7.6. THE RANK THEOREM 175

where w ∈ M and Df (x)w= z. Hence w = 0 because HDf (x) is one to one, and soz = 0 which shows that indeed H is one to one on Px.

Denote as Lx the inverse of H which is defined on Rm×0, Lx : Rm×0→ Px. That 0refers to the N−m string of zeros in the definition given above for H.

Define h≡ g−1 and consider f1 ≡ f ◦h. It is desired to show that f1 depends only onx1, · · · ,xm. Let D1 refer to (x1, · · · ,xm) and let D2 refer to (xm+1, · · · ,xn). Then f = f1 ◦gand so by the chain rule

Df (x)(y) = Df1 (g (x))Dg (x)(y) (7.23)

Now as in 7.22, for y ∈ Rn,

Dg (x)(y) = HDf (x)(y)+Gy

=(φ 1 (Df (x)y) , · · · ,φ m (Df (x)y) ,ψm+1 (y) , · · · ,ψn (y)

)Recall that from the above definitions of H and G,

G(y)≡(0, · · · ,0,ψm+1 (y) , · · · ,ψn (y)

)H (Df (x)(y)) = (φ 1 (Df (x)y) , · · · ,φ m (Df (x)y) ,0, · · · ,0)

Let π1 : Rn → Rm denote the projection onto the first m positions and π2 the projectiononto the last n−m. Thus

π1Dg (x)(y) = (φ 1 (Df (x)y) , · · · ,φ m (Df (x)y))

π2Dg (x)(y) =(ψm+1 (y) , · · · ,ψn (y)

)Now in general, for z ∈ Rn,

Df1 (g (x))z = D1f1 (g (x))π1z+D2f1 (g (x))π2z

Therefore, it follows that Df1 (g (x))Dg (x)(y) is given by

Df (x)(y) = Df1 (g (x))Dg (x)(y)

= D1f1 (g (x))π1Dg (x)(y)+D2f1 (g (x))π2Dg (x)(y)

Df (x)(y) = Df1 (g (x))Dg (x)(y) = D1f1 (g (x))

=π1Dg(x)(y)︷ ︸︸ ︷π1HDf (x)(y)

+D2f1 (g (x))π2Gy

We need to verify the last term equals 0. Solving for this term,

D2f1 (g (x))π2Gy = Df (x)(y)−D1f1 (g (x))π1HDf (x)(y)

As just explained, Lx ◦H is the identity on Px, the image of Df (x). Then

D2f1 (g (x))π2Gy = Lx ◦HDf (x)(y)−D1f1 (g (x))π1HDf (x)(y)

=(

Lx ◦HDf (x)−D1f1 (g (x))π1HDf (x))(y)

7.6. THE RANK THEOREM 175where w € M and Df (x) w = z. Hence w = 0 because HDf (x) is one to one, and soZz = 0 which shows that indeed Z is one to one on P,.Denote as L,, the inverse of H which is defined on R” x 0, Lz : R” x O > Py. That 0refers to the N — m string of zeros in the definition given above for H.Define h = g! and consider f , = f ch. It is desired to show that f , depends only onX1,°++ ;Xm-. Let Dy; refer to (x1,+-+ ,Xm) and let Do refer to (%m+41,-++ ;Xn). Then f = f, 0gand so by the chain ruleDf (x) (y) = Df; (9g (@)) Dg (x) (y) (7.23)Now as in 7.22, for y € R",Dg (x) (y) =HDf (x) (y) + Gy= (0) (DF (@)y) ++ Om (DF (®)Y¥) Viner (Y)s777 Wn (Y))Recall that from the above definitions of H and G,G(y) = (0,-++ 0, Wing (Y)s-+ Wn (Y))A (Df (x) (y)) = (91 (DF (@) y) + Om (DF (@) y) 0, ,0)Let 2; : R” — R” denote the projection onto the first m positions and 7 the projectiononto the last n — m. ThusmDg(x)(y) = (0; (DF(@)y).--+. Om (PF (@) y))m2.Dg (x) (y) = (Wins (y) OW, (y))Now in general, for z € R”,Df \(g(@))2=Dif (g(@)) m1z+Dof (g(@)) m2zTherefore, it follows that Df ; (g (x)) Dg (a) (y) is given byDf (x)(y) = Df\(g(x))Dg (x) (y)= Dif\(g(x)) Dg (x) (y)+Dof\ (g(@)) 12Dg (x) (y)=1Dg(«)(y)SeDf(x)(y) = Df (g(#))Da (x) (y) = Dif (9 (#)) MADE (x) (y)+Dof (9 (@)) mGyWe need to verify the last term equals 0. Solving for this term,Dof | (g (x)) t2Gy = Df (x) (y) — Dif (g (x)) mADF (x) (y)As just explained, L,, 0 H is the identity on P,, the image of Df (a). ThenDofi(g(w))mGy = Le oHDf («)(y)—Dif; (g(a) mHDF (#)(y)= (Le oHD§ (w) —Di f(g (@)) HDF (2) (y)