二、可微函数的性质
如定义 4 那样,下列定理中的集合 D ⊂ R n D \subset \mathbf{R}^{n} D⊂Rn 均设为开集.
定理 23. 12 设 f , g : D → R m f, g: D \rightarrow \mathbf{R}^{m} f,g:D→Rm 是两个在
x 0 ∈ D x_{0} \in D x0∈D 可微的函数, c c c 是任意实数. 则 c f c f cf 与 f ± g f \pm g f±g 在
x 0 x_{0} x0 也可微, 且有
( c f ) ′ ( x 0 ) = c f ′ ( x 0 ) , ( f ± g ) ′ ( x 0 ) = f ′ ( x 0 ) ± g ′ ( x 0 ) . (c f)^{\prime}\left(x_{0}\right)=c f^{\prime}\left(x_{0}\right), \quad(f \pm g)^{\prime}\left(x_{0}\right)=f^{\prime}\left(x_{0}\right) \pm g^{\prime}\left(x_{0}\right) . (cf)′(x0)=cf′(x0),(f±g)′(x0)=f′(x0)±g′(x0).
证明留作练习.
定理 23.13 设 f : D → R m f: D \rightarrow \mathbf{R}^{m} f:D→Rm 在
x 0 ∈ D \boldsymbol{x}_{0} \in D x0∈D 可微; D ′ ⊂ R m D^{\prime} \subset \mathbf{R}^{m} D′⊂Rm
亦为开集,
f ( D ) ⊂ D ′ ; g : D ′ → R ′ \boldsymbol{f}(D) \subset D^{\prime} ; g: D^{\prime} \rightarrow \mathbf{R}^{\prime} f(D)⊂D′;g:D′→R′在
y 0 = f ( x 0 ) \boldsymbol{y}_{0}=\boldsymbol{f}\left(\boldsymbol{x}_{0}\right) y0=f(x0) 可微.
则复合函数
h = g ∘ f : D → R ′ \boldsymbol{h}=\boldsymbol{g} \circ \boldsymbol{f}: D \rightarrow \mathbf{R}^{\prime} h=g∘f:D→R′
在 x 0 \boldsymbol{x}_{0} x0 可微, 且
h ′ ( x 0 ) = ( g ∘ f ) ′ ( x 0 ) = g ′ ( y 0 ) f ′ ( x 0 ) . h^{\prime}\left(x_{0}\right)=(g \circ f)^{\prime}\left(x_{0}\right)=g^{\prime}\left(y_{0}\right) f^{\prime}\left(x_{0}\right) . h′(x0)=(g∘f)′(x0)=g′(y0)f′(x0).
证 由定理 23.11 关于可微的充要条件, 存在矩阵函数
F : D → R m n \boldsymbol{F}: D \rightarrow \mathbf{R}^{\mathrm{mn}} F:D→Rmn 在
x 0 \boldsymbol{x}_{0} x0 连续, G \boldsymbol{G} G :
D ′ → R ′ ′ ′ D^{\prime} \rightarrow \mathbf{R}^{\prime \prime \prime} D′→R′′′ 在
y 0 \boldsymbol{y}_{0} y0 连续, 且满足
f ( x ) − f ( x 0 ) = F ( x ) ( x − x 0 ) , x ∈ D , g ( y ) − g ( y 0 ) = G ( y ) ( y − y 0 ) , y ∈ D ′ . \begin{array}{l} f(x)-f\left(x_{0}\right)=F(x)\left(x-x_{0}\right), \quad x \in D, \\ g(y)-g\left(y_{0}\right)=G(y)\left(y-y_{0}\right), \quad y \in D^{\prime} . \end{array} f(x)−f(x0)=F(x)(x−x0),x∈D,g(y)−g(y0)=G(y)(y−y0),y∈D′.
于是就有
h ( x ) − h ( x 0 ) = g ( f ( x ) ) − g ( f ( x 0 ) ) = G ( f ( x ) ) [ f ( x ) − f ( x 0 ) ] = G ( f ( x ) ) F ( x ) ( x − x 0 ) = H ( x ) ( x − x 0 ) , \begin{aligned} \boldsymbol{h}(\boldsymbol{x})-\boldsymbol{h}\left(\boldsymbol{x}_{0}\right) & =\boldsymbol{g}(\boldsymbol{f}(\boldsymbol{x}))-\boldsymbol{g}\left(\boldsymbol{f}\left(\boldsymbol{x}_{0}\right)\right) \\ & =\boldsymbol{G}(\boldsymbol{f}(\boldsymbol{x}))\left[\boldsymbol{f}(\boldsymbol{x})-\boldsymbol{f}\left(\boldsymbol{x}_{0}\right)\right] \\ & =\boldsymbol{G}(\boldsymbol{f}(\boldsymbol{x})) \boldsymbol{F}(\boldsymbol{x})\left(\boldsymbol{x}-\boldsymbol{x}_{0}\right) \\ & =\boldsymbol{H}(\boldsymbol{x})\left(\boldsymbol{x}-\boldsymbol{x}_{0}\right), \end{aligned} h(x)−h(x0)=g(f(x))−g(f(x0))=G(f(x))[f(x)−f(x0)]=G(f(x))F(x)(x−x0)=H(x)(x−x0),
其中
H ( x ) = G ( f ( x ) ) F ( x ) \boldsymbol{H}(\boldsymbol{x})=\boldsymbol{G}(\boldsymbol{f}(\boldsymbol{x})) \boldsymbol{F}(\boldsymbol{x}) H(x)=