The Inverse Function Theorem

Yichuan Wang
October 6, 2013
Introduction
We set out to prove the following theorem:
Theorem (Inverse Function Theorem) Let, A R be an open. Let
f Cr ( A, Rn ). Then for any a A, an open neighborhood U of
a such that f U is a Cr diffeomorphism.
This proof proceeds in several acts.

Contents
Introduction
Reduction

1
1

Lipschitz Magic

Finding the Contraction

Showing the Inverse is Continuous

Showing that the Inverse is Cr

4
5

Reduction
The first step is to convert the analysis of an arbitrary f with these
properties to a specific g ( x ) located around the origin. Therefore we
define
g := D f a1 T f (a) f Ta
By assumption, D f a1 exists and is clearly invertible. Since g is the
composition of various invertible functions, once it is shown to be
invertible, then we will have an inverse for f . So instead of showing
that f is a Cr -diffeomorphism around a, it is instead sufficient to
show that g is a Cr diffeomorphism around 0.
We were asked to confirm two things about this map.
1. g (0) = 0
Proof:
D f a1 T f (a) f Ta (0)

D f a1 T f (a) f ( a)

D f a1 (0)

= 0

the inverse function theorem

2. Dg (0) = Id
Proof: We expand the form of the multivariable chain rule



Dg (0) = D D f a1 T f (a) f Ta Id D f ( Ta (0)) Id


= D D f a1 D f a

D f a1 D f a (Recall that the total derivative of a linear map is the map itself)

Id

Lipschitz Magic
Since the goal is to use the contraction mapping theorem, we will
have to spend some time making sure things are Lipschitz and are
truely contractions. To do so, we define a helper function
h := g Id
Observe that Dh (0) = 0[1] .
It is very important that the total derivative of h at 0 is 0. Since h is
r
C , then Dh is at least continuous. As a result, for any e > 0, > 0
such that x U (0; ), k Dh ( x )k < e. We now evoke the Mean
Value Theorem-like result from Homework 4. Since the ball U (0; ) is
convex, then for any points a, b U (0; ), kh ( a) h (b)k e k a bk.
From this helper function format, we can find upper and lower
Lipschitz bounds for g. Fix a, b U (0; ). For an upper bound,
observe that

k g ( a) g (b)k = kh ( a) h (b) a + bk
kh ( a) h (b)k + k a bk
= (1 + e ) k a b k
For a lower bound, we use a reverse triangle inequality and find
that

k g ( a) g (b)k = kh ( a) h (b) a + bk
k a bk kh ( a) h (b)k
k a bk e k a bk
(1 e ) k a b k
At this point, we should take a breath. These bounds give us a few
results on g:
1. g is injective on U (0; ) - for any two different points a, b
U (0; e), k g ( a) g (b)k (1 e) k a bk > 0, hence they
get mapped to two different points. This is important because it
makes it possible to define a local inverse.

[1]

We can take the derivative at 0 and

get:
Dh (0)

Dg (0) Id

Id Id

Because the total derivative of a linear

function is again just the linear function
itself.

the inverse function theorem

In particular, if we define such an inverse, the inverse is also

Lipschitz. If we replace a, b with g1 ( a) and g1 (b), then the


same inequality would give us that g1 ( a) g1 (b)
1
1 e k a b k .
2. g (U (0; )) U (0; (1 + e) )[2]

[2]

3. kh ( a)k e k ak, a U (0; ) follows from (2)

Now that we have an upper bound on how large g (U (0; )) can get,
now we need something that can tell us how small g (U (0; )) can
get. Its important because we need that g (0) is in the interior of
g (U (0; )). This is important because if it only contains the point
g (0), then you cant really define an inverse function on an open
neighborhood around g (0). This is where the contraction mapping
theorem comes into play.

Proof: Note that this is a direct result

of the Lipschitz result. But for
completeness sake, fix a point
a U (0; ). Then k g (a)k =
k g (a) g (0)k (1 + e) ka 0k <
(1 + e) .

Finding the Contraction

As mentioned above, the important part here is that we need to show
that there is some neighborhood around 0 so that the neighborhood
is inside the image. This is important because this guarantees that
there will be a neighborhood around 0 to which we can restrict g,
and from which we can define the inverse g1 .

Some Notes
The whole idea of a contraction is to find some complete space on
which a function is defined that takes the space to itself. For example,
we already know that
h : U (0; )
x

U (0; )
7 h ( x )

Is a map that takes a set to itself. This is simply because kh ( x )k =

h
k ( x ) h (0)k e k x k < . However, U (0; ) is open and therefore
not complete. Hence we cant use the contraction mapping theorem.
We also know that h (0) = 0, and hence 0 is a fixed point. But thats
not very interesting.


However, if we just shrink the ball to some U 0; , for < by a
little bit, and if we can show that some contraction mapping defined
is defined on that closed ball, then were in business.

Back on the Road

Claim: For any 0 < < , y U 0; (1 e) [3] , unique x


U 0; such that g ( x ) = y

[3]

This bound for y is chosen to satisfy

the inequality below. If this were a
formal exercise, the challenge could be


to find a > 0 such that if x U 0; ,
g ( x ) U (0; ). However, Barett
skipped that and just gave us that the

bound was (1 e) .

the inverse function theorem

Proof: Fix (0, ). Fix y U 0; (1 e) . For such a y, we
define a new function y : x 7 y h ( x ) [4] . Do note that


x U (0; ), Dy ( x ) = k D (y h ( x ))k = k Dhk e. As a


result, for any x U 0; ,

[4]

The motivation for this is to convert

the question of g ( x ) = y into a fixed
point problem. If you look lower down
in the proof, you see why y ( x ) having
a fixed point x0 means that g ( x0 ) = y.

y ( x ) = ky h ( x )k kyk + kh ( x )k (1 e) + e =




Hence, y is a map from U 0; to itself. Since Dy < e,
then by the MVT like result from HW4, we have that y is Lipschitz with constant e < 1. Hence it is a contraction mapping on U (0; ). Therefore there exists x0 U (0; ) such that
y ( x0 ) = x0 . But this means that
y ( x0 )

= y h ( x0 ) = y ( g ( x0 ) x0 ) = x0

= g ( x0 ) = y
The contraction mapping theorem also gives us that such an
x0 is unique.
Do observe that in the above proof, both x0 and y are in the closed


ball U 0; . So now we can go through some boring technical
steps[5] , as we can now show things work for the open ball U (0; (1 e) ).
Claim: y U (0; (1 e) )[6] , unique x U (0; ) such that
g ( x ) = y.
Proof: Fix y U (0; (1 e) ). Then since y is in the interior of
the ball, > 0 such that U (y; ) U (0; (1 e) ). Hence


we can set = kyk + < , and then y U 0; (1 e) .


By the previous claim, there is a unique x U 0; such that
g ( x ) = y. But since < , then x U (0; ).
This gives us two things:
1. g (0) = 0 Int ( g (U (0; (1 e) ))), as there is a neighborhood
around 0 that on which g1 is defined.
2. g1 (y) = x0 makes sense. I.e. we can associate each value in the
image with a unique value in the pre-image.

Showing the Inverse is Continuous

So far, we have shown that the map has a domain on which the inverse is well defined. We now show that the inverse is continuous.
First, we take care of some definitional work.
Definition: f is an open map provided that O open in the source,
f (O) is open in the target

[5]

Although this step may seem arcane,

its just the idea that if you can define a
contraction mapping on a set of closed
balls, then you can get a contraction
mapping on the (infinite) union of said
balls, which in this case is an open ball.
This is a more general technique that
can be used to prove completeness
issues on an open ball.
[6]

Note that we are talking about , not

the inverse function theorem

Corollary: f cts, open, bijective f is a homomorphism

Proof: This is just a definitional proof. For f to be a homomorphism, it must be continuous with a continuous inverse. So
because f is bijective, it has an inverse. To show that f open
f 1 continuous, fix O open in the domain of f . Then con
1
sider f 1
(O) = f (O), which is open since f is open. This
can go in the other direction as well.
Corollary: f injective, open, continuous f : A0 f ( A0 ) is a
homomorphism (follows directly)
Theorem: Given A0 Rn open, a A0 , det D f ( a) 6= 0, and f
Cr ( A0 , Rn ) = f is an open map on A0
Proof: It suffices to show that f ( A0 ) is open. Then to get any set
open in A0 , you can just consider the open set from the ambient
space that defines that open (in A0 ) subset. Therefore, we must
show that a A0 , f ( a) Int ( f ( A0 )).
Define g = D f ( a)1 T f (a) f Ta . This g satisfies all the properties from the Lipschitz magic process. Then 0 Int (im ( g)).
Hence
0 Int (im ( D f ( a) g))
 

 

= f ( a) Int im T f (a) D f ( a) g = Int im T f (a) D f ( a) g Ta
This shows that f ( a) Int ( f ( A0 )).

Showing that the Inverse is Cr

We should catch our breath. Recall the entire setting and a few conclusions. So for r 1.
1. f Cr ( A, Rn ), A Rn open, D f ( a) invertible = f injective,
bi-Lipschitz on a neighborhood of a
2. f Cr ( A, Rn ), det D f 6= 0 on A0 , f injective on A0 = f ( A0 ) is
open, f : A0 f ( A0 ) is a homomorphism.
And our goal is to show that f is a Cr -diffeomorphism on a neighborhood of a, so it suffices to show that f 1 : f ( A0 ) A0 is Cr .
Proof:
Step 1 Show f 1 is differentiable at f ( a) := b.

the inverse function theorem

Define g := f 1 , a := g (b), M := D f ( a). We want to show that

g ( b + k ) g ( b ) M 1 k
0
kkk
As k 0.
Define g (b + k) g (b) = h[7] , so the fraction becomes


1 k Mh
M
k
We can expand this into


f ( a + h) f ( a) Mh khk
1
M
khk
kkk
|
{z
} |{z}
(b)

{z

( a)

(c)

Since f is differentiable with derivative M, the limit (b) goes to

zero. Since M1 is a continuous linear map, that means that ( a)
will go to zero. Then because f is Bi-Lipschitz, then g is lipshitz.
So khk = k g (b + k ) g (b)k < (1 + e) kkk. Hence (c) is bounded.
As a result, as k 0, the entire limit goes to zero.
Step 2 Show that f 1 is Cr .
Recall that the Chain rule indicates Dg ( f ( a)) = D f ( a)1 . Now
we induct on r. Consider the following diagram
f ( A0 )

/ A0

Df

/ GLn (R)

invert /

GLn (R)
6

Dg

g is C1 by the base case. D f is Cr1 by definition. Matrix inversion is just a rational function with a non-zero denominator, and
is therefore C . Then we can just go up the chain and have that
Dg is Cr1 = g = f 1 is Cr .

[7]

For some scratch work, observe that

g (b + k)

f ( a) + k

g (b) + h

a+h

b+k

f ( g (b + k))

f ( a + h)