Taylor expansion with several variables

93 Views Asked by At

It is known that for $f:\mathbb{R} \rightarrow \mathbb{R}$,

$$f(a + h) = f(a) + f'(a)h + O(h^2)$$

Is there a similar expression for $f:\mathbb{R}^n \rightarrow \mathbb{R}$? i.e., something like

$$f(a+h) = f(a) + \nabla f(a) \cdot h + O(\|h\|^2)$$

Thanks.