Jordan decomposition of a function of bounded variation Created 2026-09-24 Updated 2026-10-18
Every real function on has bounded variation if and only if it is a difference of two nondecreasing functions. For a normalized version, let and . Its accumulated positive and negative variations are
Both are nondecreasing functions, , and
This is the Jordan decomposition of a function of bounded variation.[ref] Equivalently one may write with and ; those functions need not vanish at .
For the piecewise linear function in partition example of total variation, the successive values of are , while those of are . At , the total rise is and the total fall is : their difference gives the net change , and their sum gives the total variation . A declining segment increases while stays constant; an ascending segment does the opposite.
For a short proof outline, total variation is additive over adjacent intervals, because any two partitions of an interval have a common partition refinement. Thus for . Substituting this inequality into the formulas for and shows their increments are nonnegative. Conversely, if for two nondecreasing functions, the triangle inequality bounds each partition sum by . This proves finite total variation without restricting the number of changes of direction.
Total variation of a function Created 2026-09-24 Updated 2026-10-18
The total variation of a function measures its accumulated rises and falls, rather than just its change between the endpoints. For each partition of an interval , add the absolute values of its sampled increments. Then take the supremum over all such partitions of an interval:
The function has bounded variation when . This definition uses its value at every point of the interval, including both endpoints.[ref]
For a nondecreasing function, all increments are nonnegative and the sum telescopes to . More generally, the triangle inequality gives . Equality can fail dramatically when the function changes direction: an object can travel a long distance and finish near its starting position. Here we measure movement of the function's value; arc length of its function graph also includes horizontal movement.