Abstract
Differentiation and integration are the two pillars on which all of calculus rests. For real-valued functions of a real variable, all of the major issues surrounding differentiation were settled long ago. For multivariate differentiation, there are still some subtleties and snares. We adopt a definition of differentiability that avoids most of the pitfalls and makes differentiation of vectors and matrices relatively painless. In later chapters, this definition also improves the clarity of exposition.
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Lange, K. (2013). Differentiation. In: Optimization. Springer Texts in Statistics, vol 95. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5838-8_4
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DOI: https://doi.org/10.1007/978-1-4614-5838-8_4
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