Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2006/f/2/i/solution

The Fréchet derivative at is the linear map satisfying
It is unique. When both derivatives exist, the chain rule is .
For the square map,
The remainder has norm at most in a submultiplicative matrix norm, hence is . Therefore
Matrix multiplication is not commutative, so the two terms cannot generally be combined as .

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