102 CHAPTER 4. THE DERIVATIVE

Proof: If not, then there is a sequence yk → y0 but the minimum of x→ g(x,yk) forx ∈ B(x0,δ ) happens on ∂B(x0,δ )≡ ∂B≡ {x : |x−x0|= δ} at xk. Now ∂B is closed andbounded and so compact. Hence there is a subsequence, still denoted with subscript k suchthat xk→ x ∈ ∂B and yk→ y0. Let

0 < 2ε < min{g(x̂,y0) : x̂ ∈ ∂B}

Then for k large,

|g(xk,yk)−g(x,y0)|< ε, |g(xk,yk)−g(xk,y0)|< ε

the second inequality from uniform continuity. Then from these inequalities, for k large,

g(x0,yk) ≥ g(xk,yk)> g(xk,y0)− ε

> min{g(x̂,y0) : x̂ ∈ ∂B}− ε > 2ε− ε = ε

Now let k→ ∞ to conclude that g(x0,y0)≥ ε , a contradiction. ■Here is the implicit function theorem. It is based on the mean value theorem from one

variable calculus, the extreme value theorem from calculus, and the formula for the inverseof a matrix in terms of the transpose of the cofactor matrix divided by the determinant.

Theorem 4.8.6 (implicit function theorem) Suppose U is an open set in Rn×Rm.Let f : U → Rn be in C1 (U) and suppose

f(x0,y0) = 0, D1f(x0,y0)−1 exists. (4.13)

Then there exist positive constants δ ,η , such that for every y ∈ B(y0,η) there exists aunique x(y) ∈ B(x0,δ ) such that

f(x(y) ,y) = 0. (4.14)

Furthermore, the mapping, y→ x(y) is in C1 (B(y0,η)).

Proof: Letf(x,y) =

(f1 (x,y) f2 (x,y) · · · fn (x,y)

)T.

Define for(x1, · · · ,xn

)∈ B(x0,δ )

nand y ∈ B(y0,η) the following matrix.

J(x1, · · · ,xn,y

)≡

 f1,x1

(x1,y

)· · · f1,xn

(x1,y

)...

...fn,x1 (x

n,y) · · · fn,xn (xn,y)

 . (*)

Then by the assumption of continuity of all the partial derivatives, there exists r > 0 andδ 0,η0 > 0 such that if δ ≤ δ 0 and η ≤ η0, it follows that for all

(x1, · · · ,xn

)∈ B(x0,δ )

n ≡B(x0,δ )×B(x0,δ )×·· ·×B(x0,δ ), and y ∈ B(y0,η),

detJ(x1, · · · ,xn,y

)/∈ (−r,r). (4.15)

and B(x0,δ 0)× B(y0,η0) ⊆U . Therefore, from the formula for the inverse of a matrixand continuity of all entries of the various matrices, there exists a constant K such that all

102 CHAPTER 4. THE DERIVATIVEProof: If not, then there is a sequence yz — yo but the minimum of x > g(x,y;,) forx € B(xo, 6) happens on 0B (xo, 6) = OB = {x: |x — xo| = 6} at x,. Now OB is closed andbounded and so compact. Hence there is a subsequence, still denoted with subscript k suchthat x, > x € OB and y; — yo. Let0 < 2e < min{g (Ryo) : & € OB}Then for k large,1g (Xk, Yk) — 8 (XYo)| < €, |e (Xk, Ye) —8 (Xk, Yo)| <€the second inequality from uniform continuity. Then from these inequalities, for k large,8(X0,¥e) 2 &(XksYe) > 8 (Xt, Yo) —€> min{g(% yo): %€ OB}—e>2e-E=€Now let k — c to conclude that g (xo, yo) > €, a contradiction. HiHere is the implicit function theorem. It is based on the mean value theorem from onevariable calculus, the extreme value theorem from calculus, and the formula for the inverseof a matrix in terms of the transpose of the cofactor matrix divided by the determinant.Theorem 4.8.6 (implicit function theorem) Suppose U is an open set in R" x R™.Let f : U — R" be inC! (U) and supposef (xo,Yo) = 0, Dif(xo,yo) | exists. (4.13)Then there exist positive constants 6,n, such that for every y © B(yo,1) there exists aunique x(y) € B(xo,6) such thatf(x(y),y) =9. (4.14)Furthermore, the mapping, y —> x (y) is in C' (B(yo,)).Proof: Let rf (x,y) = ( fi (x,y) fo (X,Y) fn (X,Y) )Define for (x!,--- ,x”) € B(xo, 5) and y € B(yo,7) the following matrix.fio (XY) fin (X'y)J (x!,-++ x,y) = : : . (*)Sx (x",y) ue Snxn (x”,y)Then by the assumption of continuity of all the partial derivatives, there exists r > 0 and60,9 > 0 such that if 6 < do and n < No, it follows that for all (x! oo ,x") € B(xo, 5)" =B(x, 6) x B(xo, 6) Xrr x B(x0, 6), and y € B(yo,7),detJ (x! .x".y) ¢ (—nr). (4.15)and B(xo,60)x B(yo,9) C U. Therefore, from the formula for the inverse of a matrixand continuity of all entries of the various matrices, there exists a constant K such that all