We have the the limit called the directional derivative of at in the direction . We get the function , given as
The function is Gâteaux differentiable at the point if for all , there's a directional derivative of at in the direction and the function defined above belongs to . is Gâteaux-differentiable on if it is differentiable at every point . The function
is called the Gâteaux derivative of .
is of class on iff is Gâteaux-differentiable on and its Gâteaux derivative is continuous. In this case .