DIRECTIONAL DERIVATIVES

PAUL BRESSLER

1. Derivative in calculus
1.1. Scalar valued functions of one variable. Suppose that U ⊆ R is an open subset and
f : U → R is a differentiable function. Then, for a ∈ U and h ∈ R sufficiently small, so that
a + h ∈ U,
f (a + h) = f (a) + (Df )a (h) + (h),
(h)
where (h) satisfies lim = 0.
h→0 h
Every linear function L ∈ Hom(R, R) is given by L(x) = L(x · 1) = L(1) · x, where L(1) ∈ R is
df
the slope. In particular, the slope of (Df )a is denoted by f 0 (a) or , and this number is called
dx x=a
in Calculus I the derivative of f at a. In other words,
f (a + h) = f (a) + f 0 (a) · h + (h),
hence, for h 6= 0,
f (a + h) − f (a) (h)
f 0 (a) = −
h h
and, passing to the limit as h tends to zero we obtain the usual formula
f (a + h) − f (a)
f 0 (a) = lim .
h→0 h
Note that this formula is possible only because h is a scalar.
It is easily checked that, in terms of the derivative, the rules of calculus are
• (f + g)0 (a) = f 0 (a) + g 0 (a),
• (f · g)0 (a) = f 0 (a) · g(a) + f (a) · g 0 (a),
• (g ◦ f )0 (a) = g 0 (f (a)) · f 0 (a) (because the slope of the composition of linear functions of one
variable corresponds to multiplication of the respective slopes).

1.2. Vector valued functions of one variable. Suppose that U ⊆ R is an open subset, V is a
finite dimensional vector space and f : U → R is a differentiable function. In this case, for a ∈ U ,
the derivative of f at a is a linear map (Df )a : R → V .
The space of linear maps Hom(R, V ) is canonically isomorphic to V . The isomorphism is given
by evaluation at 1 ∈ R:
Hom(R, V ) → V : L 7→ L(1).
The inverse map associates to v ∈ V the linear map R 3 λ 7→ λ · v. In other words, for L ∈
Hom(R, V ), the vector L(1) ∈ V plays the role of the slope. In particular, the “slope” of (Df )a
df
is denoted by f 0 (a) or , and this vector is called in Calculus III the derivative of f at a.
dx x=a
Similarly to the case of scalar valued functions, the derivative is given by the formula
1
f 0 (a) = lim (f (a + h) − f (a)).
h→0 h
1
2 P.BRESSLER

2. Directional derivative
2.1. The definition of directional derivatives. Suppose that A and B are finite dimensional
vector spaces, U ⊆ A is an open subset. For a ∈ U , v ∈ A the map
` : R → A, `(t) = a + tv
parametrizes the straight line which passes through a at t = 0. Note that, for t small, `(t) ∈ U .
For f : U → B is a map (not assumed to have any special properties), the composition f ◦ ` is
defined on a small open interval (−, ) ⊂ R. If the function of one variable f ◦ ` : (−, ) → B is
d
differentiable at 0 ∈ (−, ), the derivative (f ◦ `)0 (0) = (f ◦ `) is called the the directional
dt t=0
derivative of f at a along v and will be denoted Dv f (a).
Remark:
(1) If v = ~0 the map f ◦ ` is constant, hence D~0 f (a) is defined and is equal to zero;
(2) The chain rule for functions of one variable implies that, if Dv f (a) exists, then for any λ ∈ R
the directional derivative Dλv f (a) exists and Dλv f (a) = λ · Dv f (a).
(3) Suppose that f is differentiable at a. Then, the chain rule applied to the composition f ◦ `
says
Dv f (a) = (Df )a (v).
In particular, if f is differentiable at a, then all directional derivatives of f at a exist and
the map A 3 v 7→ Dv f (a) is linear.
2.2. Partial derivatives. Suppose that V is a finite dimensional vector space, U ⊆ Rn , is open,
a ∈ U and f : U → V . Let ~e1 , . . . , ~en denote the standard basis of Rn . Let x1 , . . . , xn denote the
dual basis of Rn ∨ , i.e. xi : Rn = R × · · · × R → R is the ith projection.
| {z }
n times
The directional derivative of f at a in the direction of ~ei , D~ei f (a), if it exists, is traditionally
∂f
denoted by and is called the partial derivative of f at a with respect to xi .
∂xi x=a
Exercise: Suppose that U ⊆ Rn , is open, a ∈ U and f = (f1 , . . . , fm ) : U → Rm is differentiable at
a. Show that the derivative (Df )a : Rn → Rm is given by multiplication by the Jacobian matrix
 
∂f1 ∂f1 ∂f1
 ∂x ···
 1 x=a ∂x2 x=a ∂xn x=a  
 .. .. .. .. 

 . . . . 

 ∂fm ∂fm ∂fm 
···
∂x1 x=a ∂x2 x=a ∂xn x=a

2.3. Directional derivatives and differentiability. As we have already observed, if f is differ-
entiable at a, then all directional derivatives of f at a exist. However, existence of all directional
derivatives does not imply differentiability.
Exercise: Let f : R2 → R denote the function defined in terms of “polar coordinates” by
(
r · sin(3θ) if r 6= 0
f (r, θ) =
0 if r = 0
(1) Show that f is well-defined by giving an expression for f in rectangular coordinates.
(2) Show that f is continuous.
(3) Show that f has all directional derivatives at the origin.
(4) Show that f is not differentiable at the origin.
 DIRECTIONAL DERIVATIVES 3


Proposition 2.1. Suppose that V is a finite dimensional vector space, U ⊆ Rn , is open, a ∈ U
and f : U → V . If all partial derivatives of f exist and are continuous, then the function f is
differentiable.
Proof. In what follows we shall use the norm k · k1 on Rn . Recall that, for v = (v1 , . . . , vn ),
kvk1 = |v1 | + · · · + |vn |.
It is sufficient to treat the case V = R, i.e. f : U → R is a differentiable functions with continuous
∂f
partial derivatives , i = 1, . . . , n. We need to show that, for a ∈ U and sufficiently small
∂xi
h = (h1 , . . . , hn ), the term (h) in
n
X ∂f
f (a + h) = f (a) + · hi + (h)
i=1
∂xi x=a
1
satisfies lim (h) = 0. To estimate (h) we shall use the mean value theorem (Calculus I, II)
h→0 khk1
which says
Mean value theorem: Suppose that φ : [a, b] → R is continuous and differentiable on (a, b). Then,
there exists c ∈ (a, b) such that φ(b) = φ(a) = φ0 (c) · (b − a). 
Let
p0 = a
p1 = a + h1~e1
p2 = a + h1~e1 + h2~e2
..
.
pn = pn−1 + hn~en = a + h
Then, the functions [0, hi ] 3 t 7→ f (pi−1 + t~ei ) are continuous, differentiable on (0, hi ) and satisfy
0 7→ f (pi−1 ), hi 7→ f (pi ). According to the mean value theorem there exist ci ∈ (0, hi ) such that,
for i = 1, . . . , n,
∂f
f (pi ) − f (pi−1 ) = · hi
∂xi x=pi−1 +ci~ei
The sum of these equalities reduces to
n n
!
X ∂f X ∂f ∂f
f (a + h) − f (a) = · hi + − · hi .
i=1
∂xi x=a i=1
∂xi x=pi−1 +ci~ei ∂xi x=a
∂f
Given  > 0, continuity of the partial derivatives means that there exists δ > 0 such that
∂xi
∂f ∂f
kv − ak1 < δ implies that − <  for all i = 1, . . . n. Note that
∂xi x=v ∂xi x=a
kpi−1 + ci~ei − ak1 ≤ khk1 .
Thus, for khk1 < δ
n n
X ∂f X ∂f ∂f
f (a + h) − f (a) − · hi 6 − · |hi |
i=1
∂xi x=a i=1
∂xi x=pi−1 +ci~ei ∂xi x=a
n
X
<· |hi | =  · khk1
i=1
4 P.BRESSLER

Pn ∂f 1
It follows that the error term (h) = f (a + h) − f (a) − i=1 · hi satisfies lim (h) =
∂xi h→0 khk1
x=a
0. 

Departamento de Matemáticas, Universidad de Los Andes

Email address: p.bressler@uniandes.edu.co