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Define the smooth functionAt $x\in F^{-1}(1)$ its derivative isThis linear map is surjective because $x\ne 0$; for example, $D_{x}F(x)=2$. Hence one is a regular value, and the regular level set theorem makesan embedded codimension-one submanifold of ${\mathbb{R}}^{n+1}$. Its tangent space is the kernel of the derivative:This is the unit sphere as a regular level set.