- #1

- 7

- 0

## Main Question or Discussion Point

When doing some self-study in probability, I have seen a number of authors state, without proof or justification, that the inverse of a matrix is continuous. For instance, a passage in a popular econometrics text (White (2001)) reads: "The matrix inverse function is continuous at every point that represents a nonsingular matrix" (p16). After poring through a number of references on linear algebra, I have yet to find even a definition of what it means for a function on a matrix to be continuous, yet alone how I would go about showing that the inverse satisfies these properties. I subsequently have two questions:

(1) What does it mean for a function accepting a matrix as an argument to be continuous?

(2) Do you know of any references in which I could learn more about such functions?

Any help is greatly appreciated

(1) What does it mean for a function accepting a matrix as an argument to be continuous?

(2) Do you know of any references in which I could learn more about such functions?

Any help is greatly appreciated