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Exercise 679Topology › Topology of Mn(ℝ) › Continuity of matrix mapsL2Added 7 Nov 2026

Inversion is not uniformly continuous

#uniform continuity#inversion#singular matrices#counterexample

Statement

Show inversion is not uniformly continuous on GLn(R)GL_n(\mathbb{R}) (for the operator norm, hence for any norm).

Hint

Take two diagonal matrices very close to the singular set and to each other.

Compare diag⁡(ε,1,…,1)\operatorname{diag}(\varepsilon,1,\dots,1) with diag⁡(2ε,1,…,1)\operatorname{diag}(2\varepsilon,1,\dots,1).

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Solution

Idea. Uniform continuity means: for every η>0\eta>0 there is δ>0\delta>0 with ∥A−B∥<δ⇒∥A−1−B−1∥<η\|A-B\|<\delta\Rightarrow\|A^{-1}-B^{-1}\|<\eta for *all* A,B∈GLnA,B\in GL_n. To refute it, exhibit pairs at distance tending to 00 whose inverses stay far apart.

Step 1: the pairs. For 0<ε≤10<\varepsilon\le1 let
Aε=diag⁡(ε,1,…,1),Bε=diag⁡(2ε,1,…,1).A_\varepsilon=\operatorname{diag}(\varepsilon,1,\dots,1),\qquad B_\varepsilon=\operatorname{diag}(2\varepsilon,1,\dots,1).
Both are invertible.

Step 2: distances. Aε−Bε=diag⁡(−ε,0,…,0)A_\varepsilon-B_\varepsilon=\operatorname{diag}(-\varepsilon,0,\dots,0), whose operator norm is ε\varepsilon. And
Aε−1−Bε−1=diag⁡(1ε−12ε,0,…,0)=diag⁡(12ε,0,…,0),A_\varepsilon^{-1}-B_\varepsilon^{-1}=\operatorname{diag}\left(\tfrac1\varepsilon-\tfrac1{2\varepsilon},0,\dots,0\right)=\operatorname{diag}\left(\tfrac1{2\varepsilon},0,\dots,0\right),
with norm 12ε\frac1{2\varepsilon}.

Step 3: conclusion. As ε→0\varepsilon\to0, ∥Aε−Bε∥=ε→0\|A_\varepsilon-B_\varepsilon\|=\varepsilon\to0 while ∥Aε−1−Bε−1∥=12ε→∞\|A_\varepsilon^{-1}-B_\varepsilon^{-1}\|=\frac1{2\varepsilon}\to\infty. For η=1\eta=1 no δ>0\delta>0 works.

Numeric check. ε=10−2\varepsilon=10^{-2}: distance 0.010.01, inverse difference 5050. ε=10−4\varepsilon=10^{-4}: 10−410^{-4} and 50005000.

Remark.
- The ratio ∥A−1−B−1∥∥A−B∥=12ε2\frac{\|A^{-1}-B^{-1}\|}{\|A-B\|}=\frac1{2\varepsilon^2} matches the Lipschitz constant M2=ε−2M^2=\varepsilon^{-2} of Problem 72 (up to the factor 22).
- Inversion *is* uniformly continuous on each set {σmin⁡≥c}\{\sigma_{\min}\ge c\} with c>0c>0, e.g. on the compact group O(n)O(n) or on any bounded set at distance ≥c\ge c from the singular matrices.
- Compare with x↦1/xx\mapsto1/x on (0,1)(0,1) the case n=1n=1.