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Conclusion

In this chapter, differentiation in several variables was organized around linear approximation.
  • Limits and continuity for maps \(\R^n \to \R^m\) are defined in the same spirit as in one-variable calculus, and they can be checked componentwise.
  • Differentiability at \(\va\) means that \(f(\va+\vh)-f(\va)\) is approximated to first order by the linear map \(Df(\va)\text{,}\) represented in coordinates by the Jacobian matrix.
  • Directional derivatives and partial derivatives describe first-order change, and the gradient packages this information into a single vector that points in the direction of greatest increase.
  • Second-order Taylor approximation and the Hessian provide tools for studying local maxima, local minima, saddle points, and constrained extrema through Lagrange multipliers.
  • When the derivative is invertible, the inverse and implicit function theorems show that equations can be solved locally in a stable, differentiable way.