TheoremBase

Continuity of Vector- and Matrix-Valued Maps: the Componentwise Criterion, Norms and Algebraic Operations

A map from a subset of a metric space into Euclidean space or into real matrices is continuous at a point exactly when each component or entry is; norms, constants, sums, scalar multiples, dot products, matrix products, matrix-vector products and transposes of such maps continuous at the point are continuous there.

Statement

In the setting of Euclidean Space and Real Matrices: Standing Notation, let (X,d)(X,d) be a metric space, let S⊆XS\subseteq X and let p,q,r∈Np,q,r\in\mathbb{N}. R\mathbb{R} carries the metric dRd_{\mathbb{R}}, Rq\mathbb{R}^{q} the metric dEd_{E} and Mp×q(R)\mathcal{M}_{p\times q}(\mathbb{R}) the metric dp×qd_{p\times q}, as in Euclidean Space and Real Matrices: Standing Notation (ii) and Euclidean Space and Real Matrices: Standing Notation (vi). For s0∈Ss_{0}\in S, a map from SS into one of these spaces is continuous at s0s_{0} if it is continuous at s0s_{0} relative to SS; it is continuous on SS as in Continuous Map Between Metric Spaces (ii). For x:S→Rqx:S\to\mathbb{R}^{q} and k∈[q]k\in[q], xk:S→Rx_{k}:S\to\mathbb{R} is the component map u↦x(u)ku\mapsto x(u)_{k} of Component Maps and Entry Maps (i); for A:S→Mp×q(R)A:S\to\mathcal{M}_{p\times q}(\mathbb{R}), i∈[p]i\in[p] and j∈[q]j\in[q], Aij:S→RA_{ij}:S\to\mathbb{R} is the entry map u↦A(u)iju\mapsto A(u)_{ij} of Component Maps and Entry Maps (ii). In (i), (ii), (iii) and (iv), let s0∈Ss_{0}\in S.

A map x:S→Rqx:S\to\mathbb{R}^{q} is continuous at s0s_{0} if and only if xkx_{k} is continuous at s0s_{0} for every k∈[q]k\in[q].

A map A:S→Mp×q(R)A:S\to\mathcal{M}_{p\times q}(\mathbb{R}) is continuous at s0s_{0} if and only if AijA_{ij} is continuous at s0s_{0} for all i∈[p]i\in[p] and j∈[q]j\in[q].

If x:S→Rqx:S\to\mathbb{R}^{q} is continuous at s0s_{0}, then so is u↦∥x(u)∥u\mapsto\lVert x(u)\rVert; if A:S→Mp×q(R)A:S\to\mathcal{M}_{p\times q}(\mathbb{R}) is continuous at s0s_{0}, then so is u↦∥A(u)∥u\mapsto\lVert A(u)\rVert.

Every constant map from SS into Rq\mathbb{R}^{q} or into Mp×q(R)\mathcal{M}_{p\times q}(\mathbb{R}) is continuous at s0s_{0}. Let x,y:S→Rqx,y:S\to\mathbb{R}^{q}, φ:S→R\varphi:S\to\mathbb{R}, A,B:S→Mp×q(R)A,B:S\to\mathcal{M}_{p\times q}(\mathbb{R}) and C:S→Mq×r(R)C:S\to\mathcal{M}_{q\times r}(\mathbb{R}). If xx and yy are continuous at s0s_{0}, then so are u↦x(u)+y(u)u\mapsto x(u)+y(u) and u↦x(u)⋅y(u)u\mapsto x(u)\cdot y(u); if φ\varphi and xx are, then so is u↦φ(u) x(u)u\mapsto\varphi(u)\,x(u); if AA and BB are, then so is u↦A(u)+B(u)u\mapsto A(u)+B(u); if φ\varphi and AA are, then so is u↦φ(u) A(u)u\mapsto\varphi(u)\,A(u); if AA and CC are, then so is u↦A(u) C(u)u\mapsto A(u)\,C(u), into Mp×r(R)\mathcal{M}_{p\times r}(\mathbb{R}); if AA and xx are, then so is u↦A(u) x(u)u\mapsto A(u)\,x(u), into Rp\mathbb{R}^{p}; and if AA is, then so is u↦A(u)⊤u\mapsto A(u)^{\top}, into Mq×p(R)\mathcal{M}_{q\times p}(\mathbb{R}).

Each of (i), (ii), (iii) and (iv) holds with continuous at $s_{0}$'' replaced by continuous on SS'' throughout.

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