A Lipschitz function is a function such that
for all
and
,
where
is a constant independent of
and
. For example, any function with a bounded first derivative
must be Lipschitz.
A Lipschitz function is a function such that
for all
and
,
where
is a constant independent of
and
. For example, any function with a bounded first derivative
must be Lipschitz.
Portions of this entry contributed by Todd Rowland
Weisstein, Eric W., with contributions by Todd Rowland. "Lipschitz Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LipschitzFunction.html