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différentiable

Différentiable, in mathematics, refers to the property of a function having a linear approximation at a point. Formally, a function f: U ⊆ R^n → R^m is differentiable at x0 ∈ U if there exists a linear map Df(x0): R^n → R^m such that f(x0 + h) = f(x0) + Df(x0)h + o(‖h‖) as h → 0. The map Df(x0) is called the derivative at x0 (often represented by the Jacobian matrix when m and n are finite). In the one-variable case, Df(x0) corresponds to the usual derivative f′(x0).

If a function is differentiable at a point, it is continuous there. Differentiability does not necessarily

Differentiability can be extended to higher orders. A function is of class C^k if its derivatives up

Examples: f(x)=x^2 is differentiable everywhere with f′(x)=2x. f(x)=|x| fails to be differentiable at x=0. In several

Some functions are differentiable almost everywhere but not everywhere (e.g., Lipschitz functions on R^n, by Rademacher's

require
the
function
to
have
all
partial
derivatives,
but
a
common
sufficient
condition
is
that
all
partial
derivatives
exist
in
a
neighborhood
of
x0
and
are
continuous
at
x0;
then
f
is
differentiable
at
x0
(C^1
near
x0).
to
order
k
exist
and
are
continuous;
C^∞
means
derivatives
of
every
order
are
continuous;
real-analytic
means
locally
equal
to
a
convergent
power
series.
In
multivariable
analysis,
the
derivative
Df(x0)
is
represented
by
the
Jacobian
matrix;
higher-order
derivatives
require
multilinear
maps
such
as
Hessians.
variables,
f(x,y)=x^2+y^2
is
differentiable
everywhere,
with
Jacobian
[2x,
2y].
theorem).
Differentiability
is
stronger
than
continuity
and
is
the
key
to
defining
gradients
and
Jacobians
used
in
optimization
and
analysis.