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I'd like to show that the following are norms:

  1. $A \in \mathbb{R}^{n\times n}$ is invertible, so $\|{\cdot}\|\colon\mathbb{R}^n\to\mathbb{R}$ is thus defined: $\forall x \in\mathbb{R}^n$, $\|x\|_{A^2}=\|Ax\|$

  2. The induced norm: $\displaystyle\|A\|=\sup_{x \in\mathbb{R}^n}\frac{\|Ax\|}{\|x\|}$

NB I am aware of the three requirements for a norm, but I am finding it somewhat challenging to show they are fulfilled in the above cases.

I'd appreciate some assistance.

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  • $\begingroup$ The 2nd case is just directly applying the same property of vector norm and use the fact that matrix multiplication is linear. The 1st case, I have no clues what you're trying to say sorry, I think you need to edit it. What does this means: "$||x||\_A^{2}=||Ax||$"? $\endgroup$
    – Gina
    Jan 4, 2014 at 8:55
  • $\begingroup$ 2nd case: I wish to prove that it's a norm, ergo how may I make use in my proof of the vector norm property you're referring to? 1st case: A$^2$ is intended to be the index of ||x||. $\endgroup$
    – Grtv
    Jan 4, 2014 at 9:06
  • $\begingroup$ Remember the vector norm have 3 properties just like matrix norm. So to prove $||A||=0$ if and only if $A=0$, you refer to the fact that $Ax=0$ for all $x$ if and only if $A=0$, and the fact that $||Ax||=0$ if and only if $Ax=0$ which is a property of vector norm analogous to matrix. Similarly for the other 2 property. Now you should edit case #1, because it does not seems to define any norm there (shouldn't there be a $||A||$ somewhere?). What do you means by "index"? $\endgroup$
    – Gina
    Jan 4, 2014 at 9:11
  • $\begingroup$ 1st case: by index I mean subscript A$^2$ is typed as the subscript of ||x|| in the original. Could I add an attachment (it's not online so the attachment would have to be a JPG)? 2nd case: I first need to show that ||Ax|| $\ge$ 0 $\forall$ x. I know that A is invertible so it couldn't be zero per se. But how do I prove that the norm of (x multiplied by non-zero matrix) is greater or equal to zero? $\endgroup$
    – Grtv
    Jan 4, 2014 at 9:26
  • $\begingroup$ Um, you know that as a property of vector norm: $||x||\geq 0$ and only when $x=0$ does $||x||=0$. As I said, every property of induced matrix norm are basically inherited from the analogous one of vector norm. You don't need to use $A$ being invertible to prove that either (remember that as long as $||Ax||>0$ for even a single $x$ then $||A||>0$ because you are taking the supremum). Now for part 1, I don't understand how $||x||_{A^{2}}=||Ax||$ is defining any norm, unless you're defining vector norm instead of matrix norm unlike the 2nd part. $\endgroup$
    – Gina
    Jan 4, 2014 at 9:29

1 Answer 1

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For 2nd part, check for 3 conditions. I am going to give a very detailed, very basic argument argument here for part 2.

Condition 1:

By property of vector norm, $||Ax||\geq 0$ and $||x||\geq 0$, but since $x\not=0$, once again by vector norm property, $||x||\not=0$, so $||x||>0$. This means $\frac{||Ax||}{||x||}\geq 0$ for any $x\not=0$. So $||A||\geq 0$.

If $A=0$, then $Ax=0$ for any $x$. By property of vector norm, $||Ax||=0$ whenever $Ax=0$ so $||Ax||=0$ for any $x$. Hence $||A||=\sup\limits_{x\not=0}\frac{||Ax||}{||x||}=0$.

If $||A||=0$, then by definition of $||A||=\sup\limits_{x\not=0}\frac{||Ax||}{||x||}$ we must have $\frac{||Ax||}{||x||}\leq 0$ for all $x\not=0$. Combining this with the above inequality, we have $\frac{||Ax||}{||x||}=0$ for any $x\not=0$, hence $||Ax||=0$ for any $x\not=0$. By vector norm property again, $||Ax||=0$ only happen if $Ax=0$. Which means that $Ax=0$ for all $x\not=0$. Clearly $Ax=0$ when $x=0$. Hence $Ax=0$ for all $x$, which means $A=0$.

Condition 2:

$||\alpha A||=\sup\limits_{x\not=0}\frac{||(\alpha A)x||}{||x||}$ (by definition)

$\sup\limits_{x\not=0}\frac{||(\alpha A)x||}{||x||}=\sup\limits_{x\not=0}\frac{||\alpha (Ax)||}{||x||}$ (by linearity)

$\sup\limits_{x\not=0}\frac{||\alpha (Ax)||}{||x||}=\sup\limits_{x\not=0}|\alpha|\frac{||Ax||}{||x||}$ (by property of vector norm)

$\sup\limits_{x\not=0}|\alpha|\frac{||Ax||}{||x||}=|\alpha|\sup\limits_{x\not=0}\frac{||Ax||}{||x||}$ (by property of supremum and the fact that $|\alpha|\geq 0$)

$|\alpha|\sup\limits_{x\not=0}\frac{||Ax||}{||x||}=|\alpha|||A||$ (by definition)

Condition 3.

$||A+B||=\sup\limits_{x\not=0}\frac{||(A+B)x||}{||x||}$ (by definition)

$\sup\limits_{x\not=0}\frac{||(A+B)x||}{||x||}=\sup\limits_{x\not=0}\frac{||Ax+Bx||}{||x||}$ (by linearity)

For any $x\not=0$, then $||Ax+Bx||\leq ||Ax||+||Bx||$ by a property of vector norm, so $\frac{||Ax+Bx||}{||x||}\leq\frac{||Ax||+||Bx||}{||x||}=\frac{||Ax||}{||x||}+\frac{||Bx||}{||x||}$. Hence by the property of supremum, we have $\sup\limits_{x\not=0}\frac{||Ax+Bx||}{||x||}\leq\sup\limits_{x\not=0}(\frac{||Ax||}{||x||}+\frac{||Bx||}{||x||})$.

Now $\sup\limits_{x\not=0}(\frac{||Ax||}{||x||}+\frac{||Bx||}{||x||})=\sup\limits_{x\not=0}\frac{||Ax||}{||x||}+\sup\limits_{x\not=0}\frac{||Bx||}{||x||}$ by property of supremum.

Finally $\sup\limits_{x\not=0}\frac{||Ax||}{||x||}+\sup\limits_{x\not=0}\frac{||Bx||}{||x||}=||A||+||B||$ by definition.

Combining from the beginning $||A+B||\leq||A||+||B||$.

Now as for part 1, the argument is very similar. Really, just use the fact that $A$ is invertible to ensure that $Ax=0$ if and only if $x=0$.

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