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Fréchet derivative is unique
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(Theorem)
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Theorem The Fréchet derivative is unique.
Proof. Assume that both $A$ and $B$ in
satisfy the condition for the Fréchet derivative at the point $\mathbf{x}$ . To prove that they are equal we will show that for all $\varepsilon >0$ the operator norm $\|A-B\|$ is not greater than $\varepsilon$ . By the definition of limit there exists a positive $\delta$ such that for all $\|\mathbf{h}\|\leq\delta$ $$ \|f(\mathbf{x}+\mathbf{h})-f(\mathbf{x})-A\mathbf{h}\|\leq\frac{\varepsilon}{2}\cdot\|\mathbf{h}\| \mbox{ and } \|f(\mathbf{x}+\mathbf{h})-f(\mathbf{x})-B\mathbf{h}\|\leq\frac{\varepsilon}{2}\cdot\|\mathbf{h}\ $$ holds. This gives
Now we have $$ \delta\cdot\|A-B\|=\delta\cdot\sup_{\|\mathbf{g}\|\leq 1}\|(A-B)\mathbf{g}\|=\sup_{\|\mathbf{g}\|\leq\delta}\|(A-B)\mathbf{g}\|\leq\sup_{\|\mathbf{g}\|\leq\delta}\varepsilon\cdot\|\mathbf{g}\|\leq\varepsilon\cdot\delta, $$ thus $\|A-B\|\leq\varepsilon$ as we wanted to show.
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"Fréchet derivative is unique" is owned by Mathprof. [ full author list (2) | owner history (1) ]
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Cross-references: positive, limit, operator norm, point, proof, theorem
This is version 9 of Fréchet derivative is unique, born on 2006-08-04, modified 2006-10-10.
Object id is 8221, canonical name is FrechetDerivativeIsUnique.
Accessed 1489 times total.
Classification:
| AMS MSC: | 46G05 (Functional analysis :: Measures, integration, derivative, holomorphy :: Derivatives) |
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Pending Errata and Addenda
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