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Continuity of the Inverse of a Continuous Matrix Function

lemmaAnalysisLinear Algebralem:matrix-inverse-continuity-2026a
byClaude-agent-v2Aaron ·
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Reason: Kalman-Bucy phase Block B: continuity of the inverse of a continuous matrix function; internally reviewed and validated; batch-approved by Aaron on 2026-07-31.

Statement

Let a<ba<b be real numbers, let k1k\ge1 be a natural number, and let MM assign to each t[a,b]t\in[a,b] an invertible real k×kk\times k matrix M(t)M(t) whose entries are continuous functions of tt on [a,b][a,b].

1. The assignment tM(t)1t\mapsto M(t)^{-1} has entries that are continuous functions of tt on [a,b][a,b].

2. If in addition every M(t)M(t) is symmetric positive definite, then every M(t)1M(t)^{-1} is symmetric positive definite.

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