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Results tagged with real-analysis
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user 140940
Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.
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Lipschitz constant of a function of matrix
The function is given by
$f(X) = (AX^{-1}A^\top + B)^{-1}$ where $X$, $A$, and $B$ are $n \times n$ positive definite matrices.
I'm trying to find the Lipschitz constant such that $\| f(X)-f(Y) \| \ …
- 85