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Lipschitz continuous and Jacobian matrix


Recovering vector-valued function from its Jacobian MatrixJacobian matrix of an inverse diffeomorphismWhen is a given matrix-valued function the Jacobian of something?Determinant of the Jacobian of a short mapJacobian Matrix - unknown functionNon-vanishing Jacobian determinant is bounded below?Is the Spectral Norm of the Jacobian of an M-Lipschitz Function bounded by M?Jacobian with right inverseJacobian matrix of $|cdot|_2$Is the derivative of a Lipschitz continuous gradient function is a continuous vector function?













2












$begingroup$


Consider a function $f:mathbbR^nlongrightarrowmathbbR^m$ with partial derivatives everywhere so that the Jacobian matrix is well-defined. Let $L>0$ be a real number. Is it true that:
$$|f(x)-f(y)|leq L|x-y|,forall x,y Longleftrightarrow |J_f(x)|_2leq L,forall x$$
where $|cdot|$ denotes the euclidean vector norm and $|cdot|_2$ the spectral matrix norm.










share|cite|improve this question









$endgroup$











  • $begingroup$
    Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
    $endgroup$
    – kkc
    Mar 22 at 19:17










  • $begingroup$
    The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
    $endgroup$
    – user404332
    Mar 25 at 8:33















2












$begingroup$


Consider a function $f:mathbbR^nlongrightarrowmathbbR^m$ with partial derivatives everywhere so that the Jacobian matrix is well-defined. Let $L>0$ be a real number. Is it true that:
$$|f(x)-f(y)|leq L|x-y|,forall x,y Longleftrightarrow |J_f(x)|_2leq L,forall x$$
where $|cdot|$ denotes the euclidean vector norm and $|cdot|_2$ the spectral matrix norm.










share|cite|improve this question









$endgroup$











  • $begingroup$
    Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
    $endgroup$
    – kkc
    Mar 22 at 19:17










  • $begingroup$
    The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
    $endgroup$
    – user404332
    Mar 25 at 8:33













2












2








2


1



$begingroup$


Consider a function $f:mathbbR^nlongrightarrowmathbbR^m$ with partial derivatives everywhere so that the Jacobian matrix is well-defined. Let $L>0$ be a real number. Is it true that:
$$|f(x)-f(y)|leq L|x-y|,forall x,y Longleftrightarrow |J_f(x)|_2leq L,forall x$$
where $|cdot|$ denotes the euclidean vector norm and $|cdot|_2$ the spectral matrix norm.










share|cite|improve this question









$endgroup$




Consider a function $f:mathbbR^nlongrightarrowmathbbR^m$ with partial derivatives everywhere so that the Jacobian matrix is well-defined. Let $L>0$ be a real number. Is it true that:
$$|f(x)-f(y)|leq L|x-y|,forall x,y Longleftrightarrow |J_f(x)|_2leq L,forall x$$
where $|cdot|$ denotes the euclidean vector norm and $|cdot|_2$ the spectral matrix norm.







multivariable-calculus lipschitz-functions jacobian






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Mar 22 at 16:03









user404332user404332

748




748











  • $begingroup$
    Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
    $endgroup$
    – kkc
    Mar 22 at 19:17










  • $begingroup$
    The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
    $endgroup$
    – user404332
    Mar 25 at 8:33
















  • $begingroup$
    Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
    $endgroup$
    – kkc
    Mar 22 at 19:17










  • $begingroup$
    The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
    $endgroup$
    – user404332
    Mar 25 at 8:33















$begingroup$
Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
$endgroup$
– kkc
Mar 22 at 19:17




$begingroup$
Consider the inequality $|f(x) - f(y)| leq L|x-y|$. We can rewrite it as $fracx-y leq L$. Is there any equation/formula from calculus you recall that you can relate to the left-hand side of this inequality? In particular, can you think of a formula that involves a derivative?
$endgroup$
– kkc
Mar 22 at 19:17












$begingroup$
The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
$endgroup$
– user404332
Mar 25 at 8:33




$begingroup$
The result is indeed trivial for $n=m=1$ by using the definition of derivative for one implication and by using the mean value theorem for the other one. The question is about extending this result to multidimension.
$endgroup$
– user404332
Mar 25 at 8:33










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