The Gershgorin circle theorem states that every eigenvalue of belongs to at least one of the closed Gershgorin discs
The eigenvalue may be complex even though the matrix is real. To prove the theorem, choose a nonzero complex eigenvector with and an index at which is maximal. Then , and the th row gives
The triangle inequality yields
Thus , proving the assertion without any symmetry assumption.
As appropriate for a genuine -step linear multistep method, take . Suppose the characteristic polynomial has a polynomial root with modulus . From and the triangle inequality,
Dividing by the positive number gives , a contradiction. Hence
The nonzero leading coefficient matters: if , the assumed inequality forces all the to vanish, so is the zero polynomial rather than a characteristic polynomial with roots. This degenerate case does not define the method in the question.
No. A necessary condition for consistency of a numerical method is reproduction of the constant solution of the ordinary differential equation . In a linear multistep method this gives
But the reverse triangle inequality gives, under the strict coefficient inequality,
Thus the necessary order conditions for a linear multistep method already fail at order zero, regardless of the values of the .
For a complex matrix , put
The Gershgorin circle theorem states that
To prove it, let with , and choose for which . The th coordinate of the eigenvalue equation gives
The triangle inequality, followed by division by , gives
Thus , proving the assertion for every eigenvalue.
The second theorem, Gershgorin eigenvalue counting, says that if a union of indexed Gershgorin discs is disjoint from the remaining Gershgorin discs, that union contains exactly eigenvalues, counted with algebraic multiplicity. In particular,
Discs that touch are not disjoint; overlapping Gershgorin discs cannot individually be assigned one eigenvalue each.
Work on a fixed finite interval . Write , , and use the paper's normalized local truncation error
Assume has bounded continuous derivatives through order three on this interval, with and . Assume also that the Jacobian matrix has operator norm at most on the segments joining to the endpoint averages. For a scalar equation this last hypothesis is simply there.
Two symmetric estimates separate the errors. By Taylor's theorem applied to about , the linear term integrates to zero on , giving
Likewise the two linear terms in the endpoint expansions cancel, and their second-order remainders give
The derivative bound on gives a Lipschitz condition in its second variable. Since , the triangle inequality now yields
The constant is independent of and as long as the steps remain in the fixed interval. This implicit midpoint consistency bound proves numerical consistency of order two. The corresponding unnormalized residual is ; the two powers conventionally called local truncation error differ because the paper divides by the step size. If local error instead means the error of an exactly solved numerical step started at , the small-step Lipschitz condition gives the bound as well.
Let be continuous in its first variable and uniformly Lipschitz continuous in its second variable, with constant . Retain the finite-interval smoothness assumptions and the bound from the preceding subpart. We first establish solvability of each implicit step. For a proposed starting state , the map
has Lipschitz constant . If , the contraction mapping theorem on the complete state space gives a unique next state .
To compute a useful Lipschitz constant for the method, introduce its increment function by
For two starting states ,
Rearranging gives the implicit midpoint Lipschitz estimate
Thus, for example, gives an increment Lipschitz constant at most , uniformly as .
For an explicit global error estimate, set . Subtract the numerical formula from the exact-value identity containing :
The Lipschitz condition and the triangle inequality imply
and therefore
Iterating this inequality is the elementary discrete Gronwall inequality argument. For , summing the geometric series and using gives
For , . If , this proves
With the exact initial value, , the global error is and tends uniformly to zero on every such finite interval. If , the recurrence instead gives , with the same conclusion. Starting values merely converging to the exact initial value also suffice for numerical convergence; second-order accuracy requires their errors to be . The result concerns exact implicit solves and convergence on fixed finite intervals, not uniform accuracy over an unbounded time interval.
Let . Interpret the diagonal of as nonnegative computed singular values and sort them consistently. If signed diagonal entries are used instead, take their absolute values and absorb signs into the orthonormal columns. Because the two outer factors have the stated orthonormality, these sorted numbers are exactly .
For completeness, the singular value perturbation bound follows from the Eckart-Young-Mirsky theorem. If is the truncated singular value decomposition of a matrix , the triangle inequality gives
Exchange and to get . Applying this to and the given backward error proves
Thus backward stability of the singular value decomposition gives an absolute forward error bound for every singular value, even a very small one.
Put . Subtracting the numerical update from the exact update with its local truncation error gives
The Lipschitz condition in the solution variable and the triangle inequality imply
The assumed positive denominator permits division. With and , repeated substitution of this Lipschitz one-step error bound yields
Here because , so the displayed geometric series quotient is well defined. For implicit steps, the same condition makes the scalar update map a contraction mapping, ensuring a unique numerical next value.
Choose the bounded, nonnegative nondecreasing function from part (d), and define
The function is convex and nondecreasing. For , the triangle inequality, monotonicity, and convexity give
Hence is a convex function. By the gradient of a radial function formula and the fundamental theorem of calculus,
for whenever . A monotone function has at most countably many discontinuities, so part (d) makes the exceptional radii -null. The origin is also -null. Define ; thus -almost everywhere.
For every in the orthogonal group, , including at zero. Consequently is invariant under the orthogonal group. Moreover away from the null origin, and composition of pushforward measures gives
Part (c) therefore gives . The Knott–Smith optimality criterion makes a transport map given by a convex function's gradient optimal for the quadratic transport cost. Uniqueness from Brenier's theorem yields
Since directions agree, this also identifies the optimal value:
Put and . The marginal distributions of the optimal transport plan give and . Also
so has a finite second absolute moment. For , the pushforward measure is a coupling of . Therefore
Apply the triangle inequality for the second Wasserstein distance along :
All inequalities are equalities, including when . Thus this displacement interpolation is a constant speed metric geodesic:
A metric space is a set with a function satisfying , symmetry and the triangle inequality. A subset is open if every has some open open ball contained in .
For finitely many open sets and in their intersection, choose radii with . The positive minimum radius gives a ball contained in the intersection. Thus every finite intersection is open; the empty intersection is , also open.
For distinct points put . The balls and are disjoint: a common point would make by the triangle inequality. This proves the Hausdorff condition.
A singleton is closed because each has a ball of radius avoiding it, making its complement open. Finite unions of closed sets are closed, as their complements are finite intersections of open sets. Hence every finite subset is closed, including the empty subset.
A complete metric space is a metric space in which every Cauchy sequence converges to a point of that space.
If , choose so that for all . The triangle inequality gives , proving the Cauchy sequence property.
Now let be complete in the induced metric. If , choose with . The sequence converges to in , so is a Cauchy sequence. Completeness of supplies a limit . Uniqueness of limits in a metric space gives , hence . Therefore a complete metric subspace is closed.
Completeness does not imply sequential compactness. In the complete space , the sequence has no convergent subsequence: a subsequence has strictly increasing indices , so and is unbounded, whereas every convergent real sequence is bounded.
The distance to a set is finite and nonnegative because is nonempty. For and every , the triangle inequality gives
Taking the infimum over yields . Interchanging and gives the opposite inequality. Together these imply
Thus the distance to a set is -Lipschitz continuous. No closedness, compactness or attainment of the infimum was used.
A sufficient regular-level condition is at every point with . The implicit function theorem then makes the zero level a two-dimensional continuously differentiable submanifold. Its tangent space is
For a minimizing pair and any tangent vector , take a differentiable surface curve with , . The function has a minimum at zero, so its derivative vanishes. Varying the other point similarly proves orthogonality to .
For the particular surfaces, minimize the distance from the origin to the second surface first. Put , , so and . Then
Let . Since , this is at least , with equality when one of is zero. For , this quadratic has its minimum at , with value 5. For , it decreases up to zero and has minimum9 on that half-line. The global minimum is therefore5, attained at
All points of this surface lie outside the unit sphere. For any such , the distance to the sphere is , attained at by the triangle inequality. Consequently
This is a global minimization, not merely a stationary-point calculation.
Figure 1.
Nearest points on the two surfaces in the section
. Details.
Nonnegativity and symmetry follow from , and with would force both and , a contradiction. For the triangle inequality, when the intermediate point is different from both endpoints,
If equals an endpoint the inequality is immediate, and if its left target is zero. These cover every case, so is a metric.
In an arbitrary topological space, compact need not imply closed. In a two-point indiscrete space, a singleton is compact but not closed. Closed need not imply compact either: is closed in itself but the cover has no finite subcover. One general theorem that does hold is that a closed subset of a compact space is compact: adjoin to any relative open cover of , take a finite cover of , and discard that additional set.
In a Hausdorff space, every compact subset is closed. For , separate from each by disjoint open sets about and about . Finitely many cover ; the intersection of their corresponding is a neighborhood of disjoint from . Thus the complement of is open. The converse still fails, as the real-line example shows.
In every metric space, compact subsets are bounded. Cover a nonempty by unit balls centered on and take a finite subcover; the triangle inequality bounds all points relative to any one of the finitely many centers. The converse fails even for closed bounded subsets of general metric spaces. An infinite set with discrete metric for distinct points is closed and bounded in itself, but its cover by singleton balls has no finite subcover. Thus compact implies closed and bounded in a metric space, while closed and bounded need not imply compact.
Yes. A Cauchy sequence in the supremum norm converges in the given complete space to a bounded function . Supremum-norm convergence is uniform convergence. The uniform limit of continuous functions is continuous: for a point and tolerance , choose a continuous within of uniformly, then use its continuity at and the triangle inequality. Hence . Thus is a closed, complete subspace of .
Because , we have ; similarly . Apply the one-variable mean value theorem on the horizontal and vertical segments joining to to . The triangle inequality gives
Thus the function is globally one-Lipschitz for the metric on the plane.
Use normalized Haar measure . A homogeneous Banach space on the circle is a Banach subspace with , such that translations preserve , satisfy , and obey as .
For continuous , the map is continuous with values in the complete space . Define its Banach-valued Riemann integral, equivalently its Bochner integral, by
The triangle inequality for Riemann sums and passage to their norm limit give the canonical estimate
The continuous inclusion into carries the same Riemann sums to the ordinary convolution, so this definition agrees almost everywhere with . Density of continuous functions in , completeness of , and the estimate extend the operation uniquely to all . The ordinary convolution estimate identifies that extension with the same integral formula.
Let denote the upper limit of the displayed mean oscillation as . For a continuous integrable approximation , continuity gives . With , the triangle inequality yields
Therefore the maximal inequality and Chebyshev's inequality give
Density makes the right side arbitrarily small. For each positive rational the exceptional set is null, proving almost everywhere, the Lebesgue differentiation theorem. Values where the chosen representative is not finite already form a null set.
For the fundamental theorem define , with oriented integration for . This function is absolutely continuous: for disjoint intervals the sum of is at most the integral of over their union, which is small when its measure is small by absolute continuity of the integral. At a Lebesgue point of , for ,
Thus almost everywhere and . Differentiability at every point is not claimed for an arbitrary integrable function.