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L = f ' ( c ) = lim h 0 f ( c + h ) - f ( c ) h .

Set

θ ( h ) = f ( c + h ) - f ( c ) - f ' ( c ) h .

Then clearly

f ( c + h ) - f ( c ) = L h + θ ( h ) ,

which is [link] . Also

| θ ( h ) h | = | f ( c + h ) - f ( c ) - f ' ( c ) h h | = | f ( c + h ) - f ( c ) h - f ' ( c ) | ,

which tends to 0 as h approaches 0 because f is differentiable at c . Hence, we have established [link] and [link] , showing that (1) implies (3).

Finally, suppose there is a number L and a function θ satisfying [link] and [link] . Then

f ( c + h ) - f ( c ) h = L + θ ( h ) h ,

which converges to L as h approaches 0 by [link] and part (2) of [link] . Hence, L = f ' ( c ) , and so θ ( h ) = f ( c + h ) - f ( c ) - f ' ( c ) h . Therefore, (3) implies (1), and the theorem is proved.

REMARK Though it seems artificial and awkward, Condition (3) of this theorem is very convenient for many proofs.One should remember it.

  1. What is the domain of the function θ of condition (3) in the preceding theorem? Is 0 in this domain? Are there any points in the interior of this domain?
  2. Let L and θ be as in part (3) of the preceding theorem. Prove that, given an ϵ > 0 there exists a δ > 0 such that if | h | < δ then | θ ( h ) | < ϵ | h | .

If f : S C is a function, either of a real variable or a complex variable, and if f is differentiable at a point c of S , then f is continuous at c . That is, differentiability implies continuity.

We are assuming that lim h 0 ( f ( c + h ) - f ( c ) ) / h = L . Hence, there exists a positive number δ 0 such that | f ( c + h ) - f ( c ) h - L | < 1 if | h | < δ 0 , implying that | f ( c + h ) - f ( c ) | < | h | ( | L | + 1 ) whenever | h | < δ 0 . So, if ϵ > 0 is given, let δ be the minimum of δ 0 and ϵ / ( | L | + 1 ) . If y S and | y - c | < δ , then, thinking of y as being c + h ,

| f ( y ) - f ( c ) | = | f ( c + h ) - f ( c ) | < | h | ( | L | + 1 ) = | y - c | ( | L | + 1 ) < ϵ .

(Every y can be written as c + h for some h , and | y - c | = | h | . )

Define f ( z ) = | z | for z C .

  1. Prove that f is continuous at every point of C .
  2. Show that, if f is differentiable at a point c , then f ' ( c ) = 0 . HINT: Using part (b) of [link] , evaluate f ' ( c ) in the following two ways.
    f ' ( c ) = lim n | c + 1 n | - | c | 1 n
    and
    f ' ( c ) = lim n | c + i n | - | c | i n .
    Show that the only way these two limits can be equal is for them to be 0.
  3. Conclude that f is not differentiable anywhere. Indeed, if it were, what would the function θ have to be, and why wouldn't it satisfy [link] ?
  4. Suppose f : R R is the function of a real variable that is defined by f ( x ) = | x | . Show that f is differentiable at every point x 0 . How does this result not contradict part (c)?

The following theorem generalizes the preceding exercise.

Suppose f : S R is a real-valued function of a complex variable,and assume that f is differentiable at a point c S . Then f ' ( c ) = 0 . That is, every real-valued, differentiable function f of a complex variable satisfies f ' ( c ) = 0 for all c in the domain of f ' .

We compute f ' ( c ) in two ways.

f ' ( c ) = lim n f ( c + 1 n ) - f ( c ) 1 n is a real number. .
f ' ( c ) = lim n f ( c + i n ) - f ( c ) i n is a purely imaginary number.

Hence, f ' ( c ) must be 0, as claimed.

REMARK This theorem may come as a surprise, for it shows that there are very few real-valued differentiable functions of a complex variable. For this reason, whenever f : S R is a real-valued, differentiable function, we will presume that f is a function of a real variable; i.e., that the domain S R .

Evaluating lim h 0 q ( h ) in the two different ways, h real, and h pure imaginary, led to the proof of the last theorem. It also leads us to make definitions of what are called “partial derivatives”of real-valued functions whose domains are subsets of C R 2 . As the next exercise will show, the theory of partial derivatives of real-valued functions is a much richer theory than that of standard derivatives ofreal-valued functions of a single complex variable.

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Source:  OpenStax, Analysis of functions of a single variable. OpenStax CNX. Dec 11, 2010 Download for free at http://cnx.org/content/col11249/1.1
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