Let $f \colon GL_{n}(\mathbb{R})\to GL_{n}(\mathbb{R})$ be a function which maps $A\mapsto A^{-1}$. Prove that $f$ is continuous.
$GL_{n}(\mathbb{R})=\det^{-1}(\mathbb{R}\setminus\{0\})$ is the set of invertible matrix of order $n\times n$ with real coefficients.
Should I do $A^{-1}=\dfrac{\operatorname{adj}(A)}{\det(A)}$ and use it like a rational polynomial?
Are there a overkill way to prove this? Any hint?
- Thanks MSE!
I guess we can show that the map from GL$_n\mathbb{R} \to M_n(\mathbb{R})$ given by $A \mapsto A^{-1}$ is continuous with respect to the operator norm $||\cdot ||$. To prove this, fix some $A \in GL_n(\mathbb{R})$. Whenever $||B-A||$ is small enough, $||B^{-1}||$ is bounded away from infinity (see below), and then just notice that $$||A^{-1}-B^{-1}||= ||B^{-1}(B-A)A^{-1}|| \leq ||B^{-1}|| \cdot ||B-A|| \cdot ||A^{-1}|| \leq \alpha \cdot ||B-A|| $$ where $\alpha$ is a constant which depends on the maximum of $||B^{-1}||$ on the prescribed neighborhood of $A$.
If you want explicit bounds on $||B^{-1}||$, one can use the formula $B^{-1} = A^{-1} \sum_0^{\infty} (A-B)^nA^{-n}$ (which is true when $||B-A||< \frac{1}{||A^{-1}||}$) in order to show that $||B^{-1}|| \leq \frac{||A^{-1}||}{1-||B-A||\cdot||A^{-1}||}$, so that $||B^{-1}|| \leq 2||A^{-1}||$ whenever $||B-A|| < \frac{1}{2||A^{-1}||}$.
This proof is overkill. In fact it works in any Banach space, not just finite-dimesional ones.