Determinant nonvanishing implies local invertibility lemma

Invertibility is stable under small perturbations, with a quantitative bound on the inverse
Determinant nonvanishing implies local invertibility lemma

Let A:RnRnA:\mathbb{R}^n\to\mathbb{R}^n be a . Saying detA0\det A\neq 0 is equivalent to saying AA is invertible.

Stability of invertibility (Neumann series lemma): If AA is invertible and BB is another linear map such that A1(BA)<1, \|A^{-1}(B-A)\|<1, then BB is invertible and B1=k=0(A1(BA))kA1. B^{-1}=\sum_{k=0}^\infty \bigl(-A^{-1}(B-A)\bigr)^k\,A^{-1}. Moreover, B1A11A1(BA). \|B^{-1}\|\le \frac{\|A^{-1}\|}{1-\|A^{-1}(B-A)\|}. In particular, if BA12A1\|B-A\|\le \frac{1}{2\|A^{-1}\|} then BB is invertible and B12A1\|B^{-1}\|\le 2\|A^{-1}\|.

This lemma is a key linear-algebraic ingredient in the : once Df(a)Df(a) is invertible, Df(x)Df(x) remains invertible for all xx sufficiently close to aa (because DfDf is ).

Proof sketch: Write B=A(I+E)whereE=A1(BA). B=A\bigl(I+E\bigr)\quad\text{where}\quad E=A^{-1}(B-A). If E<1\|E\|<1, then (I+E)1=k=0(E)k(I+E)^{-1}=\sum_{k=0}^\infty (-E)^k in , so B1=(I+E)1A1B^{-1}=(I+E)^{-1}A^{-1}. The norm bound follows from the estimate.