A function
is Fréchet differentiable at
if
exists. This is equivalent to the statement that has a removable discontinuity
at
,
where
In literature, the Fréchet derivative is sometimes known as the strong derivative (Ostaszewski 2012) and can be seen as a generalization of the gradient to arbitrary vector spaces (Long 2009).
Every function which is Fréchet differentiable is both Carathéodory differentiable and Gâteaux differentiable. The relationship between the Fréchet
derivative and the Gâteaux derivative
can be made even more explicit by noting that a function is Fréchet differentiable if and only if the limit
used to describe the Gâteaux derivative exists uniformly with respect to vectors
on the unit sphere of the domain space
; as such, this uniform limit (when it exists) is what's called
the Fréchet Derivative (Andrews and Hopper 2011)