Past exam of the mathematics course of the University of Cambridge / 2002 / ib / Paper 4 / 10E / b / Solution

Continuity on the compact product of unit spheres bounds the bilinear map: there is $C$ such that $\Vert f(h,k){\Vert }_3\le C\Vert h{\Vert }_1\Vert k{\Vert }_2$. This follows by scaling each nonzero vector to unit norm; if one factor space is zero, the map and the relevant assertion are trivial.

Bilinearity gives the exact expansionThe proposed derivative $L(h,k)=f(h,b)+f(a,k)$ is linear and bounded, with $\Vert L(h,k){\Vert }_3\le C(\Vert b{\Vert }_2\Vert h{\Vert }_1+\Vert a{\Vert }_1\Vert k{\Vert }_2)$. Set $\rho =(\Vert h{\Vert }_1^2+\Vert k{\Vert }_2^2{)}^{1/2}$. Its remainder obeysThus the derivative of a continuous bilinear map is the Fréchet derivative