Derivative of Linear Map

Formally, the situation is like this: there is a function $\phi:{\cal M}\to{\cal N}$ (between manifolds), and we want something to describe infinitesimal change. We associate to each $x\in{\cal M}$ a linear map, the differential, which is a transformation of tangent spaces $df_x:T_x{\cal M}\to T_{f(x)}{\cal N}$.

$\hskip 0.6in$ differential

Image source: Wikipedia.

In Euclidean space, points themselves may be viewed as vectors and hence added or subtracted, and so the manifold and all of its tangent spaces may be identified together. That is, every tangent vector exists as a point in the original space (codomain). If $f:{\bf R}^n\to{\bf R}^m$ is differentiable, then the differential is the "directional derivative" as a linear function of the "direction." Explicitly, the matrix of this linear map $df_x$ is given by the Jacobian. The write-up says that the Jacobian matrix of the linear map $L:x\mapsto Ax$ is just $A$, hence $dL_x=L$ is an equality of maps for all $x$.

In the one-dimensional case, $f:{\bf R}\to{\bf R}$, the matrix of a linear map is $1\times1$, so essentially just a scalar value. The scalar is in fact $f'(x)$, so the differential is $df_x:v\mapsto f'(x)v$. In particular, $f(x)=x$ implies $f'(x)=1$ so $df_x:v\mapsto1v$ is the identity map, i.e. the same as $f$.


On top of the other answer mentioned here, I found it useful to look at the definition of $df_x$. According to Milnor:

$$ df_x(h) = \frac{f(x+th) - f(x)}{t}$$

As $f$ is linear:

$$\begin{align} df_x(h) &= \lim_{t \to 0} \frac{f(x+th) - f(x)}{t} \\ &= \lim_{t \to 0} \frac{f(x) + f(th) - f(x)}{t} \\ &= \lim_{t \to 0} \frac{f(x) + tf(h) - f(x)}{t} \\ &= \lim_{t \to 0} \frac{tf(h)}{t} \\ &= \lim_{t \to 0} f(h) \\ &= f(h) \end{align}$$