35 35 3v 3v
3 3‘ 3 3‘
It is easy to get

Clearly, they exist near 0,3 and continuous at 0,3

So G is C and therefore differentiable at 0,3
35 35
3‘ \ 4 0
With G 0,3 

“3
3
” |,‘`b,€ I J
v 3v 81 0
3 3‘

H  1,1,1  G „F1,1,1…F  1,1,1  G 0,3F 1,1,1

Therefore by chain rule

4 0 2 3 1 8 12 4
I JI JI J
81 0 2 3 1 162 243 81
x
8 12 4 8x  12y A 4z
Finally, DH1,1,1  I J Fy H  k l
162 243 81 z 162x  243y A 81z
*Tips: When using chain rule, it will be easier for you to do matrix multiplication than
doing composite function.
Let f, g: R  R be differentiable function at a   , define hx  fxgx, compute
Example 6 (Product Rule)

Dha and h a

 Y ˜
Solution:

  Y, ˜ ™š, ›  š, ›

Y, ˜ 

Define a map F:   ) and G: )   be

Fx  fx, gx and Gu, v  uv.
Then hx  GFx
We can check by C -theorem that F is differentiable at a and G is differentiable
everywhere (in particular u, v  fa, ga). The corresponding matrixes are given by
  … … 
34 34 34

F a 

“ 35 ”
3 3 v 3 6

  … … 

3 3
3 5 3 v 3 6

and G c, d  I c, d c, dJ  d, c

3œ 3œ
3 3‘

Hence by chain rule, h  GFa is differentiable at a and h a is given by

h a  G „Fa…F  a  G „fa, ga…F a
∂f ∂f ∂f
  … … 
∂x ∂x) ∂x '
 ga, fa  &
∂g ∂g ∂g
  … … 
∂x ∂x) ∂x %
∂f ∂g ∂f ∂g
 ga  A Y , … . . , ˜   A Y     
∂x ∂x ∂x ∂x

Y Y ˜ ˜
 ˜   K   , … . , L A Y  K , … . ,   L
 ž  ž

 gaf  a A fag  a

Dha  gaDfa A faDGa

In terms of linear transformation,
In the following, there are some suggested exercises, you should try to do them in order
to understand the material. If you have any questions about them, you are welcome to
find me during office hours. You are also welcome to submit your work (complete or
incomplete) to me and I can give some comments to your work.
☺Exercise 0
Determine whether the following statements are true or not. If it is true, give a short

a) Let 1: R  R be a vector value function. Then 1x is continuous at point

explanation, if it is false, give a counter-example.

a  a , . . , a  if and only if f x is continuous at x  a for i  1,2,3, …

(Here Fx  f x, f) x, . . , f x)

b) Given a vector-valued function 1:    , suppose all exist at a  R , then

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the function is differentiable at x  a  

c) Suppose 1:    is not C at Ÿ  2, then 1 is NOT differentiable at x  a.

d) Let 1: R  R be a vector value function and if the martix

 " 

∂f1 ∂f1
∂x1 ∂xn
J. # $ # 0 exists, then F is differentiable at x  a
 " 
∂fm ∂fm
∂x1 ∂xn

Let F: €  ) be defined as Fx, y, z  xy A cosy A z , ze . Show that

☺Exercise 1 (Practice Exercise #5)

The function is differentiable at any a, b, c  € and

Find F a, b, c and DFa, b, c
i)
ii)

Let a function F: )   be defined as Fx, y  sin |x ) A y|

☺Exercise 2 (Example 2a in Tutorial Note #1)

a) Show Fx, y is not C at 0,0

b) Determine whether Fx, y is differentiable at 0,0

(Hint: You may use the fact that lim b  1)

¡ S
S

Let a function F: )   defined as Fx, y  ¢ |Sh| ,

☺Exercise 3

a) Show Fx, y is not C at 0,0

b) Determine whether Fx, y is differentiable at 0,0

Let the function G: €   defined by

☺Exercise 4
 x} A y} A z}
if x, y, z ] 0,0,0\
Gx, y, z  £x ) A y ) A z )
0 if x, y, z  0,0,0
Show that the function is differentiable at x, y, z  0,0,0. Compute all G 0,0,0 and
DG0,0,0.
(Hint: You may use either P theorem or check directly by definition)

Let F: R)  R) be defined as Fx, y  e cosy, e siny and G: R)  R) be defined

☺Exercise 5

as Gu, v  u€ A uv, v ¤ . Verify H: R)  R) defined as Hx, y  GFx, y is

differentiable at 0,0 and compute H  0,0

Define a function H: R€  R be defined as Hx, y, z  |x A y A zsinx€ |. Show that

☺Exercise 6

it is differentiable at x, y, z  0,0,0. If it is differentiable, compute H  0,0,0 and

DH0,0,0

F: R€  R) as Fx, y, z  „x A y A z, sinx € … and G: )   as Gu, v  |uv|,

(Hint: It is rather difficult for you to check the differentiability directly, you may define

then H  GFx.)
(Note: This exercise shows a good application of chain rule)

a) Let f, g:    be differentiable at 2   , Compute f A g a and Df A ga

☺Exercise 7

4 
b) Let f, g:    be differentiable at 2   , suppose ga ] 0. Compute IJ a

and D IJ a.

4

Appendix:
In the following, we will give a proof to triangle inequality and also a limit theorem
concerning the sequence.

For any š, ›, ¥   , show that š  ¥ ¦ š  › A ›  ¥

Practice Exercise #1

Let š  š , š) , . . , šž , ›  › , ›) , … , ›ž , ¥  ¥ , ¥) , . . , ¥ž , then the inequality

Solution:

š  ¥ ¦ š  › A ›  ¥
becomes

§ mš  ¥ ) A " šž  ¥ž ) ¦ mš  › ) A " šž  ›ž ) A m›  ¥ ) A " ›ž  ¥ž )

Here we try to work backward, we first square both side yields
š  ¥ ) A " A šž  ¥ž )
¦ š  › ) A " šž  ›ž ) A ›  ¥ ) A " ›ž  ¥ž )
A 2mš  › ) A " šž  ›ž ) m›  ¥ ) A " ›ž  ¥ž )
Here we make a substitution (which make the proof easier)
Let ¨  š¨  ›¨ and T¨  ›¨  ¥¨ § š¨  ¥¨  š¨  ›¨  A ›¨  ¥¨   ¨ A T¨
Then the expression become

 A T ) A " A ž A Tž ) ¦ ) A " A ž) A T ) A " A Tž) A 2©) A " ž) T ) A " A Tž) 

After we expend the expression and cancel all the terms, the inequality become

 T A " A ž Tž ¦ ©) A " ž) T ) A " A Tž) 

It is just a Cauchy-Schwarz Inequality, hence the triangle inequality is true

Let ª  « , «) , … , «ž   U ž . For X  1,2,3, … define a sequence of vectors

Practice Exercise #2

› , ›) , ›€ , … to be ›¨  ¨ , ¨) , … , ¨ž   ž . We say lim¨¬ ›¨  ª if and only if

lim¨¬›¨  ª  0. Prove that

lim ›¨  ª g lim ¨­  «­ Yqo ®  1,2, … , t

¨¬ ¨¬

Solution:

Suppose lim¨¬ ›¨  ª, we need to show lim¨¬ ¨­  «­

(§ part)

(We first look at the condition and find something useful)

lim ›¨  ª § lim ›¨  ª  0 § lim m¨  « ) A ¨)  «) ) … A ¨ž  «ž )  0

¨¬ ¨¬ ¨¬

(Next we will show lim¨¬ ¨­  «­ g lim¨¬ ¨­  «­   0

Consider

0 ¦ ¯¨­  «­ ¯  ©„¨­  «­ … ¦ m¨  « ) A ¨)  «) ) … A ¨ž  «ž ) (We add more terms)

)

Taking X  ∞, R.H.S. tends to 0 also and by sandwich theorem, we can see

lim |¨­  «­ |  0 § lim ¨­  «­ Yqo ®  1,2, . . , t

¨¬ ¨¬

Suppose lim¨¬ ¨­  «­ , we shall show lim¨¬ ›¨  ª or lim¨¬ ›¨  ª  0

(± part)

0 ¦ ›¨  ª  m¨  « ) A ¨)  «) ) … A ¨ž  «ž )

Now

¦ |¨  « | A |¨)  «) | A " A |¨ž  «ž |

m) A " A ž) ¦ | | A |) | A " A |ž |, one may verify it by squaring both side and
(We have used the “useful inequality” in last inequality, namely

compare)

Hence as X  ∞, R.H.S. goes to 0 (as lim¨¬ ¨­  «­ g lim¨¬ |¨­  «­ |  0)

So by sandwich theorem,

lim ›¨  ª  0
¨¬