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Lipschitz-Type Bound from Derivative
If:
$$|f'(x)|\leq M$$
throughout an interval, then for any $$x_1,x_2$$ in that interval:
$$|f(x_2)-f(x_1)|\leq M|x_2-x_1|$$
Usage
- Used to bound how rapidly a function can change.
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Lipschitz-Type Bound from Derivative
If:
$$|f'(x)|\leq M$$
throughout an interval, then for any $$x_1,x_2$$ in that interval:
$$|f(x_2)-f(x_1)|\leq M|x_2-x_1|$$
Usage
- Used to bound how rapidly a function can change.
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