Firstly I understand that this question has already been asked : Show that the function $f(x,y) = |xy|$ is differentiable at 0, but is not of class $C^1$ in any neighborhood of 0. However that question did not address the question I'm about to ask.
In trying to show that $f : \mathbb{R}^2 \to \mathbb{R}$ defined by $f(x, y) = |xy|$ is differentaible at $(0, 0)$ I first calculated the directional derivatives at $(0, 0)$ and I got $D_1f(0, 0) =D_2f(0, 0) = 0$, thus if $f$ is differentiable at $(0, 0)$ then we'd have $Df(0, 0) = [0 \ \ \ 0 ]$
Now I tried to prove that $f$ is differentiable at $(0, 0)$ by using the definition and $Df(0, 0)$ above as a canditate matrix for the derivative (because if the limit doesn't tend to zero using this matrix then it won't exist) and I arrived at the following (letting $h = (c, d)$)
$$\lim_{h \to (0, 0)} \frac{f((0, 0) + h) - f(0, 0) - Df(0, 0) \cdot h}{|h|} = \lim_{(c, d) \to (0, 0)} \frac{|cd|}{\sqrt{c^2 + d^2}}$$ but from the above it's not clear (to me) that $$\lim_{(c, d) \to (0, 0)} \frac{|cd|}{\sqrt{c^2 + d^2}} = 0$$
so I can't conclude that $f(x, y) = |xy|$ is differentiable at $(0, 0)$ using the definition. Now there's one other way I think I can prove differentiability which is by using the following theorem
Theorem: Let $A$ be open in $\mathbb{R}^m$. Suppose that the partial derivatives of the component functions of $f$ exist at each point $x$ of $A$ and are continuous on $A$. Then $f$ is differentiable at each point of $A$.
So I tried to show then that $D_1f(x, y)$ existed and was continuous on $\mathbb{R}^2$, in attempting to show this I ended up with the following
$$D_1f(x, y) = \lim_{t \to 0} \frac{f((x, y) + t(1, 0))-f(x, y)}{t} = \lim_{t \to 0}\frac{|(x+t)y|-|xy|}{t}$$ and again I'm not show how to evaluate this limit so I can't make use of the above theorem.
Is there any other way to show that $f$ is differentiable at $(0, 0)$? How could I show that $f$ is differentiable at $(0, 0)$?
$\displaystyle\frac {|cd|} {\sqrt {c^{2}+d^{2}}} \leq \frac {c^{2}+d^{2}} {2\sqrt {c^{2}+d^{2}}} \to 0$.