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Trace Norm Duality And Norm Properties

Statement

Let A:H→K be a linear map (Linear map between vector spaces over the same field) between finite-dimensional complex inner-product spaces. Then

∥A∥1=max⁡{ ∣tr⁡H(B∗A)∣:B:H→K linear and ∥B∥≤1 }.

Consequently, on the vector space of linear maps H→K, the trace norm is nonnegative, absolutely homogeneous, definite, and satisfies the triangle inequality.

Facts & Assumptions

Given: Finite-dimensional complex inner-product spaces H,K and linear maps A,D:H→K; where quantified, B:H→K is also a map H→K.

[F1]

The trace norm is the sum of the singular values, including zeros (Trace Norm).

[F3]

The adjoint is characterized by ⟨Tv,w⟩=⟨v,T∗w⟩, and finite-dimensional adjoints exist uniquely (The adjoint T∗:W→V is characterised by ⟨Tv,w⟩W=⟨v,T∗w⟩V, Every linear map between finite-dimensional inner product spaces has a unique adjoint).

[F4]

In an ordered basis, the trace of an endomorphism is the sum of its diagonal entries; it is basis-independent and is 0 on the zero space (The basis-independent trace of an endomorphism of a finite-dimensional vector space).

[F5]

The operator norm is 0 on the zero domain and otherwise is defined as the maximum of ∥Cz∥ over unit vectors z (The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||).

[F6]

Cauchy–Schwarz gives ∣⟨u,v⟩∣≤∥u∥∥v∥ (Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs).

[F7]

An orthonormal basis gives finite vector expansions, including the empty basis case (Bessel's inequality for a finite orthonormal list and Parseval's identity for an orthonormal basis).

[F9]

In a fixed ordered basis, a linear map's j-th matrix column is the coordinate column of the image of the j-th basis vector (Coordinate columns [v]B and matrices [T]BC of linear maps relative to ordered bases).

[F10]

The root pairing is linear in its first argument and conjugate-symmetric (Real and complex inner-product spaces and their induced length).

Proof

1.1F4F9algebra

Fix an ordered basis of H. For endomorphisms R,S of H and a scalar α, [F9] shows that the diagonal entries of αR+S are αRjj+Sjj: the j-th coordinate column is obtained from (αR+S)ej=αRej+Sej. Summing these entries by [F4] gives tr⁡H(αR+S)=αtr⁡H(R)+tr⁡H(S). Thus trace homogeneity and additivity used below follow from the diagonal-sum definition. The same calculation covers H=0 by empty sums.

1.2F2F5F7algebra

Let C:H→K be any finite-dimensional linear map. If H=0, its operator norm is 0 by [F5]. If H≠0, choose an SVD as in [F2] with positive singular values t1≥⋯≥tq>0 and orthonormal domain vectors u1,…,udim⁡H. If q>0, Bessel's inequality [F7] gives, for every unit vector z, ∥Cz∥2=∑j≤qtj2∣⟨z,uj⟩∣2≤t12, with equality at z=u1. If q=0, the SVD says C=0, so every unit vector attains the value 0. Thus the maximum in [F5] exists for every map used below, including the zero-rank case.

1.3givenF1F2choose

Choose an SVD as in [F2], with r positive singular values. Then ∥A∥1=∑i<rsi by [F1]. If r=0, [F2] gives A=0 and this sum is empty.

1.4F2F3F4F7F10algebra

Write the SVD domain basis as (ej)j<n and its positive singular values as si for i<r. By [F4], [F7], and the fact that the j-th diagonal entry is the ej-coordinate of the image of ej, tr⁡H(B∗A)=∑j<n⟨B∗Aej,ej⟩H=∑i<rsi⟨B∗fi,ei⟩H=∑i<rsi⟨fi,Bei⟩K. For the last equality, [F3] gives ⟨Bei,fi⟩K=⟨ei,B∗fi⟩H, and conjugate symmetry [F10] gives the displayed order. This is a direct endomorphism-trace calculation and uses no cyclic trace identity for maps.

2.1F2F3F7F10step 1.2construct

Suppose r>0 and define B0:H→K by B0z=∑i<r⟨z,ei⟩fi. By [F10], this is linear; it sends ei to fi for i<r and sends the remaining basis vectors to 0. By [F7], ∥B0z∥2=∑i<r∣⟨z,ei⟩∣2≤∥z∥2, with equality at z=e0. The maximum property established in step 1.2 therefore gives ∥B0∥=1. Define Cw=∑i<r⟨w,fi⟩ei. Expanding in the finite orthonormal bases using [F7] verifies ⟨B0z,w⟩K=⟨z,Cw⟩H, so [F3] gives C=B0∗. Hence B0∗Aei=siei for i<r and B0∗Aej=0 for j≥r. If r=0, set B0=0.

2.2F5F6F8step 1.2step 1.3step 1.4algebra

Let B:H→K satisfy ∥B∥≤1. By [F5] and the maximum property established in step 1.2, ∥Bei∥≤1 for every unit vector ei; [F6] then gives ∣⟨fi,Bei⟩∣≤1. Applying [F8] to the sum in step 1.4 yields ∣tr⁡H(B∗A)∣≤∑i<rsi=∥A∥1. The same bound is immediate when r=0.

3.1F1F2F4F7step 1.3step 2.2step 2.1

By [F4], [F7], and step 1.3, tr⁡H(B0∗A)=∑i<rsi=∥A∥1; when r=0, both sides are 0. Together with step 2.2 this proves the stated maximum, including zero-dimensional spaces.

4.1F1F2F8step 1.1step 3.1algebra

For any scalar α, apply the maximum formula to αA. By step 1.1, tr⁡H(B∗(αA))=αtr⁡H(B∗A), so taking absolute values and maxima gives ∥αA∥1=∣α∣∥A∥1. The definition and [F2] give ∥A∥1≥0, with equality exactly when all singular values vanish, which by the SVD is exactly A=0.

5.1F8step 1.1step 3.1algebra∎

For maps A,D:H→K, every contraction B satisfies ∣tr⁡H(B∗(A+D))∣≤∣tr⁡H(B∗A)∣+∣tr⁡H(B∗D)∣≤∥A∥1+∥D∥1 by the additivity from step 1.1, [F8], and step 3.1. Taking the maximum over B proves ∥A+D∥1≤∥A∥1+∥D∥1. Thus the trace norm has all stated norm properties.

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