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46 CHAPTER 2. Differentiation of Functions of Several Variables
Example 2.37. Let f : R2 Ñ R be defined by
$ xy(x2 ´ y2) if (x, y) ‰ (0, 0) ,
&
f (x, y) = x2 + y2
%0 if (x, y) = (0, 0) .
Then $ x4y + 4x2y3 ´ y5
& (x2 + y2)2 if (x, y) ‰ (0, 0) ,
if (x, y) = (0, 0) ,
fx(x, y) =
%0
and $ x5 ´ 4x3y2 ´ xy4
& (x2 + y2)2 if (x, y) ‰ (0, 0) ,
fy(x, y) =
%0 if (x, y) = (0, 0) ,
It is clear that fx and fy are continuous on R2; thus f is differentiable on R2. However,
fxy(0, 0) = lim fx(0, k) ´ fx(0, 0) = ´1 ,
k
kÑ0
while
fyx(0, 0) = lim fy(h, 0) ´ fy(0, 0) = 1;
h
hÑ0
thus the Hessian matrix of f at the origin is not symmetric.
Definition 2.38. Let U Ď Rn be open, and f : U Ñ Rm be a vector-valued function. The
function f is said to be of class C 2 if f P C 1(U ; Rm) and the second partial derivatives
B 2fi exists and is continuous in U for all 1 ď i ď m and 1 ď j, k ď n. The collection of
B xjB xk
all C 2-functions f : U Ñ Rm is denoted by C 2(U ; Rm).
In general, the function f is said to be of class C k if f P C k´1(U ; Rm) and the k-th order
partial derivatives B kf exists and is continuous in U for all 1 ď i ď m and
B xik B xik´1 ¨ ¨ ¨ B xi1
1 ď i1, ¨ ¨ ¨ , ik ď n. The collection of all C k-functions f : U Ñ Rm is denoted by C k(U ; Rm).
A function is said to be smooth or of class C 8 if it is of class C k for all positive
integer k.
Corollary 2.39. Let U Ď Rn be open, and f P C 2(U ; R). Then
B 2f (a) = B 2f (a) @ a P U and 1 ď i, j ď n .
B xiB xj B xjB xi