I'm not sure how to go about proving this theorem:
Let U⊂Rm (open set) and f:U⟶Rn a differentiable function such that:
∀ϵ>0,∃δ>0:||h||<δ,[x,x+h]⊂U⟹||f(x+h)−f(x)−f′(x)(h)||<ϵ||h||
then it holds that f′:U⟶L(Rm,Rn) is continuous.We can also say that f′ is uniformly continuous?
Any hints would be appreciated.
Answer
If you interchange the roles of x and x+h (and replace h by −h), then you see that
|f(x)−f(x+h)+f′(x+h)(h)|<ϵ|h|,
which, upon combining with what you have, and using the triangle inequality, shows that f′(x) and f′(x+h) are ϵ-close.
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