Math 2.0

statement proposition

Derivative of a continuous linear map

Statement

Let VV and WW be normed vector spaces over R\mathbb{R} and let A ⁣:V→WA \colon V \to W be a bounded linear map. Then AA is Fréchet differentiable at each point x∈Vx \in V, and its Fréchet derivative at xx is AA itself: DA(x)=ADA(x) = A.

Remarks

The proof is one line: A(x+h)−A(x)−Ah=0A(x + h) - A(x) - A h = 0 for each hh, so the remainder is 00. For V=RnV = \mathbb{R}^n and W=RmW = \mathbb{R}^m, each linear map is bounded. So the derivative of x↦Mxx \mapsto M x, for an m×nm \times n matrix MM, is the linear map with matrix MM at each point. An affine map x↦Ax+bx \mapsto A x + b has the same derivative AA at each point, because the derivative of a constant map is 00.

Explanations

L1 human

The best linear approximation of a linear map is the map itself. This is the analogue of the rule that the derivative of x↦cxx \mapsto c x is the constant cc.

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  1. Euclidean space object
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Sources

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Definition