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Books.Analysis2_Tao_2022.Chapters.Chap06.section04_part2

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff_of_assumedCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: in the non-UniqueDiffWithinAt branch, if one assumes canonicity of within-derivative witnesses for g ∘ f at x0, then the matrix identity follows.

theorem helperForTheorem_6_4_matrixForm_chainRule_conclusion_of_not_uniqueDiff_of_assumedCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: in the non-UniqueDiffWithinAt branch, an assumed canonicity principle for within-derivative witnesses yields the full conclusion pair (within-set differentiability and matrix identity).

theorem helperForTheorem_6_4_matrixForm_chainRule_with_pointCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hPointCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: adding explicit pointwise canonicity for within-derivative witnesses of g ∘ f yields the full matrix-form chain-rule conclusion.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_hasFDerivWithinAt_zero_f_or_g {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hZeroDerivFG : HasFDerivWithinAt f 0 E x0 HasFDerivWithinAt g 0 F (f x0)) :

Helper for Theorem 6.4: if either f or g admits zero as a within-derivative at the relevant basepoint, the matrix identity follows from the corresponding zero-derivative fallback branch.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff_by_zeroFallbackSplit {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hResidual : ¬HasFDerivWithinAt f 0 E x0¬HasFDerivWithinAt g 0 F (f x0)(LinearMap.toMatrix (Pi.basisFun (Fin n)) (Pi.basisFun (Fin p))) (fderivWithin (g f) E x0) = (LinearMap.toMatrix (Pi.basisFun (Fin m)) (Pi.basisFun (Fin p))) (fderivWithin g F (f x0)) * (LinearMap.toMatrix (Pi.basisFun (Fin n)) (Pi.basisFun (Fin m))) (fderivWithin f E x0)) :

Helper for Theorem 6.4: in the non-UniqueDiffWithinAt branch, proving the matrix identity reduces to the residual case where neither zero-derivative fallback applies for f or g.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff_of_residualCanonicityGenerator {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hResidualCanonicity : ¬HasFDerivWithinAt f 0 E x0¬HasFDerivWithinAt g 0 F (f x0)∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: proving the non-UniqueDiffWithinAt matrix identity can be reduced to supplying a canonicity generator for the residual branch where both zero-derivative fallbacks are excluded.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff_reducedToPointCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) :
(∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2)(LinearMap.toMatrix (Pi.basisFun (Fin n)) (Pi.basisFun (Fin p))) (fderivWithin (g f) E x0) = (LinearMap.toMatrix (Pi.basisFun (Fin m)) (Pi.basisFun (Fin p))) (fderivWithin g F (f x0)) * (LinearMap.toMatrix (Pi.basisFun (Fin n)) (Pi.basisFun (Fin m))) (fderivWithin f E x0)

Helper for Theorem 6.4: in the non-UniqueDiffWithinAt branch, proving the matrix identity is reduced to providing pointwise canonicity of within-derivative witnesses for g ∘ f at x0.

theorem helperForTheorem_6_4_matrixForm_chainRule_fderivWithin_comp_of_pointCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hPointCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :
fderivWithin (g f) E x0 = (fderivWithin g F (f x0)).comp (fderivWithin f E x0)

Helper for Theorem 6.4: pointwise canonicity of within-derivative witnesses for g ∘ f at x0 yields equality between the selected within-derivative and the composed selected within-derivatives.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_pointCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hPointCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: pointwise canonicity of within-derivative witnesses for g ∘ f at x0 yields the matrix identity directly.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_zeroDerivativeFallback {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hZeroDeriv : HasFDerivWithinAt f 0 E x0 HasFDerivWithinAt g 0 F (f x0)) :

Helper for Theorem 6.4: if either f has zero within-derivative at x0 or g has zero within-derivative at f x0, then the matrix identity follows from the corresponding zero-derivative branch.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff_of_pointCanonicity {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hPointCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: remaining matrix-identity branch under ¬ UniqueDiffWithinAt ℝ E x0; this is the unresolved structural blocker.

theorem helperForTheorem_6_4_matrixForm_chainRule_matrixIdentity_of_not_uniqueDiff {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hx0 : x0 E) (hf : DifferentiableWithinAt f E x0) (hfx0 : f x0 F) (hg : DifferentiableWithinAt g F (f x0)) (hNotUnique : ¬UniqueDiffWithinAt E x0) (hPointCanonicity : ∀ (L1 L2 : (Fin n) →L[] Fin p), HasFDerivWithinAt (g f) L1 E x0HasFDerivWithinAt (g f) L2 E x0L1 = L2) :

Helper for Theorem 6.4: remaining matrix-identity branch under ¬ UniqueDiffWithinAt ℝ E x0, assuming a supplied pointwise canonicity principle for within-derivative witnesses of g ∘ f.

theorem helperForTheorem_6_4_matrixForm_chainRule_conclusion_with_uniqueDiff_mainHypotheses {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hUnique : UniqueDiffWithinAt E x0) :

Helper for Theorem 6.4: with the exact hypotheses of matrixForm_chainRule and an added UniqueDiffWithinAt hypothesis, the full conclusion follows.

theorem helperForTheorem_6_4_matrixForm_chainRule_with_uniqueDiff {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) (hUnique : UniqueDiffWithinAt E x0) :

Helper for Theorem 6.4: a repaired variant of the theorem statement that adds UniqueDiffWithinAt to ensure canonicity of within-derivatives.

theorem helperForTheorem_6_4_matrixForm_chainRule_witnessForm {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hf : DifferentiableWithinAt f E x0) (hg : DifferentiableWithinAt g F (f x0)) :

Helper for Theorem 6.4: a witness-form chain-rule conclusion that avoids non-canonical selection of fderivWithin for g ∘ f.

theorem matrixForm_chainRule {n m p : } {E : Set (Fin n)} {F : Set (Fin m)} {f : (Fin n)Fin m} {g : (Fin m)Fin p} {x0 : Fin n} (hMaps : Set.MapsTo f E F) (hx0 : x0 E) (hf : DifferentiableWithinAt f E x0) (hfx0 : f x0 F) (hg : DifferentiableWithinAt g F (f x0)) (hUnique : UniqueDiffWithinAt E x0) :

Theorem 6.4: (Matrix form of the chain rule) let E ⊆ ℝⁿ and F ⊆ ℝᵐ, f : E → ℝᵐ, and g : F → ℝᵖ. Assume x₀ ∈ E, f x₀ ∈ F, f is differentiable within E at x₀, g is differentiable within F at f x₀, and f maps E into F. Assume also UniqueDiffWithinAt ℝ E x₀ so the selected within-derivative is canonical. Then g ∘ f is differentiable within E at x₀, and its within-derivative matrix satisfies D(g ∘ f)(x₀) = Dg(f(x₀)) Df(x₀).