Linear-Algebra-Done-Right Β· Unit 22 Β· Video 1 Β· Interactive Practice

The Norm of a Linear Map Is Its Largest Singular Value

IKey Formulas

FormulaNameWhere it comes from
βˆ₯Tvβˆ₯≀s1βˆ₯vβˆ₯\|Tv\| \le s_1\|v\|Upper bound for βˆ₯Tvβˆ₯\|Tv\|SVD formula and Bessel's inequality; equality at v=e1v = e_1
βˆ₯Tβˆ₯=max⁑{βˆ₯Tvβˆ₯:v∈V,Β βˆ₯vβˆ₯≀1}\|T\| = \max\{\|Tv\| : v \in V,\ \|v\| \le 1\}Norm of T∈L(V,W)T \in \mathcal{L}(V, W)The maximum exists and equals s1s_1
βˆ₯Ξ»Tβˆ₯=βˆ£Ξ»βˆ£β€‰βˆ₯Tβˆ₯\|\lambda T\| = |\lambda|\,\|T\|, Β βˆ₯S+Tβˆ₯≀βˆ₯Sβˆ₯+βˆ₯Tβˆ₯\ \|S + T\| \le \|S\| + \|T\|Basic propertiesAlso βˆ₯Tβˆ₯β‰₯0\|T\| \ge 0, and βˆ₯Tβˆ₯=0β€…β€ŠβŸΊβ€…β€ŠT=0\|T\| = 0 \iff T = 0
βˆ£β€‰βˆ₯Sβˆ₯βˆ’βˆ₯Tβˆ₯β€‰βˆ£β‰€βˆ₯Sβˆ’Tβˆ₯\big|\,\|S\| - \|T\|\,\big| \le \|S - T\|Reverse triangle inequalityTriangle inequality with S=(Sβˆ’T)+TS = (S - T) + T

Key Insight: TT sends the unit ball into the ball of radius s1s_1, and e1e_1 reaches its edge, so the longest output from the unit ball has length exactly s1s_1.

IIThe Farthest Image of a Unit Vector

Every unit vector vv lands inside the circle of radius s1s_1, and only Β±e1\pm e_1 land on it.

IIIEach Map Peaks in Its Own Direction

The unit vector that maximizes βˆ₯(S+T)vβˆ₯\|(S + T)v\| need not maximize βˆ₯Svβˆ₯\|Sv\| or βˆ₯Tvβˆ₯\|Tv\|, so βˆ₯S+Tβˆ₯\|S + T\| can fall short of βˆ₯Sβˆ₯+βˆ₯Tβˆ₯\|S\| + \|T\|.

IVQuiz Questions

Problem 1 Β· Norm of a Diagonal Operator

Given: T∈L(R3)T \in \mathcal{L}(\mathbf{R}^3) defined by T(x,y,z)=(2x,βˆ’5y,z)T(x, y, z) = (2x, -5y, z), with the usual inner product β€” find βˆ₯Tβˆ₯\|T\|.

βœ… Correct! βˆ₯Tvβˆ₯2=4x2+25y2+z2≀25βˆ₯vβˆ₯2\|Tv\|^2 = 4x^2 + 25y^2 + z^2 \le 25\|v\|^2, with equality at v=(0,1,0)v = (0, 1, 0).
❌ Not quite. The stretch along the second axis is βˆ£βˆ’5∣=5|-5| = 5; the sign of a diagonal entry does not shorten the output.
❌ Not quite. 4+25+1\sqrt{4 + 25 + 1} adds up the stretches in all three directions at once, but no single unit vector gets all three: βˆ₯Tvβˆ₯≀5\|Tv\| \le 5 for every unit vv.
❌ Not quite. A norm is a maximum of lengths, so it is never negative: βˆ₯Tβˆ₯β‰₯0\|T\| \ge 0.
Show solution

For v=(x,y,z)v = (x, y, z),

βˆ₯Tvβˆ₯2=4x2+25y2+z2≀25(x2+y2+z2)=25βˆ₯vβˆ₯2,\|Tv\|^2 = 4x^2 + 25y^2 + z^2 \le 25(x^2 + y^2 + z^2) = 25\|v\|^2,

so βˆ₯Tvβˆ₯≀5\|Tv\| \le 5 whenever βˆ₯vβˆ₯≀1\|v\| \le 1. The unit vector (0,1,0)(0, 1, 0) gives T(0,1,0)=(0,βˆ’5,0)T(0, 1, 0) = (0, -5, 0), of length 55. Hence βˆ₯Tβˆ₯=5\|T\| = 5. (Equivalently: Tβˆ—T(x,y,z)=(4x,25y,z)T^*T(x, y, z) = (4x, 25y, z), so the singular values are 5,2,15, 2, 1 and βˆ₯Tβˆ₯=s1=5\|T\| = s_1 = 5.)

Problem 2 Β· The Norm of a Sum

Given: S,T∈L(R2)S, T \in \mathcal{L}(\mathbf{R}^2) defined by S(x,y)=(2x,0)S(x, y) = (2x, 0) and T(x,y)=(0,3y)T(x, y) = (0, 3y) β€” find βˆ₯S+Tβˆ₯\|S + T\|.

βœ… Correct! (S+T)(x,y)=(2x,3y)(S + T)(x, y) = (2x, 3y), whose largest stretch is 33, reached at (0,1)(0, 1).
❌ Not quite. βˆ₯Sβˆ₯+βˆ₯Tβˆ₯=2+3=5\|S\| + \|T\| = 2 + 3 = 5 is only an upper bound. SS peaks at (1,0)(1, 0) and TT at (0,1)(0, 1); no single unit vector does both.
❌ Not quite. (S+T)(1,1)=(2,3)(S + T)(1, 1) = (2, 3) has length 13\sqrt{13}, but (1,1)(1, 1) has length 2\sqrt{2}, not 11. Divide by 2\sqrt{2}: 13/2β‰ˆ2.55\sqrt{13/2} \approx 2.55.
❌ Not quite. Write (S+T)(x,y)=(2x,3y)(S + T)(x, y) = (2x, 3y) and bound its length on the unit circle.
Show solution

(S+T)(x,y)=(2x,3y)(S + T)(x, y) = (2x, 3y), so

βˆ₯(S+T)(x,y)βˆ₯2=4x2+9y2≀9(x2+y2).\|(S + T)(x, y)\|^2 = 4x^2 + 9y^2 \le 9(x^2 + y^2).

Thus βˆ₯(S+T)vβˆ₯≀3\|(S + T)v\| \le 3 for βˆ₯vβˆ₯≀1\|v\| \le 1, with equality at v=(0,1)v = (0, 1). So βˆ₯S+Tβˆ₯=3\|S + T\| = 3, strictly less than βˆ₯Sβˆ₯+βˆ₯Tβˆ₯=2+3=5\|S\| + \|T\| = 2 + 3 = 5: the triangle inequality is strict here because SS and TT reach their norms at different unit vectors.

Problem 3 Β· A Rank-One Map

Given: T∈L(R3,R2)T \in \mathcal{L}(\mathbf{R}^3, \mathbf{R}^2) defined by Tv=⟨v,u⟩wTv = \langle v, u\rangle w, where u=(1,2,2)u = (1, 2, 2) and w=(3,4)w = (3, 4) β€” find βˆ₯Tβˆ₯\|T\|.

βœ… Correct! βˆ₯Tvβˆ₯=∣⟨v,uβŸ©βˆ£β€‰βˆ₯wβˆ₯≀βˆ₯vβˆ₯ βˆ₯uβˆ₯ βˆ₯wβˆ₯=15βˆ₯vβˆ₯\|Tv\| = |\langle v, u\rangle|\,\|w\| \le \|v\|\,\|u\|\,\|w\| = 15\|v\|, with equality at v=u/3v = u/3.
❌ Not quite. 5=βˆ₯wβˆ₯5 = \|w\| is the length of the output direction, but the coefficient ⟨v,u⟩\langle v, u\rangle can be as large as βˆ₯uβˆ₯=3\|u\| = 3 on a unit vector.
❌ Not quite. 45=βˆ₯Tuβˆ₯45 = \|T u\|, but uu has length 33, not 11. Use the unit vector u/βˆ₯uβˆ₯u/\|u\|.
❌ Not quite. Bound ∣⟨v,u⟩∣|\langle v, u\rangle| with the Cauchy–Schwarz inequality.
Show solution

Here βˆ₯uβˆ₯=1+4+4=3\|u\| = \sqrt{1 + 4 + 4} = 3 and βˆ₯wβˆ₯=9+16=5\|w\| = \sqrt{9 + 16} = 5. For every vv, by the Cauchy–Schwarz inequality,

βˆ₯Tvβˆ₯=∣⟨v,uβŸ©βˆ£β€‰βˆ₯wβˆ₯≀βˆ₯vβˆ₯ βˆ₯uβˆ₯ βˆ₯wβˆ₯=15βˆ₯vβˆ₯.\|Tv\| = |\langle v, u\rangle|\,\|w\| \le \|v\|\,\|u\|\,\|w\| = 15\|v\|.

So βˆ₯Tvβˆ₯≀15\|Tv\| \le 15 on the unit ball. For v=u/3v = u/3 (a unit vector), ⟨v,u⟩=βˆ₯uβˆ₯2/3=3\langle v, u\rangle = \|u\|^2/3 = 3 and βˆ₯Tvβˆ₯=3β‹…5=15\|Tv\| = 3 \cdot 5 = 15. Hence βˆ₯Tβˆ₯=15\|T\| = 15. This is also TT's only positive singular value: Tv=15β€‰βŸ¨v,u/3βŸ©β€‰(w/5)Tv = 15\,\langle v, u/3\rangle\,(w/5) is a singular value decomposition.

Problem 4 Β· Close Maps Have Close Norms

Given: S,T∈L(V,W)S, T \in \mathcal{L}(V, W) with βˆ₯Sβˆ₯=7\|S\| = 7 and βˆ₯Sβˆ’Tβˆ₯=2\|S - T\| = 2 β€” what do these facts force about βˆ₯Tβˆ₯\|T\|?

βœ… Correct! The reverse triangle inequality gives ∣7βˆ’βˆ₯Tβˆ₯βˆ£β‰€2|7 - \|T\|| \le 2, and both ends occur: T=57ST = \tfrac57 S and T=97ST = \tfrac97 S.
❌ Not quite. Distance 22 does not pin down βˆ₯Tβˆ₯\|T\|: T=57ST = \tfrac57 S gives βˆ₯Tβˆ₯=5\|T\| = 5 and T=97ST = \tfrac97 S gives βˆ₯Tβˆ₯=9\|T\| = 9, both with βˆ₯Sβˆ’Tβˆ₯=2\|S - T\| = 2.
❌ Not quite. The triangle inequality gives βˆ₯Tβˆ₯≀βˆ₯Sβˆ₯+βˆ₯Tβˆ’Sβˆ₯=9\|T\| \le \|S\| + \|T - S\| = 9, an upper bound, not a lower one.
Show solution

By the reverse triangle inequality, βˆ£β€‰βˆ₯Sβˆ₯βˆ’βˆ₯Tβˆ₯β€‰βˆ£β‰€βˆ₯Sβˆ’Tβˆ₯=2\big|\,\|S\| - \|T\|\,\big| \le \|S - T\| = 2, so ∣7βˆ’βˆ₯Tβˆ₯βˆ£β‰€2|7 - \|T\|| \le 2, i.e.

5≀βˆ₯Tβˆ₯≀9.5 \le \|T\| \le 9.

Nothing sharper holds. If T=57ST = \tfrac57 S, then βˆ₯Tβˆ₯=5\|T\| = 5 and βˆ₯Sβˆ’Tβˆ₯=27βˆ₯Sβˆ₯=2\|S - T\| = \tfrac27\|S\| = 2. If T=97ST = \tfrac97 S, then βˆ₯Tβˆ₯=9\|T\| = 9 and βˆ₯Sβˆ’Tβˆ₯=27βˆ₯Sβˆ₯=2\|S - T\| = \tfrac27\|S\| = 2.

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