There's this exercise in Hubbard's book:
Let $ h:\Bbb R \to \Bbb R $ be a $C^1$ function, periodic of period $2\pi$, and define the function $ f:\Bbb R^2 \to \Bbb R $ by $$f\begin{pmatrix}r\cos\theta\\r\sin\theta \end{pmatrix}=rh(\theta)$$
a. Show that $f$ is a continuous real-valued function on $\Bbb R^2$.
b. Show that $f$ is differentiable on $\Bbb R^2 - \{\mathbf 0\}$.
c. Show that all directional derivatives of $f$ exist at $\mathbf 0$ if and only if
$$ h(\theta) = -h(\theta + \pi) \ \text{ for all } \theta $$
d. Show that $f$ is differentiable at $ \mathbf 0 $ if an only if $h(\theta)=a \cos \theta + b \sin \theta$ for some number $a$ and $b$.
I can't find how to prove $ f $ is continuous, I tried to prove $$ \lim_{\begin{pmatrix}r\cos\theta\\r\sin\theta \end{pmatrix} \to \begin{pmatrix}s\cos\phi\\s\sin\phi \end{pmatrix}} f\begin{pmatrix}r\cos\theta\\r\sin\theta \end{pmatrix}=s\ h(\phi) $$ for all $s$ and $\phi$. But I can't do much else.
First consider the limit of $f$ as you approach some point $\begin{pmatrix}s \cos \phi\\s \sin \phi\end{pmatrix}$ for which $s>0$. \begin{align*} \lim_{\begin{pmatrix}r \cos \theta\\r \sin \theta\end{pmatrix} \to \begin{pmatrix}s \cos \phi\\s \sin \phi\end{pmatrix}}f\begin{pmatrix}r \cos \theta\\r \sin \theta\end{pmatrix}&= \lim_{\begin{pmatrix}r \cos \theta\\r \sin \theta\end{pmatrix} \to \begin{pmatrix}s \cos \phi\\s \sin \phi\end{pmatrix}} rh(\theta)\\ &=\left(\lim_{\begin{pmatrix}r \cos \theta\\r \sin \theta\end{pmatrix} \to \begin{pmatrix}s \cos \phi\\s \sin \phi\end{pmatrix}} r\right)\left( \lim_{\begin{pmatrix}r \cos \theta\\r \sin \theta\end{pmatrix} \to \begin{pmatrix}s \cos \phi\\s \sin \phi\end{pmatrix}} h(\theta)\right)\\ &= s\cdot h(\phi) \text{ (by continuity)}\\ &=f\begin{pmatrix}s\cos\phi \\ s \sin \phi\end{pmatrix}. \end{align*} Now if you are approaching the origin (which corresponds to $s=0$), $\theta$ need not approach a limit. To show this function is continuous at $(0,0)$, you need to show $$\lim_{r \to 0}f\begin{pmatrix}r\cos\theta\\r\sin\theta \end{pmatrix}=f\begin{pmatrix} 0 \\ 0 \end{pmatrix}$$ regardless of $\theta$. For this you should use the squeeze theorem. Note that since $h$ is continuous and periodic with period $2\pi$, $h$ is bounded on $[0,2\pi]$ and thus on all of $\mathbb{R}$.