Class Inclusions C⁰ ⊃ D¹ ⊃ C¹
We can now summarize the hierarchy of function classes: . (continuous): has no jumps. (differentiable): is and exists at every point (but might not be continuous). (continuously differentiable): is and is itself continuous.
Each inclusion is strict: there exist functions that are not (e.g., at ), and there exist functions that are not (the classic example: for , , which is differentiable at but has a discontinuous derivative there).
For multivariate functions (Chapters 11–12), these same classes generalize: means continuous, means partial derivatives exist everywhere, and means partial derivatives are continuous. The key result: implies , and in multiple dimensions, implies the full chain rule holds — this is not guaranteed for merely functions.
Formal View
For optimization: functions have Lipschitz gradients under mild assumptions, enabling standard convergence proofs for gradient descent.
Why This Matters
Knowing which class a function belongs to determines what algorithms and theorems apply.
- Gradient descent convergence proofs require with Lipschitz derivative — alone is insufficient.
- Implicit function theorem applies to mappings — not just .
- Numerical ODE solvers have higher-order accuracy for functions with larger .
Quiz
Which function is in but NOT in ?
Every function is also in .
Common Mistakes
- Thinking differentiable and continuously differentiable are the same — the example shows they are not.
- Assuming that for smooth-looking functions, the derivative is automatically continuous — check carefully for oscillatory behavior.