$f$ is a $k$-Lipschitz continuous function & continuously differentiable $forall x in mathbb{R}^n$....
$begingroup$
EDIT - generalization for vector analysis
for $f: mathbb{R}^n to mathbb{R}^m$, $f$ is continuously differentiable $forall x in mathbb{R}^n$, and is
$k$-Lipschitz continuous function.
ProveDisprove: $$forall xin mathbb{R}^n: ||D_{f}(x)||_{op} leq k$$
$ $
previous Version:
I was asking the same question but for $f: mathbb{R} to mathbb{R}$
Let $f: mathbb{R} to mathbb{R}$ such that $f$ is continuously differentiable $forall x in mathbb{R}$.
Given that $f$ is a $k$-Lipschitz continuous, is it possible to prove that the derivative of $f$ is bounded by $k$?
Prove/disprove: $f'$ is bounded by $k$, as $f$ is a $k$-Lipschitz continuous function ,and continuously differentiable $forall x in mathbb{R}$
The only intuition I have in mind is that:
$$|f(y) - f(x)| = |f'(x)(x-y) + small{o}(x-y)| leq k|x-y|$$
Therefore
$$ left|f'(x) + frac{small{o}(|x-y)|}{x-y} right| leq k$$
But that isn't a sufficent term in order to prove that the derivative of $f$ is bounded by $k$.
vector-analysis lipschitz-functions
$endgroup$
add a comment |
$begingroup$
EDIT - generalization for vector analysis
for $f: mathbb{R}^n to mathbb{R}^m$, $f$ is continuously differentiable $forall x in mathbb{R}^n$, and is
$k$-Lipschitz continuous function.
ProveDisprove: $$forall xin mathbb{R}^n: ||D_{f}(x)||_{op} leq k$$
$ $
previous Version:
I was asking the same question but for $f: mathbb{R} to mathbb{R}$
Let $f: mathbb{R} to mathbb{R}$ such that $f$ is continuously differentiable $forall x in mathbb{R}$.
Given that $f$ is a $k$-Lipschitz continuous, is it possible to prove that the derivative of $f$ is bounded by $k$?
Prove/disprove: $f'$ is bounded by $k$, as $f$ is a $k$-Lipschitz continuous function ,and continuously differentiable $forall x in mathbb{R}$
The only intuition I have in mind is that:
$$|f(y) - f(x)| = |f'(x)(x-y) + small{o}(x-y)| leq k|x-y|$$
Therefore
$$ left|f'(x) + frac{small{o}(|x-y)|}{x-y} right| leq k$$
But that isn't a sufficent term in order to prove that the derivative of $f$ is bounded by $k$.
vector-analysis lipschitz-functions
$endgroup$
add a comment |
$begingroup$
EDIT - generalization for vector analysis
for $f: mathbb{R}^n to mathbb{R}^m$, $f$ is continuously differentiable $forall x in mathbb{R}^n$, and is
$k$-Lipschitz continuous function.
ProveDisprove: $$forall xin mathbb{R}^n: ||D_{f}(x)||_{op} leq k$$
$ $
previous Version:
I was asking the same question but for $f: mathbb{R} to mathbb{R}$
Let $f: mathbb{R} to mathbb{R}$ such that $f$ is continuously differentiable $forall x in mathbb{R}$.
Given that $f$ is a $k$-Lipschitz continuous, is it possible to prove that the derivative of $f$ is bounded by $k$?
Prove/disprove: $f'$ is bounded by $k$, as $f$ is a $k$-Lipschitz continuous function ,and continuously differentiable $forall x in mathbb{R}$
The only intuition I have in mind is that:
$$|f(y) - f(x)| = |f'(x)(x-y) + small{o}(x-y)| leq k|x-y|$$
Therefore
$$ left|f'(x) + frac{small{o}(|x-y)|}{x-y} right| leq k$$
But that isn't a sufficent term in order to prove that the derivative of $f$ is bounded by $k$.
vector-analysis lipschitz-functions
$endgroup$
EDIT - generalization for vector analysis
for $f: mathbb{R}^n to mathbb{R}^m$, $f$ is continuously differentiable $forall x in mathbb{R}^n$, and is
$k$-Lipschitz continuous function.
ProveDisprove: $$forall xin mathbb{R}^n: ||D_{f}(x)||_{op} leq k$$
$ $
previous Version:
I was asking the same question but for $f: mathbb{R} to mathbb{R}$
Let $f: mathbb{R} to mathbb{R}$ such that $f$ is continuously differentiable $forall x in mathbb{R}$.
Given that $f$ is a $k$-Lipschitz continuous, is it possible to prove that the derivative of $f$ is bounded by $k$?
Prove/disprove: $f'$ is bounded by $k$, as $f$ is a $k$-Lipschitz continuous function ,and continuously differentiable $forall x in mathbb{R}$
The only intuition I have in mind is that:
$$|f(y) - f(x)| = |f'(x)(x-y) + small{o}(x-y)| leq k|x-y|$$
Therefore
$$ left|f'(x) + frac{small{o}(|x-y)|}{x-y} right| leq k$$
But that isn't a sufficent term in order to prove that the derivative of $f$ is bounded by $k$.
vector-analysis lipschitz-functions
vector-analysis lipschitz-functions
edited Jan 23 at 13:14
Jneven
asked Jan 23 at 11:40
JnevenJneven
906322
906322
add a comment |
add a comment |
3 Answers
3
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votes
$begingroup$
We have
$$ D_f(x) xi = lim_{trightarrow 0} frac{f(x+ tcdot xi) - f(x)}{t}.$$
But by the lipschitz condition we get
$$ left Vert frac{f(x+ tcdot xi) - f(x)}{t} rightVert leq k Vert xi Vert $$
And thus, we have
$$ Vert D_f(x) xi Vert leq k Vert xi Vert $$
implying that
$$ Vert D_f(x) Vert_{op} leq k. $$
$endgroup$
add a comment |
$begingroup$
If $f$ is k -Lipschitz continuous, you have
$$
left| frac{f(y)-f(x)}{y-x} right| le k
$$
for all $y neq x.$ As $f'$ is a limit of such terms, it follows that $|f'| le k.$
$endgroup$
add a comment |
$begingroup$
You should isolate instead $f'(x)$, in that case:
$f'(x)=dfrac{f(x)-f(y)}{x-y}+ dfrac{o(vert x-yvert)}{x-y}= dfrac{f(x)-f(y)}{x-y}+o(1)$
Then:
$vert f'(x)vert leq Bigg vert dfrac{f(x)-f(y)}{x-y} Bigg vert+ vert o(1)vert leq k+ o(1)overset{y rightarrow x}{rightarrow}k$
$endgroup$
add a comment |
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
We have
$$ D_f(x) xi = lim_{trightarrow 0} frac{f(x+ tcdot xi) - f(x)}{t}.$$
But by the lipschitz condition we get
$$ left Vert frac{f(x+ tcdot xi) - f(x)}{t} rightVert leq k Vert xi Vert $$
And thus, we have
$$ Vert D_f(x) xi Vert leq k Vert xi Vert $$
implying that
$$ Vert D_f(x) Vert_{op} leq k. $$
$endgroup$
add a comment |
$begingroup$
We have
$$ D_f(x) xi = lim_{trightarrow 0} frac{f(x+ tcdot xi) - f(x)}{t}.$$
But by the lipschitz condition we get
$$ left Vert frac{f(x+ tcdot xi) - f(x)}{t} rightVert leq k Vert xi Vert $$
And thus, we have
$$ Vert D_f(x) xi Vert leq k Vert xi Vert $$
implying that
$$ Vert D_f(x) Vert_{op} leq k. $$
$endgroup$
add a comment |
$begingroup$
We have
$$ D_f(x) xi = lim_{trightarrow 0} frac{f(x+ tcdot xi) - f(x)}{t}.$$
But by the lipschitz condition we get
$$ left Vert frac{f(x+ tcdot xi) - f(x)}{t} rightVert leq k Vert xi Vert $$
And thus, we have
$$ Vert D_f(x) xi Vert leq k Vert xi Vert $$
implying that
$$ Vert D_f(x) Vert_{op} leq k. $$
$endgroup$
We have
$$ D_f(x) xi = lim_{trightarrow 0} frac{f(x+ tcdot xi) - f(x)}{t}.$$
But by the lipschitz condition we get
$$ left Vert frac{f(x+ tcdot xi) - f(x)}{t} rightVert leq k Vert xi Vert $$
And thus, we have
$$ Vert D_f(x) xi Vert leq k Vert xi Vert $$
implying that
$$ Vert D_f(x) Vert_{op} leq k. $$
answered Jan 23 at 13:30
Severin SchravenSeverin Schraven
6,3381934
6,3381934
add a comment |
add a comment |
$begingroup$
If $f$ is k -Lipschitz continuous, you have
$$
left| frac{f(y)-f(x)}{y-x} right| le k
$$
for all $y neq x.$ As $f'$ is a limit of such terms, it follows that $|f'| le k.$
$endgroup$
add a comment |
$begingroup$
If $f$ is k -Lipschitz continuous, you have
$$
left| frac{f(y)-f(x)}{y-x} right| le k
$$
for all $y neq x.$ As $f'$ is a limit of such terms, it follows that $|f'| le k.$
$endgroup$
add a comment |
$begingroup$
If $f$ is k -Lipschitz continuous, you have
$$
left| frac{f(y)-f(x)}{y-x} right| le k
$$
for all $y neq x.$ As $f'$ is a limit of such terms, it follows that $|f'| le k.$
$endgroup$
If $f$ is k -Lipschitz continuous, you have
$$
left| frac{f(y)-f(x)}{y-x} right| le k
$$
for all $y neq x.$ As $f'$ is a limit of such terms, it follows that $|f'| le k.$
answered Jan 23 at 11:46
Reiner MartinReiner Martin
3,509414
3,509414
add a comment |
add a comment |
$begingroup$
You should isolate instead $f'(x)$, in that case:
$f'(x)=dfrac{f(x)-f(y)}{x-y}+ dfrac{o(vert x-yvert)}{x-y}= dfrac{f(x)-f(y)}{x-y}+o(1)$
Then:
$vert f'(x)vert leq Bigg vert dfrac{f(x)-f(y)}{x-y} Bigg vert+ vert o(1)vert leq k+ o(1)overset{y rightarrow x}{rightarrow}k$
$endgroup$
add a comment |
$begingroup$
You should isolate instead $f'(x)$, in that case:
$f'(x)=dfrac{f(x)-f(y)}{x-y}+ dfrac{o(vert x-yvert)}{x-y}= dfrac{f(x)-f(y)}{x-y}+o(1)$
Then:
$vert f'(x)vert leq Bigg vert dfrac{f(x)-f(y)}{x-y} Bigg vert+ vert o(1)vert leq k+ o(1)overset{y rightarrow x}{rightarrow}k$
$endgroup$
add a comment |
$begingroup$
You should isolate instead $f'(x)$, in that case:
$f'(x)=dfrac{f(x)-f(y)}{x-y}+ dfrac{o(vert x-yvert)}{x-y}= dfrac{f(x)-f(y)}{x-y}+o(1)$
Then:
$vert f'(x)vert leq Bigg vert dfrac{f(x)-f(y)}{x-y} Bigg vert+ vert o(1)vert leq k+ o(1)overset{y rightarrow x}{rightarrow}k$
$endgroup$
You should isolate instead $f'(x)$, in that case:
$f'(x)=dfrac{f(x)-f(y)}{x-y}+ dfrac{o(vert x-yvert)}{x-y}= dfrac{f(x)-f(y)}{x-y}+o(1)$
Then:
$vert f'(x)vert leq Bigg vert dfrac{f(x)-f(y)}{x-y} Bigg vert+ vert o(1)vert leq k+ o(1)overset{y rightarrow x}{rightarrow}k$
answered Jan 23 at 11:49
Keen-ameteurKeen-ameteur
1,477416
1,477416
add a comment |
add a comment |
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