Strong derivative
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(Redirected from Fréchet derivative)
Strong derivative | |
lim For two normed spaces (X,\Vert\cdot\Vert_X) and (Y,\Vert\cdot\Vert_Y) and a mapping f:U\rightarrow Y for U open in X df\vert_{x_0}:X\rightarrow Y a linear map called the "derivative of f at x_0" |
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,\Vert\cdot\Vert_X) and (Y,\Vert\cdot\Vert_Y)
- A mapping, f:U\rightarrow Y where U is an open set of X
- Some point x_0\in U (the point we are differentiating at)
Definition 1
If there exists a linear map L_{x_0}:X\rightarrow Y such that:
- f(x+h)-f(x)=L_{x_0}(h)+r(x_0;h) where \lim_{h\rightarrow 0}\left(\frac{\Vert r(x_0;h)\Vert_Y}{\Vert h\Vert_X}\right)=0
Definition 2
If there exists a linear map L_{x_0}:X\rightarrow Y such that:
- \lim_{h\rightarrow 0}\left(\frac{f(x_0+h)-f(x_0)-L_{x_0}(h)}{\Vert h\Vert_X}\right)=0_Y
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