Extension procedures for lattice Lipschitz operators on Euclidean spaces

We present a new class of Lipschitz operators on Euclidean lattices that we call lattice Lipschitz maps, and we prove that the associated McShane and Whitney formulas provide the same extension result that holds for the real valued case. Essentially, these maps satisfy a (vector-valued) Lipschitz inequality involving the order of the lattice, with the peculiarity that the usual Lipschitz constant becomes a positive real function. Our main result shows that, in the case of Euclidean space, being lattice Lipschitz is equivalent to having a diagonal representation, in which the coordinate coefficients are real-valued Lipschitz functions. We also show that in the linear case the extension of a diagonalizable operator from the values in their eigenvectors coincide with the operator obtained both from the McShane and the Whitney formulae. Our work on such extension/representation formulas is intended to follow current research on the design of machine learning algorithms based on the extension of Lipschitz functions.