Paper 3, Section II, E

Analysis II
Part IB, 2011

Consider a map f:RnRmf: \mathbb{R}^{n} \rightarrow \mathbb{R}^{m}.

Assume ff is differentiable at xx and let DxfD_{x} f denote the derivative of ff at xx. Show that

Dxf(v)=limt0f(x+tv)f(x)tD_{x} f(v)=\lim _{t \rightarrow 0} \frac{f(x+t v)-f(x)}{t}

for any vRnv \in \mathbb{R}^{n}.

Assume now that ff is such that for some fixed xx and for every vRnv \in \mathbb{R}^{n} the limit

limt0f(x+tv)f(x)t\lim _{t \rightarrow 0} \frac{f(x+t v)-f(x)}{t}

exists. Is it true that ff is differentiable at x?x ? Justify your answer.

Let MkM_{k} denote the set of all k×kk \times k real matrices which is identified with Rk2\mathbb{R}^{k^{2}}. Consider the function f:MkMkf: M_{k} \rightarrow M_{k} given by f(A)=A3f(A)=A^{3}. Explain why ff is differentiable. Show that the derivative of ff at the matrix AA is given by

DAf(H)=HA2+AHA+A2HD_{A} f(H)=H A^{2}+A H A+A^{2} H

for any matrix HMkH \in M_{k}. State carefully the inverse function theorem and use it to prove that there exist open sets UU and VV containing the identity matrix such that given BVB \in V there exists a unique AUA \in U such that A3=BA^{3}=B.