718 CHAPTER 22. THE DERIVATIVE
provided ||v|| is sufficiently small. Since ε is arbitrary, it follows from Lemma 22.6.1 theexpression in 22.6.13 is o(v) because this expression equals a finite sum of terms of theform h(1)−h(0) where ||h′ (t)|| ≤ ε ||v|| whenever ∥v∥ is small enough. Thus
f(x+v)− f(x) =n
∑k=1
[f(x+akvk)− f(x)]+o(v)
=n
∑k=1
Dvk f(x)ak +n
∑k=1
[f(x+akvk)− f(x)−Dvk f(x)ak
]+o(v) .
Consider the kth term in the second sum.
f(x+akvk)− f(x)−Dvk f(x)ak = ak
(f(x+akvk)− f(x)
ak−Dvk f(x)
)where the expression in the parentheses converges to 0 as ak → 0. Thus whenever ||v|| issufficiently small, ∣∣∣∣f(x+akvk)− f(x)−Dvk f(x)ak
∣∣∣∣≤ ε |ak| ≤ ε ||v||
which shows the second sum is also o(v). Therefore,
f(x+v)− f(x) =n
∑k=1
Dvk f(x)ak +o(v) .
Defining
Df(x)v≡n
∑k=1
Dvk f(x)ak
where v = ∑k akvk, it follows Df(x) ∈L (X ,Y ) and is given by the above formula.It remains to verify x→ Df(x) is continuous.
||(Df(x)−Df(y))v||
≤n
∑k=1
∣∣∣∣(Dvk f(x)−Dvk f(y))
ak∣∣∣∣
≤ max{|ak| ,k = 1, · · · ,n}n
∑k=1
∣∣∣∣Dvk f(x)−Dvk f(y)∣∣∣∣
= ||v||n
∑k=1
∣∣∣∣Dvk f(x)−Dvk f(y)∣∣∣∣
(Note that ∥v∥ ≡max{|ak| ,k = 1, · · · ,n} where v = ∑k akvk) and so
||Df(x)−Df(y)|| ≤n
∑k=1
∣∣∣∣Dvk f(x)−Dvk f(y)∣∣∣∣
which proves the continuity of Df because of the assumption the Gateaux derivatives arecontinuous.
In particular, if Dvk f(x) exist and are continuous functions of x, this shows that f isGateaux differentiable and in fact the Gateaux derivatives are continuous. The followinggives the corresponding result for functions defined on infinite dimensional spaces.