482 CHAPTER 22. DERIVATIVE OF A FUNCTIONS OF MANY VARIABLES
Now we can prove the formula for the directional derivative in terms of the gradient.
Proposition 22.8.1 If f is differentiable at x and for v a unit vector
Dv f (x) = ∇ f (x) ·v. (22.16)
Proof:
f (x+tv)− f (x)t
=1t
(f (x)+
n
∑j=1
∂ f (x)∂xi
tvi +o(tv)− f (x)
)
=1t
(n
∑j=1
∂ f (x)∂xi
tvi +o(tv)
)=
n
∑j=1
∂ f (x)∂xi
vi +o(tv)
t
Now limt→0o(tv)
t = 0 and so
Dv f (x) = limt→0
f (x+tv)− f (x)t
=n
∑j=1
∂ f (x)∂xi
vi = ∇ f (x) ·v
as claimed.
Example 22.8.2 Let f (x,y,z) = x2 + sin(xy)+ z. Find Dv f (1,0,1) where
v =
(1√3,
1√3,
1√3
).
Note this vector which is given is already a unit vector. Therefore, from the above, it isonly necessary to find ∇ f (1,0,1) and take the dot product.
∇ f (x,y,z) = (2x+(cosxy)y,(cosxy)x,1) .
Therefore, ∇ f (1,0,1) = (2,1,1). Therefore, the directional derivative is
(2,1,1) ·(
1√3,
1√3,
1√3
)=
43
√3.
Because of 22.16 it is easy to find the largest possible directional derivative and thesmallest possible directional derivative. That which follows is a more algebraic treatmentof an earlier result with the trigonometry removed.
Proposition 22.8.3 Let f : U → R be a differentiable function and let x ∈U. Then
max{Dv f (x) : |v|= 1}= |∇ f (x)| (22.17)
andmin{Dv f (x) : |v|= 1}=−|∇ f (x)| . (22.18)
Furthermore, the maximum in 22.17 occurs when v = ∇ f (x)/ |∇ f (x)| and the minimumin 22.18 occurs when v =−∇ f (x)/ |∇ f (x)|.