428 H. CONVEX FUNCTIONS ON RIEMANNIAN MANIFOLDS
DEFINITION H.22. Given a function f: S--+ IR and VE TpS, we define
the directional derivative of f in the direction V at p by
(H.8). ( Dv f) (p) ~ lim f ( expP ( s V)) - f (p) ,
s--+O+ S
provided the limit exists.
Let V be a cone in some finite-dimensional real vector space. A function
h : V --+ IR is positively homogenous of degree 1 if for every V E V and
>. E (0, oo) we have
h (.AV)= .Ah (V).
For example, if I· I is a norm on the vector space, then h (V) ~ IVI is
positively homogenous of degree 1.
Clearly we have
LEMMA H.23. For any VE TpS and r > 0, we have
Drvf = rDvf,
i.e., the function D f : V f--t Dv f is positively homogenous of degree l.
Let C c M be a connected locally convex set and let f : C --+ IR be
a convex function. For each p E C and s > 0 we define the difference
quotient function^9
(H.9)
f (expP (sV)) - f (p)
ls : V f--t --~----
S
for any V E dom (ls) ~ {VE TpC: expP (sV) E int (C) }· Note that for
0 < s1 ::::; s2, we have dom ( ls 2 ) C dom (Js 1 ). Clearly
(H.10) (Dv f) (p) = lim ls (V).
s--+O+
REMARK H.24. Since expP ( s V) = p + s V on Euclidean space lEn, we
can rewrite the above difference quotient for C c IEn as
ls : V c--+ f (p + s V) - f (p).
s
The difference quotient and directional derivative have the following
properties.
LEMMA H.25 (Directional derivatives of convex functions). Let C c
(Mn, g) be a connected locally convex set in a connected complete Riemann-
ian manifold and let f : C --+ IR be a convex function.
(^9) 0f course, for any function defined in a neighborhood of a point pin a Riemannian
manifold, the difference quotient at p is well defined for s sufficiently small.