Differentiable function on Rn

(I moved this from the calculus section)

Hi,

I have a past tier exam problem which I would like to check my solution for.

The question: Let p be real. Suppose $\displaystyle f:\mathbb{R}^n-0\to \mathbb{R}$ is continuously differentiable, and satisfies

$\displaystyle f(\lambda x) = \lambda^pf(x)$ for all $\displaystyle x\neq 0$ and for all $\displaystyle \lambda>0$.

Let $\displaystyle \nabla f(x)$ denote the gradient of f at x and $\displaystyle \cdot$ the dot product. Prove that

$\displaystyle x \cdot \nabla f(x) = pf(x)$ for all $\displaystyle x\neq 0$.

I first considered the n=1 case: Fixing $\displaystyle x\neq 0$, define $\displaystyle g:(0,\infty)\to \mathbb{R}$ by $\displaystyle g(\lambda) = f(\lambda x)$. We have $\displaystyle g(\lambda) = \lambda^p f(x)$ for all $\displaystyle \lambda>0$. Differentiating with respect to $\displaystyle \lambda$ gives $\displaystyle g'(\lambda) = p\lambda^{p-1}f(x)$.

On the other hand, $\displaystyle g'(\lambda) = \tfrac{d}{d\lambda} f(\lambda x) = x f'(\lambda x)$. *I do not know how to justify this step however: f is defined on R-0, so how does one go about differentiating with respect to a variable that has a restricted domain?*

I would then have $\displaystyle x f'(\lambda x) = p\lambda^{p-1}f(x)$, and taking $\displaystyle \lambda=1$ gives the desired result.

Onto the general case, fixing $\displaystyle x=(x_1,\ldots, x_n)\in \mathbb{R}-0$ and defining $\displaystyle g(\lambda) = f(\lambda x)$ again, we have $\displaystyle g'(\lambda) = p\lambda^{p-1}f(x)$ and on the other hand, by the chain rule,

$\displaystyle g'(\lambda) = \frac{d}{d\lambda}f(\lambda x_1, \ldots, \lambda x_n) = x_1 \tfrac{\partial f}{\partial x_1}(\lambda x) + \ldots + x_n\tfrac{\partial f}{\partial x_n}(\lambda x) = x\cdot \nabla f(\lambda x)$. Taking $\displaystyle \lambda=1$ again gives the result.

*Is the above jump to Rn-0 ok?*

Thanks so much for your help!