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Books.Analysis2_Tao_2022.Chapters.Chap06.section03_part4

theorem helperForTheorem_6_2_fderiv_data_from_6_1 {n m : } {F U : Set (EuclideanSpace (Fin n))} {f : EuclideanSpace (Fin n)EuclideanSpace (Fin m)} {x₀ : EuclideanSpace (Fin n)} (hx₀U : x₀ interior U) (hUF : U F) (g : Fin nEuclideanSpace (Fin n)EuclideanSpace (Fin m)) (hpartial : ∀ (j : Fin n), xU, HasPartialDerivWithinAt F f x j (g j x)) (hcont : ∀ (j : Fin n), ContinuousWithinAt (g j) U x₀) :
∃ (f' : EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin m)), HasFDerivWithinAt f f' F x₀ ∀ (w : EuclideanSpace (Fin n)), f' w = j : Fin n, w.ofLp j g j x₀

Helper for Theorem 6.2: specialize Theorem 6.1 to E = F and F = U to package the within-F Fréchet derivative at x₀ together with its coordinate-sum evaluation formula.

theorem helperForTheorem_6_2_directional_limit_to_sum {n m : } {F : Set (EuclideanSpace (Fin n))} {f : EuclideanSpace (Fin n)EuclideanSpace (Fin m)} {x₀ v : EuclideanSpace (Fin n)} {f' : EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin m)} (g : Fin nEuclideanSpace (Fin n)EuclideanSpace (Fin m)) (hx₀F : x₀ interior F) (hfd : HasFDerivWithinAt f f' F x₀) (hf' : ∀ (w : EuclideanSpace (Fin n)), f' w = j : Fin n, w.ofLp j g j x₀) :
Filter.Tendsto (fun (t : ) => t⁻¹ (f (x₀ + t v) - f x₀)) (nhdsWithin 0 {t : | t 0 x₀ + t v F}) (nhds (∑ j : Fin n, v.ofLp j g j x₀))

Helper for Theorem 6.2: a within-F Fréchet derivative and its coordinate-sum evaluation formula imply the punctured directional limit with target ∑ j, v j • g j x₀.

theorem helperForTheorem_6_2_component_limit_from_vector_limit {m : } {L : Filter } {φ : EuclideanSpace (Fin m)} {y : EuclideanSpace (Fin m)} ( : Filter.Tendsto φ L (nhds y)) (i : Fin m) :
Filter.Tendsto (fun (t : ) => (φ t).ofLp i) L (nhds (y.ofLp i))

Helper for Theorem 6.2: project a vector-valued limit in Euclidean space to any coordinate.

theorem helperForTheorem_6_2_sum_component_eq_dotProduct {n m : } (g : Fin nEuclideanSpace (Fin n)EuclideanSpace (Fin m)) (x₀ v : EuclideanSpace (Fin n)) (i : Fin m) :
(∑ j : Fin n, v.ofLp j g j x₀).ofLp i = v.ofLp ⬝ᵥ fun (j : Fin n) => (g j x₀).ofLp i

Helper for Theorem 6.2: the i-th coordinate of ∑ j, v j • g j x₀ is the dot-product dotProduct v (fun j => (g j x₀) i).

theorem directionalDerivWithinAt_eq_sum_partialDeriv_of_continuousAt {n m : } {F U : Set (EuclideanSpace (Fin n))} {f : EuclideanSpace (Fin n)EuclideanSpace (Fin m)} {x₀ : EuclideanSpace (Fin n)} (hx₀F : x₀ interior F) (hx₀U : x₀ interior U) (hUF : U F) (g : Fin nEuclideanSpace (Fin n)EuclideanSpace (Fin m)) (hpartial : ∀ (j : Fin n), xU, HasPartialDerivWithinAt F f x j (g j x)) (hcont : ∀ (j : Fin n), ContinuousWithinAt (g j) U x₀) (v : EuclideanSpace (Fin n)) :
Filter.Tendsto (fun (t : ) => t⁻¹ (f (x₀ + t v) - f x₀)) (nhdsWithin 0 {t : | t 0 x₀ + t v F}) (nhds (∑ j : Fin n, v.ofLp j g j x₀)) (m = 1∀ (i : Fin m), Filter.Tendsto (fun (t : ) => (t⁻¹ (f (x₀ + t v) - f x₀)).ofLp i) (nhdsWithin 0 {t : | t 0 x₀ + t v F}) (nhds (v.ofLp ⬝ᵥ fun (j : Fin n) => (g j x₀).ofLp i)))

Theorem 6.2: Let F ⊆ ℝⁿ and f : ℝⁿ → ℝᵐ, and let x₀ ∈ interior F. Assume there is a neighborhood U of x₀ with U ⊆ F such that for each coordinate j : Fin n, the partial derivative of f with respect to xⱼ exists at every x ∈ U within F and is represented by g j x, and the map g j is continuous at x₀ within U. Then for every direction v, the directional difference quotient of f at x₀ along v (equation 6.u93) converges to ∑ⱼ vⱼ • gⱼ(x₀) (equation 6.u94). In the scalar-valued case m = 1, the 0-th coordinate form is Dᵥ f(x₀) = v • ∇f(x₀) in dot-product form (equation 6.u95).