The determinant is Lipschitz on bounded sets
Statement
Show that whenever and (operator norm).
Hint
Replace the columns of by those of one at a time, and use the multilinearity of 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 and the other columns bounded by ; Hadamard bounds it by .
Step 1: the hybrid matrices. Let be the matrix with columns , for . Then and , so
Step 2: multilinearity. and differ only in column , namely versus . By linearity of in that column,
Step 3: Hadamard. The columns of this matrix have lengths (for ), (for ), and . Here we used . Hence
Step 4: sum. Adding the terms, .
Sanity check. For the bound reads . For , the exact difference is and : the constant is asymptotically sharp.
Remark. This gives a quantitative proof of the continuity of and shows that is *locally Lipschitz*, with Lipschitz constant on the ball at most . The derivative computed later in the book has norm at most on that ball, consistent with this bound.