Hadamard's lemma

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In mathematics, Hadamard's lemma, named after Jacques Hadamard, is essentially a first-order form of Taylor's theorem, in which we can express a smooth, real-valued function exactly in a convenient manner.

[edit] Statement

Let f be a smooth, real-valued function defined on an open, star-convex neighborhood U of a point a in n-dimensional Euclidean space. Then for x in U, we have

$f(x)=f(a)+\sum_{i=1}^n (x_i-a_i) g_i(x),$

where each g_i is a smooth function on U, a = (a₁,...,a_n), and x = (x₁,...,x_n).

[edit] Proof

Let x be in U. Let h be a map from [0,1] to the real numbers, defined by

$h(t)=f(a+t(x-a)).\,$

Then since

$h'(t)=\sum_{i=1}^n \frac{\partial f}{\partial x_i}(x+t(x-a)) (x_i-a_i),$

we have

$h(1)-h(0)=\int_0^1 h'(t)\,dt =\int_0^1 \sum_{i=1}^n \frac{\partial f}{\partial x_i}(x+t(x-a)) (x_i-a_i)\, dt =\sum_{i=1}^n (x_i-a_i)\int_0^1 \frac{\partial f}{\partial x_i}(a+t(x-a))\, dt.$