Suppose we have $f:I \to \mathbb{R^n}$, where $I \subset \mathbb{R}$ is in open interval, a continuously differentiable function.
If we define $g:I^2 \to \mathbb{R^n}$ by:
$g(x,y) = \begin{cases} \frac{f(x)-f(y)}{x-y} & x\neq y \\ Df(x)& x=y \end{cases} $
can you give me a hint as to how to show that $g$ is continuously differentiable on $I^2$\ $\{(x,x) | x \in I\}$?
I've showed that $g$ is continuous and I suspect that $Dg(x,y) = 0$, but haven't been able to show this using some forms of the mean value theorem, nor by looking at the strict definition of differentiability.
I also attempted to show that the partial derivatives of $g$ are continuous, with no success.