Use completing the square rather than computing the eigenvalues of the symmetric matrix. Successively removing the mixed terms gives
Thus one suitable invertible linear change of coordinates is
The coordinate matrix is upper triangular with determinant one, so the change is an invertible linear map. Its inverse is , , . Hence the diagonal coefficients can be taken as . This is a matrix congruence of a quadratic form; an orthogonal transformation was not required.
Choose and , so . The Jacobian determinant of the coordinate change is two, so it is an invertible linear map. By the chain rule, and . Consequently
This is the wave equation with . The D'Alembert formula is , with arbitrary twice differentiable functions . Returning to the old coordinates and absorbing factors of two into the arbitrary functions gives
Direct differentiation checks the cancellation. Equivalently, first integrating produces the same two-function family.
The vector triple product identity gives , and hence
Thus is the identity on the orthogonal complement and multiplies the component parallel to by . It is invertible exactly when , and then
The implicit function theorem states that if and the partial derivative is an invertible linear map, then near the zero set of is uniquely the graph of a continuously differentiable function.
If is a differentiable bijection with differentiable inverse , the chain rule applied to and gives
Thus is an isomorphism with inverse .
If a continuously differentiable map has invertible derivative everywhere, the inverse function theorem makes it a local diffeomorphism. In particular it is an open map, so its image is open. Its image need not be closed: has nonzero derivative everywhere and image .
For the given map of elementary symmetric polynomials,
and direct evaluation of the determinant gives
Hence the critical set is
Its complement is the Zariski-open set on which the three coordinates are pairwise distinct. Each point has one of the six possible strict coordinate orderings, and each ordering defines a nonempty convex open region. A continuous path cannot change an ordering without crossing . Therefore has exactly
connected components.
Write . The generalized eigenspace decomposition of the linear map is
for any sufficiently large . Because is a derivation, the generalized-eigenspace bracket lemma gives
Consequently is a Lie subalgebra.
The set is the normalizer of a Lie subalgebra . Certainly . Conversely, if , then gives
On the direct sum of the nonzero generalized eigenspaces, is invertible. Hence the nonzero-eigenvalue component of vanishes, and
Now let be a Lie subalgebra containing . Since , the subspace is -invariant. The generalized zero eigenspace of the induced map on is the image of , hence is zero. If , then , so lies in that zero eigenspace. Thus and
A nilpotent Lie algebra is one whose lower central series
eventually reaches zero. Suppose is nilpotent and . Choose the least for which . Then , and any
satisfies . Therefore , proving the normalizer condition for a nilpotent Lie algebra
It remains to prove the converse needed here. The Engel lemma states that if a finite-dimensional Lie algebra of linear maps consists of nilpotent maps, then the maps have a common nonzero vector in their kernels. To prove it, induct on the dimension of the algebra. For a maximal proper subalgebra , induction applied to the action of on produces with . Thus is an ideal of codimension one. Induction also gives a nonzero common kernel
The ideal property makes invariant under ; a nilpotent representative of a basis of has a nonzero kernel on , yielding a vector killed by all of .
Apply the lemma to the Adjoint representation. It produces a nonzero element of the center of a Lie algebra. Induction on , followed by passage to the quotient by this center, proves Engel theorem: if every is nilpotent, then is nilpotent. The hypothesis says exactly that every is nilpotent, so
For , the function is differentiable at if there is a linear map such that
The linear map is unique and is the Frechet derivative . The function is continuously differentiable at if it is differentiable on a neighbourhood of and the map , with values in the space of linear maps equipped with the operator norm, is continuous at .
If is linear, then
Consequently at every . The derivative is a constant function of , hence is continuous, so every linear map is continuously differentiable everywhere.
The mean value inequality says that if the line segment lies in and
then
To prove it, put . The claim is immediate if . Otherwise set and apply the one-dimensional mean value theorem to the real-valued function
For some , the chain rule gives
as required.
Now suppose that is open and connected and that for every . Every point has an open ball contained in . The mean value inequality with shows that is constant on each such ball, so is locally constant. Fix . The level set
is nonempty and open in ; its complement is also open because is locally constant. Since is connected, . This proves the zero derivative on a connected open set result: is constant.
The inverse function theorem states that if is continuously differentiable, , and is an invertible linear map, then there are open neighbourhoods of and of such that is a bijection whose inverse is continuously differentiable.
For the curve in the question, define the continuously differentiable function
Then
The implicit function theorem, which follows from the inverse function theorem applied to , therefore gives an open interval containing , an open neighbourhood of , and a continuously differentiable, hence continuous, function such that