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A finite straight-line C1 program defines a C1 map on each fixed strict branch

Statement

For a finite straight-line program whose primitives are C1, the recursively defined admissible input domain is open on each fixed strict branch. The scalar output f is C1 there, and its total derivative is obtained by the ordinary chain rule through the primitive maps.

Facts & Assumptions

Given: The finite topologically ordered graph and its C1 primitive maps.

[F1]

Finite straight-line computational programs and real-arithmetic tapes: each node reads only earlier parent slots, each primitive is C1 on an open domain, and the admissible input set requires every parent tuple to lie in that domain.

[F2]

Continuously differentiable maps, local inverses, and local diffeomorphisms: a map is C1 when it is totally differentiable at every point and its derivative matrix varies continuously.

[F4]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): if g is totally differentiable at f(a) and f is totally differentiable at a, then g∘f is totally differentiable at a, with derivative Dg(f(a))Df(a).

Proof

technique · induction on the operation order
1.1F1F3givenconstruct

Begin with the open input domain Rn, whose coordinate maps are continuous and C1. Suppose the values through node j−1 are defined and continuous on an open set Ωj−1. The parent tuple gj(x)=(zpj,1(x),…,zpj,rj(x)) is continuous there. Thus Ωj:={x∈Ωj−1:gj(x)∈Uj} is open in Ωj−1, hence open in Rn, because Uj is open. This proves by finite induction that the full admissible domain is open.

2.1F1F2F4step 1.1algebra

For each operation j, assume its parent-node maps are C1 on Ωj. Their tuple gj is C1 componentwise. Since zj=ϕj∘gj, [F4] gives Dzj(x)=Dϕj(gj(x))Dgj(x). Both matrix factors vary continuously because ϕj and the parent maps are C1; hence Dzj is continuous and zj is C1 by [F2]. Thus every operation value is C1; the scalar output is C1 whether it is one of these operation values or an input coordinate projection.

3.1F1step 2.1∎

On a strict piecewise branch, the branch label is fixed on the open branch region and its primitive formula is C1; steps 1.1–2.1 therefore apply unchanged on that region. At a boundary the definition in [F1] returns NONDIFFERENTIABLE, so no derivative assertion is made there.

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