What is the union of all the tangent plane at every point of a sphere?

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Let $S = \{x \in \mathbb{R}^3: ||x||_2 = 1\}$

Then pick a point on $S$.

The tangent space to the point is the plane that is perpendicular to the vector from origin to that point.

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What is the union of all these planes for all the points on $S$?

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It’s $\left\{x\in\Bbb R^3:\|x\|_2\ge 1\right\}$. It’s clear that the set in question includes $S$ itself. If $\|x\|_2>1$, let $P$ be any plane that contains $x$ and the origin. $S\cap P$ is a great circle on $S$, and it should be clear that there are two lines through $x$ that are tangent to that circle. Let $y$ be one of the points of tangency; then the tangent plane to $S$ at $y$ contains $x$.

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If $S$ is any convex smooth solid, the union of all the tangent planes to $S$ is all of space except for the interior of $S$.

For any point P outside of $S$, the set of lines through $P$ tangent to $S$ form a generalized cone. To find one of these lines (which is all you need), find the two points on $S$ closest and farthest from $P$. By continuity, the tangent planes at these points are perpendicular to the lines from $P$ to the points. Now, rotate one of the tangent planes until it coincides with the other plane, keeping tangent to $S$. At the start, $P$ is on one side of the plane, and, at the end, $P$ is on the other side of the plane. Therefore, somewhere in between, the plane passed through $P$.

Anyway, this satisfies me, but please do not ask me to make it rigorous. My differential geometry days are long gone and forgotten.