Solution

ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2014/4/a/solution

The Fréchet derivative at a point is the unique linear map such that
The error divided by tends to zero as . In standard coordinates this linear map is represented by the Jacobian matrix, but the derivative itself is the map acting on increments, not merely a list of directional rates.

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