Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Would you give me a proof of the equivalence of these ones? $$\begin{align*} \lVert A\rVert_{\mathrm{op}} &= \inf\{ c\;\colon\; \lVert Av\rVert\leq c\lVert v\rVert \text{ for all }v\in V\}\\ &=\sup\{ \lVert Av\rVert\;\colon\; v\in V\text{ with }\lvert v\rVert\leq 1\}\\ &=\sup\{\lVert Av\rVert\;\colon\; v\in V\text{ with }\lVert v\rVert = 1 \}\\ &=\sup\left\{ \frac{\lVert Av\rVert}{\lVert v\rVert}\;\colon\; v\in V\text{ with }v\neq 0\right\}. \end{align*}$$

Ref.: http://en.wikipedia.org/wiki/Operator_norm

share|improve this question
9  
I think you should prove the equivalences yourself. It is not hard, using the basic properties of the vector norm. And you will learn something in the process. –  Harald Hanche-Olsen Jul 15 '12 at 19:55
    
Now, let's see how long our "helpful" users can restrain themselves... –  GEdgar Jul 15 '12 at 19:57

2 Answers 2

up vote 8 down vote accepted

Let $$\begin{align*} I &= \inf\{ c\;\colon\; \lVert Av\rVert\leq c\lVert v\rVert \text{ for all }v\in V\}\\ S_1&=\sup\{ \lVert Av\rVert\;\colon\; v\in V\text{ with }\lvert v\rVert\leq 1\}\\ S_2&=\sup\{\lVert Av\rVert\;\colon\; v\in V\text{ with }\lVert v\rVert = 1 \}\\ S_3&=\sup\left\{ \frac{\lVert Av\rVert}{\lVert v\rVert}\;\colon\; v\in V\text{ with }v\neq 0\right\}. \end{align*}$$ Notice that $S_2 \le S_1$ and as $\|Av\| /\|v\| = \| A(v / \|v\|)\|$ we have $S_3 \le S_2$. Now if $\|v\|\le 1$ we have $\|Av\| \le \|Av\| /\|v\|$. Then $S_1 \le S_3$ and $$ S_1=S_2=S_3.$$ Now note that $$ \|Av\| \le S_3 \|v\| \quad \forall v \in V.$$ Then $I \le S_3$ and by definition of $\sup$ we have $$ I \ge \|Av_n\| /\|v_n\| \ge S_3 - 1/n \quad \forall n.$$ Then $S_3 = I$.

share|improve this answer
    
@JonasMeyer: I'll delete mine and come back to this later, then. –  Arturo Magidin Jul 16 '12 at 4:08

I'll give you part of one to give you an idea of the flavor, but you should really do them yourself.

Let $w\neq 0$. Then $\frac{1}{\lVert w\rVert}$ makes sense. Now notice that $$A\left(\frac{1}{\lVert w\rVert}w\right) = \frac{1}{\lVert w\rVert}A(w).$$ Therefore, $$\left\lVert A\left(\frac{w}{\lVert w\rVert}\right)\right\rVert = \frac{\lVert Aw\rVert}{\lVert w\rVert}.$$ But $\frac{w}{\lVert w\rVert}$ is a vector of norm $1$, so...

share|improve this answer
    
@Jonas: Yes, it should be "$\frac{1}{\lVert w\rVert}$ makes sense." Thanks. –  Arturo Magidin Jul 15 '12 at 20:09

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.