Paper 1, Section II, E

Analysis II
Part IB, 2019

Let ARnA \subset \mathbb{R}^{n} be an open subset. State what it means for a function f:ARmf: A \rightarrow \mathbb{R}^{m} to be differentiable at a point pAp \in A, and define its derivative Df(p)D f(p).

State and prove the chain rule for the derivative of gfg \circ f, where g:RmRrg: \mathbb{R}^{m} \rightarrow \mathbb{R}^{r} is a differentiable function.

Let M=Mn(R)M=M_{n}(\mathbb{R}) be the vector space of n×nn \times n real-valued matrices, and VMV \subset M the open subset consisting of all invertible ones. Let f:VVf: V \rightarrow V be given by f(A)=A1f(A)=A^{-1}.

(a) Show that ff is differentiable at the identity matrix, and calculate its derivative.

(b) For CVC \in V, let lC,rC:MMl_{C}, r_{C}: M \rightarrow M be given by lC(A)=CAl_{C}(A)=C A and rC(A)=ACr_{C}(A)=A C. Show that rCflC=fr_{C} \circ f \circ l_{C}=f on VV. Hence or otherwise, show that ff is differentiable at any point of VV, and calculate Df(C)(h)D f(C)(h) for hMh \in M.