Linear-Algebra-Done-Right Β· Unit 22 Β· Video 1 Β· Interactive Practice
| Formula | Name | Where it comes from |
|---|---|---|
| Upper bound for | SVD formula and Bessel's inequality; equality at | |
| Norm of | The maximum exists and equals | |
| , | Basic properties | Also , and |
| Reverse triangle inequality | Triangle inequality with |
Key Insight: sends the unit ball into the ball of radius , and reaches its edge, so the longest output from the unit ball has length exactly .
Every unit vector lands inside the circle of radius , and only land on it.
The unit vector that maximizes need not maximize or , so can fall short of .
Problem 1 Β· Norm of a Diagonal Operator
Given: defined by , with the usual inner product β find .
For ,
so whenever . The unit vector gives , of length . Hence . (Equivalently: , so the singular values are and .)
Problem 2 Β· The Norm of a Sum
Given: defined by and β find .
, so
Thus for , with equality at . So , strictly less than : the triangle inequality is strict here because and reach their norms at different unit vectors.
Problem 3 Β· A Rank-One Map
Given: defined by , where and β find .
Here and . For every , by the CauchyβSchwarz inequality,
So on the unit ball. For (a unit vector), and . Hence . This is also 's only positive singular value: is a singular value decomposition.
Problem 4 Β· Close Maps Have Close Norms
Given: with and β what do these facts force about ?
By the reverse triangle inequality, , so , i.e.
Nothing sharper holds. If , then and . If , then and .
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