The solution said the function $f$ is not differentiable at $0$. For if $g: \mathbb{R}^2 \rightarrow \mathbb{R}$ is a function that is differentiable at $o$, then $Dg(0)$ is a $1$ by $2$ matrix of the form [a b], and $g'(0; u) = ah + bk$, which is a linear function of $u$.
I don't understand how the book got $g'(0; u) = ah + bk$. Anyone could help, thanks ahead.