Idea. Uniform continuity means: for every η>0 there is δ>0 with ∥A−B∥<δ⇒∥A−1−B−1∥<η for *all* A,B∈GLn. To refute it, exhibit pairs at distance tending to 0 whose inverses stay far apart.
Step 1: the pairs. For 0<ε≤1 let
Aε=diag(ε,1,…,1),Bε=diag(2ε,1,…,1).
Both are invertible.
Step 2: distances. Aε−Bε=diag(−ε,0,…,0), whose operator norm is ε. And
Aε−1−Bε−1=diag(ε1−2ε1,0,…,0)=diag(2ε1,0,…,0),
with norm 2ε1.
Step 3: conclusion. As ε→0, ∥Aε−Bε∥=ε→0 while ∥Aε−1−Bε−1∥=2ε1→∞. For η=1 no δ>0 works.
Numeric check. ε=10−2: distance 0.01, inverse difference 50. ε=10−4: 10−4 and 5000.
Remark.
- The ratio ∥A−B∥∥A−1−B−1∥=2ε21 matches the Lipschitz constant M2=ε−2 of Problem 72 (up to the factor 2).
- Inversion *is* uniformly continuous on each set {σmin≥c} with c>0, e.g. on the compact group O(n) or on any bounded set at distance ≥c from the singular matrices.
- Compare with x↦1/x on (0,1) the case n=1.