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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?
$begingroup$
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.
multivariable-calculus lipschitz-functions jacobian
$endgroup$
add a comment |
$begingroup$
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.
multivariable-calculus lipschitz-functions jacobian
$endgroup$
$begingroup$
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
add a comment |
$begingroup$
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.
multivariable-calculus lipschitz-functions jacobian
$endgroup$
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
multivariable-calculus lipschitz-functions jacobian
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
add a comment |
$begingroup$
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
add a comment |
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$begingroup$
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