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Apr 20, 2021 at 6:44 comment added Denis Serre @HeinrichA. See my edit: even if we impose an a priori bound, the map $X\mapsto L$ is not Lipschitz.
Apr 20, 2021 at 6:43 history edited Denis Serre CC BY-SA 4.0
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Apr 20, 2021 at 6:26 vote accept Heinrich A
Apr 20, 2021 at 6:26 vote accept Heinrich A
Apr 20, 2021 at 6:26
Apr 19, 2021 at 15:07 comment added Heinrich A Thanks very much for the helpful answer! I was wondering whether the composition would be globally Lipschitz if I werer to introduce the assumption that the columns entries of the matrices $\mathbf{A}$, $\mathbf{B}$ (and therefore also their square roots and Cholesky decompositions) are bounded.
Apr 19, 2021 at 14:41 history answered Denis Serre CC BY-SA 4.0