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I'm just asking if this is actually an error, as I could not find it in any errata online, math stackexchange questions etc.

In Spivak's Calculus on Manifolds, page 32, I believe there is a mild error in the statement of Theorem 2-9.

The theorem states:

"Let $g_{1} ,..., g_{m}$:$\Bbb{R}^{n} \rightarrow \Bbb{R}$ be continuously differentiable at $a$ and let $f:\Bbb{R}^{m} \rightarrow \Bbb{R}$ be differentiable at $(g_{1}(a), ... , g_{m}(a)) $. Define the function $F:\Bbb{R}^{n} \rightarrow \Bbb{R}$ by $F(x) = f(g_{1}(x), ... , g_{m}(x)). $ Then

$D_{i}F(a) = \sum_{j=1}^m D_{j}f(g_{1}(a), ... ,g_{m}(a))\cdot D_{i}g_{j}(a).$"

I believe it is an error that the $g_{i}$ must be assumed to be continuously differentiable (as opposed to just differentiable), as he proves in Theorem 2-3 on page 20 that the function $g:\Bbb{R}^{n} \rightarrow \Bbb{R}^{m}, x\rightarrow(g_{1}(x), ... , g_{m}(x))$ is differentiable iff the $g_{i}$ are just differentiable, with no continuity requirement.

Normally I would just ignore this and assume it is an error, but he explicitly states after the proof that this theorem is weaker than the chain rule because the $g_{i}$ must be continuously differentiable.

Am I correct in assuming that by Theorem 2-3 they need not be?

Brett
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  • I'm sure this has been asked before – Peanut Jul 12 '20 at 22:40
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    This has been asked before, see here. Long story short: you can ignore "continuously" everywhere, but Spivak's intention was clearly to give only a very special case. – peek-a-boo Jul 12 '20 at 22:41
  • Thank you. I can't believe this was asked only 11 days ago haha. I guess I will look more thoroughly next time. Thank you anyway, your answer at the other post was useful. – Brett Jul 12 '20 at 23:46
  • @peek-a-boo I just realized that I gave an answer which is very similar to yours. Unfortunately I started to write my answer before you wrote your comment ;-) – Paul Frost Jul 13 '20 at 00:19
  • @PaulFrost can't hurt to have more explanations :) – peek-a-boo Jul 13 '20 at 00:36
  • There is no error, the hypothesis is superfluous. The result is true with and without the hypothesis. Without the continuity hypothesis, that result is a particular case of the chain rule, although I would never present the chain rule expanded out as Spivak did – William M. Aug 13 '21 at 18:21

1 Answers1

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You are right, it is not needed that the $g_i$ are continuously differentiable. If you look at the proof of Theorem 2-9, you see that Spivak's argument is

Since $g_i$ is continuously differentiable at $a$, it follows from Theorem 2-8 that $g$ is differentiable at $a$.

In the next step he uses the chain rule (Theorem 2-2) to complete the proof. This seems in a sense absurd: Spivak invokes the general form of the chain rule to prove a special case of the chain rule. This is not an error (not even a mild one), but why does he do that?

The only explanation that I have is that the general chain rule only states that $D (g \circ f) (a) = Dg(f(a)) \circ Df(a)$ which is less concrete than the formula in Theorem 2-9. Theorem 2-7 gives a description of $Df(a)$ via partial derivatives, but its proof is based on the general chain rule. On the top of p.32 Spivak says

Although the chain rule was used in the proof of Theorem 2-7, it could easily have been eliminated. With Theorem 2-8 to provide differentiable functions, and Theorem 2-7 to provide their derivatives, the chain rule may therefore seem almost superfluous. However, it [the chain rule] has an extremely important corollary concerning partial derivatives.

In my opinion he only wants to say that the chain rule is not superfluous if you want to calculate partial derivatives of composed functions. However, Theorem 2-8 is definitely not needed to prove Theorem 2-9 in the form "$g_i$ differentiable". Therefore I would say Spivak is unnecessarily confusing his readers. However, I guess that he wanted to, but erroneously did not state Theorem 2-9 with the stronger assumption that also $f$ is continuously differentiable at $(g_1(a), \ldots ,g_m(a))$. What is the benefit of this variant? The best approach to show that a function is differentiable at a point $p$ is to verify that all partial derivatives exist in a neigborhood of $p$ and are continuous at $p$. This is a sufficient criterion, but it is not necessary. In case it is not satisfied, it may be a very unpleasant task to check that the function is differentiable at $p$. See the examples on Spivak's book. Thus for practical applications Theorem 2-9 in the above form is the most suitable variant of the chain rule although it is weaker than Theorem 2-2.

Paul Frost
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  • Thank you so much for your answer! Yes of course the statement of the theorem and its proof is correct, so I should not have said error. It is vaguely clear now why Spivak would include it, I mostly wanted to check my understanding in that it could be strengthened. – Brett Jul 13 '20 at 13:10