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Exercise 2037Topology › Topology of Mn(ℝ) › Norms and metric structureM1Added 7 Nov 2026

The determinant is Lipschitz on bounded sets

#determinant#Lipschitz#telescoping#Hadamard inequality

Statement

Show that ∣det⁡A−det⁡B∣≤nRn−1∥A−B∥|\det A-\det B|\le nR^{n-1}\|A-B\| whenever ∥A∥≤R\|A\|\le R and ∥B∥≤R\|B\|\le R (operator norm).

Hint

Replace the columns of AA by those of BB one at a time, and use the multilinearity of det⁡\det in the columns.

Bound each resulting determinant with Hadamard's inequality.

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Solution

Idea. Change one column at a time. Each change costs a determinant with one column equal to a difference ak−bka_k-b_k and the other columns bounded by RR; Hadamard bounds it by Rn−1∣ak−bk∣R^{n-1}|a_k-b_k|.

Step 1: the hybrid matrices. Let HkH_k be the matrix with columns (b1,…,bk,ak+1,…,an)(b_1,\dots,b_k,a_{k+1},\dots,a_n), for k=0,…,nk=0,\dots,n. Then H0=AH_0=A and Hn=BH_n=B, so
det⁡A−det⁡B=∑k=1n(det⁡Hk−1−det⁡Hk).\det A-\det B=\sum_{k=1}^n\big(\det H_{k-1}-\det H_k\big).

Step 2: multilinearity. Hk−1H_{k-1} and HkH_k differ only in column kk, namely aka_k versus bkb_k. By linearity of det⁡\det in that column,
det⁡Hk−1−det⁡Hk=det⁡(b1,…,bk−1, ak−bk, ak+1,…,an).\det H_{k-1}-\det H_k=\det(b_1,\dots,b_{k-1},\,a_k-b_k,\,a_{k+1},\dots,a_n).

Step 3: Hadamard. The columns of this matrix have lengths ∣bj∣≤∥B∥≤R|b_j|\le\|B\|\le R (for j<kj<k), ∣aj∣≤∥A∥≤R|a_j|\le\|A\|\le R (for j>kj>k), and ∣ak−bk∣=∣(A−B)ek∣≤∥A−B∥|a_k-b_k|=|(A-B)e_k|\le\|A-B\|. Here we used ∣Mej∣≤∥M∥|Me_j|\le\|M\|. Hence
∣det⁡Hk−1−det⁡Hk∣≤Rn−1∥A−B∥.|\det H_{k-1}-\det H_k|\le R^{n-1}\|A-B\|.

Step 4: sum. Adding the nn terms, ∣det⁡A−det⁡B∣≤nRn−1∥A−B∥|\det A-\det B|\le nR^{n-1}\|A-B\|.

Sanity check. For n=1n=1 the bound reads ∣a−b∣≤∣a−b∣|a-b|\le|a-b|. For A=diag⁡(R,…,R)A=\operatorname{diag}(R,\dots,R), B=(R−δ)IB=(R-\delta)I the exact difference is Rn−(R−δ)n≈nRn−1δR^n-(R-\delta)^n\approx nR^{n-1}\delta and ∥A−B∥=δ\|A-B\|=\delta: the constant is asymptotically sharp.

Remark. This gives a quantitative proof of the continuity of det⁡\det and shows that det⁡\det is *locally Lipschitz*, with Lipschitz constant on the ball {∥A∥≤R}\{\|A\|\le R\} at most nRn−1nR^{n-1}. The derivative tr⁡(adj⁡(A)H)\operatorname{tr}(\operatorname{adj}(A)H) computed later in the book has norm at most nRn−1nR^{n-1} on that ball, consistent with this bound.