MATH3033 Real Analysis (2015 Fall) Tutorial Note 1

Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

MATH3033 Real Analysis

Tutorial Note 1

TA: CHENG, Kam Hang Henry Office: 3473 (25-26)

Email: kero@ust.hk MSC Hours: Thu 16:00 18:00 @ 2612B
Phone Number: 2358 2246 / 9853 8144 Tutorial Website:
Tutorial Sessions: http://ihome.ust.hk/~kero/
T1C Mon 18:00 18:50 @ 2302 (17-18) 3033.html
T1D Wed 13:30 14:20 @ CYT G009B

Preliminary topics:
1. Review on Calculus and Linear Algebra

1. Review on Calculus and Linear Algebra

What you need to know:

Single-variable calculus:
Implicit differentiation, derivative of the inverse function
Tests for convergence / divergence of series of real numbers
Linear algebra:
Linear transformations and their standard matrices, injectivity and surjectivity
Rank of a matrix, relationship between determinant and invertibility
The Euclidean norm on
Multivariable calculus:
Limits and continuity of multivariable functions
Partial derivatives
Gradient vectors and tangent planes

In high school or in MATH1013/1020/1023, we have learnt the chain rule of single-variable

differentiation,

= or ( ) () = (()) (),

which enables us to carry out implicit differentiation. We have also learnt to differentiate the
inverse function of = () using the formula
1 1
= or ( 1 ) () = ,
/ ( 1 ())
provided that such an inverse function = 1 () indeed exists and is differentiable. In the
coming two weeks, we are going to learn the higher dimensional analogues of these two results.

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

Example 1.1 Compute | for the followings:
(1,1)

2
(a) 4 + 3 + = 2 + (b) = 2 1

Solution:
(a) Differentiating both sides with respect to , we have

4 3 + 3 + 3 2 = .

This gives
4 3 3
= ,
3 2
so
1 4(13 ) 13 5
| = = .
(1,1) 3(1)(12 ) 3

(b) Differentiating both sides with respect to , we have

2 2 1
= .
2 1
This gives
1 2 1
= = 2 ,
/ 2 1
so
2 1 2 1
| = 2(1) = .
(1,1) 2 (11 ) 2 2

Remark: The above computations were based on the unjustified assumption that can be
expressed as a differentiable function of near the point (1, 1). In (a), we can
1
2+ 4 3
indeed justify this assumption by writing = ( ) ; but in (b) we cannot.

We shall learn how to properly justify this assumption about two weeks later.

Recall from MATH2111/2121/2131 that a vector space over is a set equipped with two
operations called addition and scalar multiplication, which satisfy some 10 natural axioms
(check them up if you have forgotten them). The following vector spaces over will be used
frequently in this course:
, the dimensional Euclidean vector space
([, ]), the space of continuous functions defined on [, ]
((, )), the space of functions having continuous th derivatives defined on (, )

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

A linear transformation is a function : between vector spaces which preserves the

vector space structure (i.e. addition and scalar multiplication), or in other words, satisfies that
( + ) = () + () and () = ()
for every , and .

Given any linear transformation : , we can construct an matrix

= [(1 ) (2 ) ( )],
which is called the standard matrix (i.e. the matrix with respect to the standard bases for
and ) of the linear transformation . It enables us to regard any linear transformation
: as nothing but a matrix multiplication. In fact,
() = for every .

1
Example 1.2 Is the function : 2 3 given by (, ) (4 3, + 2 , ( + ))

a linear transformation? If so, what is its standard matrix? Is injective?

Is surjective?
Solution:
We check that for each (1 , 1 ), (2 , 2 ) 2 and ,
((1 , 1 ) + (2 , 2 ))
= (1 + 2 , 1 + 2 )
1
= (4(1 + 2 ) 3(1 + 2 ), (1 + 2 ) + (1 + 2 ), [(1 + 2 ) + (1 + 2 )])
2
1 1
= (41 31 , 1 + 1 , (1 + 1 )) + (42 32 , 2 + 2 , (2 + 2 ))
2 2
= (1 , 1 ) + (2 , 2 )
and
((1 , 1 )) = (1 , 1 )
1
= (41 31 , 1 + 1 , (1 + 1 ))
2
1
= (41 31 , 1 + 1 , (1 + 1 ))
2
= (1 , 1 ),
so is a linear transformation.
In this course, ordered -tuples

The standard matrix of is given by and column vectors are

used interchangeably.
4 3
= [(1, 0) (0, 1)] = [1/2 1 ].
1 1

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

To check whether is injective and surjective, we make use of the reduced row echelon form
(RREF) of its standard matrix . Gauss-Jordan elimination gives
4 3 (1) 1 1 +(1) 1 1 3+72 1 0
3 2 1
= [1/2 1 ] ~ [1 2] ~ [0 1] ~ [0 1].
+(4)1 +(1)2
1 1 1 3 4 3 3 0 7 1 0 0
From the RREF of , we conclude that:
(i) is injective because the equation (, ) = (0, 0, 0) has only the trivial solution
(, ) = (0, 0) (or because every column of the RREF of contains a pivot element).
(ii) is not surjective because Rank = 2 < 3 (or because not every row of the RREF of
contains a pivot element).

Lets also recall (part of) the invertible matrix theorem weve learnt in MATH2111/2121/2131:

Theorem (Invertible matrix): If is an square matrix with real entries, then the
following statements are all equivalent:
is invertible.
is row equivalent to .
Rank = .
The columns of are linearly independent.
The columns of span .
The linear transformation : sending to is invertible.
det 0.

To check whether a linear transformation : is invertible, the easiest way is perhaps

to check if the determinant of its standard matrix is non-zero.

Example 1.3 Let and be real constants and the linear transformation : 2 2 be
defined by (, ) ( + , + 3). For what values of and will
be invertible?
Solution:
The standard matrix of is given by

= [(1, 0) (0, 1)] = [ ],
3
whose determinant is
det = ()() ()(3) = (2 3).
is invertible if and only if det 0, which happens if and only if
0 and 3 and 3.

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

A norm on a vector space over is a functional : which satisfies:

(N1) (Positive-definiteness) 0 for all , and = 0 if and only if = .
(N2) (Positive Homogeneity) = || for all and .
(N3) (Triangle Inequality) + + for all , .

The following are norms on vector spaces that will be used frequently in this course:
The Euclidean norm on :
The Euclidean norm on
(1 , 2 , , ) 1 2 + 2 2 + + 2
is just the absolute value.
The sup-norm on (), the vector space of all bounded functions
defined on a non-empty set :
, sup{|()|: }

Example 1.4 Let be a non-empty set. Verify that the sup-norm , on ()

satisfies the axioms (N1), (N2) and (N3).
Proof:
(N1) For every bounded function : , we have
|()| 0
for every , so , 0.
It is clear that 0, = 0.
If , = 0, then for every we have
|()| , = 0,
so () = 0, i.e. is the zero function on .
(N2) For every and every bounded function : , we have
|()()| = |()| = |||()|
for every . Therefore
, = sup{|()()|: }
= sup{|||()|: }
= || sup{|()|: }
= ||, .
(N3) For every pair of bounded functions , : , we have
|( + )()| = |() + ()| |()| + |()|
for every , by the triangle inequality for real numbers. Therefore
+ , = sup{|( + )()|: }
sup{|()| + |()|: }
sup{|()|: } + sup{|()|: }
= , + , .
Therefore , is indeed a norm on ().

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

In MATH2011/2023, we defined limits of a multivariable function as follows. Given a subset

of , an accumulation point of , a function : and a real number , we write
For every > 0, there exists > 0 such that for every ,
lim () = ( ),
0 < < |() | <
where is the Euclidean norm on . In other words, lim () = means

lim |() | = 0.
0+

In particular, if () tends to different values along different paths of approach as , we

say that the limit lim () does not exist.

Example 1.5 Evaluate lim(,)(0,0) (, ) for the following functions:

( 2 2 )
(a) (, ) = 2 + 2 (b) (, ) = 2 + 2

Solution:
(a) Along the -axis we have
lim (, ) = lim (, 0) = lim 0 = 0,
(,)(0,0) 0 0
=0

but along the line = we have

2 1
lim (, ) = lim (, ) = lim 2 2
= ,
(,)(0,0) 0 0 + 2
=

so lim(,)(0,0) (, ) does not exist.

The inequalities || 2 + 2 and

(b) For every > 0, we take > 0. Then whenever
|| 2 + 2 are often useful in
0 < (, ) (0, 0) = 2 + 2 < , estimating functions of two variables.
the triangle inequality gives
( 2 2 ) ||||( 2 + 2 ) 2
2 + 2 ) < 2 = .
|(, ) 0| = | | = |||| (
2 + 2 2 + 2
Thus

lim (, ) = 0.
(,)(0,0)

Alternative Solution:
Write = cos and = sin , where is a function of . Then
( cos )( sin )( 2 cos 2 2 sin2 )
lim (, ) = lim+
(,)(0,0) 0 2 cos 2 + 2 sin2
4 sin 2 cos 2 2 sin 4 Do not use Hpitals rule, as
= lim+ = lim+ =0
0 2 2 0 4 may not be differentiable!
by Sandwich theorem, since 1 |sin 4| 1 for every .

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

Given an open set in , a function : and a point

An open set in roughly means
= (1 , 2 , , ) , the partial derivative of at
a union of open balls in .
with respect to the th variable is defined by the limit
Well get back to this notion in the
( + ) ()
() () lim last part of this course (Week 9).
0
(1 , 2 , , 1 , + , +1 , , ) (1 , 2 , , )
= lim
0

= (1 , 2 , , 1 , , +1 , , )| .
=

In particular when = 2, i.e. is a function from an open set 2 to and (, ) ,

the partial derivative of at (, ) with respect to the first variable is defined by
( + , ) (, ) (, ) (, )
(, ) (, ) lim = lim = (, )|
0 =
and the partial derivative of at (, ) with respect to the second variable is defined by
(, + ) (, ) (, ) (, )
(, ) (, ) lim = lim = (, )| .
0 =

Example 1.6 Evaluate if : 2 is given by (, ) sin| 2 + |.

Solution:

We try to evaluate at each point (, ) 2 by considering the following three cases.

(, )
(i) If 2 + > 0, then we have
(, ) = sin( 2 + ) for every near ,
so
2 + = 0
(, ) = (, )| = sin( 2 + )| = 2 cos(2 + ).
= =
(ii) If 2 + < 0, then we have
(, ) = sin( 2 ) for every near ,
so (, )

2 + = 0
(, ) = (, )| = sin( 2 )| = 2 cos(2 + ).
= =
(iii) If 2 + = 0, then we compute the partial derivative from definition. Now
( + , ) (, ) sin|( + )2 + | sin 0 sin|2 + 2 |
= =

2 | |2 2|
sin|2 + +
= .
|2 + 2 |

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

Since
|2 + 2 |
lim+ = lim+ |2 + | = |2|
0 0

|2 + 2 |
lim = lim+ |2 + | = |2|,
0 0

we have
|2 + 2 |
lim =0
0
if = 0, and the limit does not exist if 0.
Consequently,
( + , ) (, ) sin|2 + 2 | |2 + 2 |
(, ) = lim = lim
0 0 |2 + 2 |
sin|2 + 2 | |2 + 2 |
= lim lim = 10=0
0 |2 + 2 | 0
if = 0, and the partial derivative does not exist if 0.

Combining all the cases, we see that : 2 {(, 2 ): 0} is given by

2 cos( 2 + ) if 2 + > 0

(, ) = {2 cos( 2 + ) if 2 + < 0 .

0 if (, ) = (0, 0)

The Euclidean norm on is induced from the standard inner product on called the dot
product, which is defined by
= 1 1 + 2 2 + +
for every pair of vectors = (1 , 2 , , ), = (1 , 2 , , ) . Two vectors ,
are said to be orthogonal if
= 0.

Let : be a function having first-order partial derivatives. The gradient of is the

vector field : whose components are the first-order partial derivatives of , i.e.

(
, ,, ).
1 2
() points at the direction along which the value
At each point , the gradient vector
of increases the most. If () , then () is nothing but a normal vector to the
level set of at (Why?). The equation of the hyperplane in which is tangent to the
level set of at is therefore given by
() ( ) = 0.

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

Given any function : 1 having first-order partial derivatives, the graph of is the
hypersurface
(1 , 2 , , 1 , ) = 0,

in , where : is the function
(1 , 2 , , 1 , ) (1 , 2 , , 1 ).
Thus in this case we have

=(
, ,, ) = ( , ,, , 1) ,
1 2 1 2 1
and for any 1, () is a normal vector to the graph of at (, ()) . The
equation of the hyperplane in which is tangent to the graph of at = is given by
= () + () ( ).

() (1 (), , 1 (), 1)

() ( ) = 0 () ( )
= () +

= ()
(, ())

() = 1

:
: 1

Example 1.7 Find the equations of the followings:

(a) The tangent plane to the surface + 2 + cos = 1 at (0, 0, 0).
(b) The tangent plane to the graph of (, ) = + at (, ) = (0, 0).
Solution:
(a) Let : 3 be defined by
(, , ) + 2 + cos 1.
Then the gradient of is
= ( sin , 2, 2 + cos ).
Thus the equation of the tangent plane in 3 to the surface (, , ) = 0 at (0, 0, 0) is
0 = (0, 0, 0) ((, , ) (0, 0, 0)) = (1, 0, 1) (, , ) = + .

(b) The gradient of is

= ( , ) = ( + , + ).


The equation of the tangent plane in 3 to the graph of at (, ) = (0, 0) is given by
= (0, 0) + (0, 0) ((, ) (0, 0)) = 0 + (1, 1) (, ) = + .

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MATH3033 Real Analysis (2015 Fall) Tutorial Note 1
Henry Cheng @ HKUST Sep 7 / Sep 9, 2015 (Week 2)

Exercise
1. Find the slope(s) of the tangent(s) to the curve
3 2 + 2 = 0
at the origin.
2. Let be a real constant and : 3 3 be the function given by
(, , ) ( + + , + 2 + 4, + 3 + ).
Is a linear transformation? If so, what is its standard matrix? Is injective? Is
surjective?
3. Verify that the Euclidean norm on satisfies the axioms (N1), (N2) and (N3).
4. Evaluate lim(,)(0,0) (, ) for the following functions:
+22
(a) (, ) =

2
(b) (, ) = 4 + 2

5. Let : 2 be defined by

2 2
1
(, ) {( + ) sin
if 0 .
0 if = 0
Compute (0, 0) and (0, 0).
6. Find the partial derivatives of the following functions with respect to the first variable:
(a) : 2 defined by
(, ) ||
(b) : 2 defined by
sin( )
if
(, ) {
1 if =
7. Find the equations of the followings:
(a) The tangent line in 2 to the curve
cos = 1

at (0, 2 ).

(b) The hyperplane in 4 which is tangent to the graph of

(, , ) = ln 2 + 2 + 2
at (, , ) = (3, 4, 12).

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