This is total nonsense. The point of Lipschitz continuity is that it is more than continuity and less then differentiability. If you assert that it is differentiable the concept looses all meaning. It is specifically interesting because you do not have to assert differentiability.
This is taken directly from the paper's introduction, which admittedly uses the more specific terminology of "1-Lipschitz signed distance bounds".
The paper cites the original Hart '96 paper on sphere tracing; quoth Hart, "a function is Lipschitz if and only if the magnitude of its derivative remains bounded".
https://graphics.stanford.edu/courses/cs348b-20-spring-conte...
I wonder if there's a terminology schism here between computer graphics and numerical analysis folks.
The first group just pretends every function has a derivative (even when it clearly does not), the other doesn't.
The linked Wikipedia article gets it exactly right, I do not know why you would link to something which straight up says your definition is incorrect.
There is no point in talking about Lipschitz continuity when assuming that there is a derivative, you assume that it is Lipschitz because it is a weaker assumption. The key reason Lipschitz continuity is interesting because it allows you to talk about functions without a derivative, almost like they have one. It is the actual thing which makes any of this work.
I'd say this is a little pedantic, save for the fact that your function of interest (an SDF) isn't a differentiable function! It has big, crucially important subset of points (the caustic sets) where it fails to be differentiable.
They absolutely are, even in the article. E.g. the max function or the 1-norm are non-differentiable, but continuous.
There is literally no point in talking about Lipschitz continuity for differentiable functions, because it is equivalent to the derivative being bounded.
I still think there's a point in talking about Lipschitz continuity for differentiable functions because the algorithms they're talking about depend on the Lipschitz property, not the differentiability.
That is why the definition should not contain the differentiability condition. It is violated by the examples and irrelevant.
My point is that the Lipschitz property, as defined e.g. in the Wikipedia article, is the important part. Also assuming differentiability is unhelpful, because it misses the point and is even violated by the rest of the article.
It is also talking about functions which do not have a derivative at all and therefore could not possibly have that property. The point of Lipschitz functions is that they need not have a derivative.
>So it's not the same thing as the Lipschitz property in analysis, although I guess it's inspired by it--but as a result it's concrete and useful for algorithms.
That is just some arbitrary scaling. Only relevant to have the math look nicer. E.g. if f is Lipschitz for L=10, then f/10 is Lipschitz for L=1.
Functions that do not have a derivative at all can certainly have that property. Perhaps you were confused by the notation "dx", suggesting a differential, for the displacement, rather than the conventional Δx, but the sentence makes no sense if we try to read it as a statement about differentials. Possibly your correspondent is not a Greek Keyboard Achiever. Moreover, the functions they are discussing, while indeed not differentiable, are continuous and differentiable almost everywhere, so you can also prove Lipschitz continuity if you can prove a bound on their gradients at the points where they do exist.
> That is just some arbitrary scaling. Only relevant to have the math look nicer. E.g. if f is Lipschitz for L=10, then f/10 is Lipschitz for L=1.
It's a relevant difference if you don't know the Lipschitz constant L or a bound on it, because then you don't know what to divide by.
The Lipschitz property is not a property of functions with a derivative. I really do dislike this kind of drive by commenting, where you ignore an entire conversation and pretend someone does not understand what a gradient is.
You're also contradicting your previous comment at https://news.ycombinator.com/item?id=44145078.
I was trying very hard to ascribe some sort of sensible interpretation to your comments, but due to your aggression, now I regret having done so.
The arbitrary scaling is not arbitrary if the whole algorithm is defined around K=1. The Lipschitz property in analysis is "bounded by any K". The algorithm is specifically using "bounded by K=1".
Also: for the purpose of numerical methods, it does not matter if a function "has a derivative" in a classical sense or not. Certainly distributions, step functions, etc are fine. Numerical methods cannot, after all, tell if a function is discontinuous or not. The article is using some known closed-form functions as examples, but it is trying to illustrate the general case, which is not going to be a closed form but just an arbitrary SDF that you constructed from somewhere---which it will be very useful to enforce the K=1 Lipschitz condition on.
>which it is then trying to force to have that property via a hack of sorts (f/|del f| apparently)
The functions he talks about do not have a derivative. So that hack is nonsensical.
If you don't believe me open a real analysis textbook.
I bet you think delta functions aren't real either, lol.
How is Lipschitz less than differentiability? e^x is differentiable everywhere but not Lipschitz continuous everywhere, right?
You should compare the local properties.
But now that we've moved the goalposts to local: what about f(x) = x^(3/2) sin(1/x), f(0) = 0? It's differentiable yet not locally Lipschitz-continuous on (0, 1]. (Taken straight from Wikipedia)
I was speaking in very general terms about the subject, I was not making mathematically correct statements. Your are completely correct about the counter example.
You actually need some stronger assumptions, namely that f is C^1, meaning it has a continous derivative. In that case any function f defined on a compact set K has a continuous derivative f' which assumes its maximum on K, giving Lipschitz continuity. Every function in C^1 on K is Lipschitz, yet not every Lipschitz function is C^1 or even differentiable.
To be more specific and to give the reason Lipschitz functions are important, look at the following statement from Wikipedia. "A Lipschitz function g : R → R is absolutely continuous and therefore is differentiable almost everywhere, that is, differentiable at every point outside a set of Lebesgue measure zero."
Given this I hope that you can understand what I said about Lipschitz functions being a weaker version of differentiabilty.
Citation please.
Yes Lipschitz functions need not be differentiable but when they are that bound holds and is very useful. Using that bound is bread and butter in convex analysis of differentiable convex functions.
Curb the snark.
The article links to the Wikipedia page, which gets it right.
"An everywhere differentiable function g : R → R is Lipschitz continuous (with K = sup |g′(x)|) if and only if it has a bounded first derivative"
Lipschitz continuity for differentiable functions is just having a bounded derivative. The Lipschitz property suddenly becomes uninteresting as it just falls out of the assumptions, the interesting fact which allows you to use non-differentiable functions is that not assuming differentiability, but assuming Lipschitz continuity, is enough.
>Using that bound is bread and butter in convex analysis of differentiable convex functions.
It also is the bread and butter in Analysis of PDEs, but it is the bread and butter because Lipschitz continuity is a weaker property than differentiability. In the context of the article you want to talk about non-differnetiable functions, e.g. max, which you couldn't if you assumed differentiability.
The reason this is important because choosing Lipschitz over differentiable is what makes all this work.
It gives the special property that the derivative is bounded, a property that's not true for arbitrary differentiable functions.
I think the author meant that the rate of change is bounded [without the function needing to be differentiable] but used the term "gradient" anyways. I guess you shouldn't use the term "rate of change" either? I guess
The Lipschitz property means the function's output doesn't change faster than linearly with input
Lipschitz continuity means the differential quotient is globally bounded (where it exists). Differentiability, by definition, means the differential quotient converges at every point.
These are somewhat related, but different things.