The Gradient of a Twice Continuously Differentiable Function with Hessian Pinched between Two Positive Multiples of the Identity is a Bi-Lipschitz Bijection of Euclidean Space with Continuously Differentiable Inverse
lemmaMultivariable Calculuslem:gradient-diffeomorphism-strongly-convex-2026aFor a function whose Hessian is pinched between epsilon and L times the identity, the gradient map is a bi-Lipschitz bijection of Euclidean space whose inverse has components, with Jacobian matrix the inverse of the Hessian.
In the setting of Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation, let be a natural number with , read in as in The Real Numbers: Standing Notation and Background §numbers where a real number is required, and let be of class on , which is open by claim 1 of Euclidean Space is Open in Itself, and Maps are Continuous, with gradient and Hessian matrix . Let denote the gradient map , whose components are of class on by clause 2 of C^k Maps on a Euclidean Open Set. For a map whose components are of class on , denotes its Jacobian matrix at , with entry in row and column . Positive definiteness and the inverse matrix are those of those definitions. Let and be positive real numbers with
1. (Two-sided Lipschitz bounds)¶ For all ,
2. (Bijection)¶ is a bijection of onto .
3. (The inverse)¶ For every the matrix is positive definite and . The inverse map has components of class on , and for every the matrix is the inverse matrix of .
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