Frechet vs. Caratheodory Emesto Acosta G.; Cesar Delgado G. The American Mathematical Monthly, Vol. 101, No. 4. (Apr. 1994), pp. 332-338. Stable URL http: flinks.jstor-org/sici%sici=0002-9890% 28 199404% 29 101 %3A4%3C332%3 AFVC%3E2.0.CO%3B2-5 The American Mathematical Monthly is currently published by Mathematical Association of America, Your use of the ISTOR archive indicates your acceptance of JSTOR’s Terms and Conditions of Use, available at bhupulwww.jstororg/about/terms.hunl. JSTOR’s Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of « journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial us. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http: www jstor.org/journals/maa. html, Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission, JSTOR is an independent not-for-profit organization dedicated to ereating and preserving a digital archive of scholarly journals. For more information regarding JSTOR, please contact support @jstor.org, bupsvwwjstororg/ Tue Oct 24 17:49:06 2006Fréchet vs. Carathéodory Ernesto Acosta G. and Cesar Delgado G. INTRODUCTION. When we read Kuhn’s paper, The Derivative a la Carathéodory [Kuh], we were very impressed how Carathéodory’s formulation of derivative simplifies the proofs of the basic differentiability theorems for real-val- ued functions of one variable, in particular the proof of the Chain Rule. We saw that the strength of Carathéodory's formulation relies on the concept of continuity and that the proofs strongly use the properties of continuous functions. Another advantage about this formulation is that it does not require the difference quotient, which is the key to generalize it to functions of several variables, Let us recall the usual definition of differentiability. Let f be a real valued function defined on Rand a be a real number. We say that f is differentiable at a ifthe limit im LILO rs exists. We can say this in another way. Let # be defined by fx) =f) 0 a Then, f is differentiable at a if and only if # has a removable discontinuity at a. This is « motivation to state the following characterization of differentiabilty Fis differentiable at a if there exists a function & which is continuous at a and such that f(x) ~ f(a) = b(x)(x ~ 2) The latter is Carathéodory’s characterization of differentiability [Car]. We will extend it to functions f: R" -» R and explore some of the advantages it has over Fréchet’s characterization [Fre]. The reader could see without difficulty that all we do in §2, §3, and §4 can be redone replacing R" and R" by two arbitrary Hilbert spaces, and that Carathéodory’s definition makes perfect sense in general linear topological spaces [Aco, Del]. qa 2. THE TWO FORMULATIONS. First we extend definition (1) to functions J: R" + R™ and second we show it is equivalent to the corresponding one in the Fréchet sense. If we read (1) thinking of f as a function from R* to R™ we have to think of x—a and f(x) ~ f(a) as points (or vectors) in R" and R™ respectively. The question is: what is (x)? When we multiply r-a eR" by A(x) we get fl) — fla) = B™. Thus we can think of @(x) as am X n matrix which gives us ‘2 good interpretation of (1). So, we consider ¢ as a function on R* taking values in the space Myc, of real matrices. 332 FRECHET Vs. CARATHEODORY [Aprilthe space Myycq Of real matrices. Now we can give the following definition: Let f : RX +R" and a © R". We say that f is differentiable at a if there exists a function 6: R" > Myxq Which is continuous at @ and satis- fies @ F(x) ~ f(a) = 6(x)(a — a) We call such a function ¢ a slope function for f at a. With respect to the second, let us recall Fréchet’s definition [Spi, page 14}: fis differentiable at a if there exists a linear transformation A: R" > R™ such that @) tim Wf) ~f@) ~~ ah jig a x = all If f satisfies (2) we will say that f is Carathéodory differentiable at @ and if satisfies (3) that f is Fréchet differentiable at a. However we have the following theorem which states the equivalency between (2) and (3). ‘Theorem 1. Every Fréchet differentiable function is Carathéodory differentiable and Proof: We can see without difficulty that (2) implies (3). In fact, if we assume the existence of , we have x) = f(a) — d(a)(x —a)| (x) — o(a))(x-a@ ies) fed dois 9) | _ Ma OU OM iets) -4cant ‘Due to the continuity of # at a we get (3). Let us show now that (3) implies (2). Assume that A exists and define $' by 1 6(2) = ipa) MO A=) 8a) +A, xe A, rea ‘We can see immediately from the definition of # that (xXx — a) = f(x) — fla). ‘We have to prove the continuity of at a. But fC) ~ fa) ~ a(x - a) 14x) - 6¢a)I and since f satisfies (3) we get (2). 3. A UNICITY THEOREM, We know that if A exists in (3), it is unique [Spi, Theorem 2-1], A is called the derivative of f at a and is denoted by Df(a). Unfortunately this uniqueness is not true for @ in (2), as we can see in the following example. Let f: 8? + R-be defined by f(x, y) =.xy, and pick a point presents tensor product, Le, if u € RM and vw € RY then uw © YE Myyy is defined by (wou (o-w)u Where 0 = w isthe inner product of v and w. 1994] FRECHET VS. CARATHEODORY 333,