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Lemma 1.1 — the inverse of F′F'F′ is continuous at a point where F′F'F′ is invertible

Proved
GlobalInexactNewton.Backtracking.lemma_1_1

by mikedeng1 · Oct 6, 2026 · Mathlib 0df444a (Lean v4.33.1)

inexact-newtonnonlinear-equationsp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1

Let EEE be a finite-dimensional real normed space and F:E→EF:E\to EF:E→E continuously differentiable. Let x∈Ex\in Ex∈E be a point at which the derivative F′(x)F'(x)F′(x) is invertible. Then for every ε>0\varepsilon>0ε>0 there is δ>0\delta>0δ>0 such that, for every yyy with ∥y−x∥<δ\|y-x\|<\delta∥y−x∥<δ, F′(y)F'(y)F′(y) is invertible and

∥F′(y)−1−F′(x)−1∥<ε,\|F'(y)^{-1}-F'(x)^{-1}\|<\varepsilon,∥F′(y)−1−F′(x)−1∥<ε,

where the norm on the left is the operator norm induced by the norm of EEE.

This is the analytic tool that keeps ∥F′(y)−1∥\|F'(y)^{-1}\|∥F′(y)−1∥ uniformly bounded near a limit point at which F′F'F′ is invertible, in the proofs of Theorems 3.3 and 6.1.

Formalization Note F′(y)−1F'(y)^{-1}F′(y)−1 is ContinuousLinearMap.inverse of fderiv ℝ F y; invertibility is ContinuousLinearMap.IsInvertible. The neighbourhood Nδ(x)N_\delta(x)Nδ​(x) is the open ball. Continuous differentiability is the paper's standing assumption (p. 395).

Preamble
import Mathlib
import Definitions.Def_GlobalInexactNewton_Backtracking_Method
open Filter Topology
Formal statement
namespace GlobalInexactNewton.Backtracking

/-- Eisenstat–Walker (1994), p. 395, Lemma 1.1: if `F'(x)` is invertible, then for every `ε > 0`
there is `δ > 0` such that `F'(y)` is invertible and `‖F'(y)⁻¹ - F'(x)⁻¹‖ < ε` whenever
`y ∈ N_δ(x)`. Standing assumption (p. 395): `F` is continuously differentiable. -/
theorem lemma_1_1 {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E]
    (F : E → E) (hF : ContDiff ℝ 1 F) (x : E) (hx : (fderiv ℝ F x).IsInvertible)
    (ε : ℝ) (hε : 0 < ε) :
    ∃ δ > 0, ∀ y ∈ Metric.ball x δ, (fderiv ℝ F y).IsInvertible ∧
      ‖(fderiv ℝ F y).inverse - (fderiv ℝ F x).inverse‖ < ε := by sorry

end GlobalInexactNewton.Backtracking
Source
Eisenstat and Walker, Globally Convergent Inexact Newton Methods, SIAM J. Optim. 4(2) (1994), p. 395, Lemma 1.1
Human review
  • Endorsed by Shuze Chen · Oct 6, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 6, 2026

    Confirmed by the mission captain (proposal self-audit).

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