Fréchet derivative chain rule
Theorem
context | X,Y,Z … Banach spaces with topology |
context | f∈C(X,Y) |
context | g∈C(Y,Z) |
postulate | D(g∘f)=(Dg)∘f ⋅ Df |
where ∘ denotes the concatenation of functions of X,Y, which is taken to bind stronger than the concatenation ⋅ of linear operators.
Discussion
For functions in f,g:R→R, this of course reads
∂∂xg(f(x))=g′(f(x))⋅f′(x) |
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Reference
Wikipedia: Chain rule, Chain rule (disambiguation)