I am a little bit confused by the various theorems concerning the differentiability of a multivariable function.
Let f:D⊆Rn→R have all directional derivatives in point p. Does it directly imply that f is differentiable in p? I know that the opposite is true: If f were differentiable, it would imply that it has directional derivatives.
Answer
No, this is not true. Take, for instancef:R2⟶R(x,y)↦{x2yx4+y2 if (x,y)≠(0,0)0 otherwise.
You can check that, at (0,0), every directional derivative is 0. However, f is not differentiable there.
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