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Let $D=[0,1]^n$, and $f:D \rightarrow D$ a $C^1$ map.

What is the condtion for the Jacobian of $f$ to be a Contraction map, i.e

$$\exists\, 1>r>0\,, ||f(x)-f(y)||\leq r||x-y||, \, \text{For all } \, x,y\in D$$

BrianTag
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2 Answers2

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A sufficient condition is that the norm of the Jacobian is bounded by $r$ on $D$. This is an immediate consequence of the Mean value theorem in several variables.

Obviously, you need to consider the matrix norm induced by your $\Vert \cdot \Vert$ norm to apply the Mean value theorem quoted above.

The converse is also true as if $\Vert J_f(x_0)\Vert > r$ at $x_0 \in D$, you'll be able to find a point $x$ "close to" $x_0$ such that $$\Vert f(x) - f(x_0) \Vert > r \Vert x - x_0 \vert$$

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Mixing mathcounterexamples.net 's answer and this method to compute an operator norm, one gets following criterion :

If the square root of all eigenvalues of $J_f(x)^T J_f(x)$ is bounded by $r$, then $f$ is $r$-Lipschitz.

Olivier Roche
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