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The operator norm is 0 on the zero domain and otherwise equals the largest singular value, attained at a right-singular vector

Statement

Let T:V→W be a linear map between finite-dimensional real or complex inner product spaces.

If V=0, then

∥T∥=0.

If V≠0 and s1 is the largest singular value of T, then

∥T∥=s1.

In the nonzero case, the maximum in The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv|| is attained at a right-singular vector for s1.

Facts & Assumptions

Given: A linear map T:V→W between finite-dimensional real or complex inner product spaces.

[L1]

There is a singular value decomposition Tv=∑j=1rsj⟨v,ej⟩fj with s1≥⋯≥sr>0 (Every linear map between finite-dimensional real or complex inner product spaces admits a singular value decomposition).

Proof

technique · direct
1.1L1algebra

If V=0, then The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv|| gives ∥T∥=0. Assume now that V≠0, and choose an SVD from [L1] with orthonormal bases (e1,…,en) of V and (f1,…,fm) of W, where n≥1. Write its positive singular values as σ1≥⋯≥σr>0 and set σj=0 for r<j≤n. The SVD formula gives Tej=σjfj only for j≤r, while Tej=0 for j>r. In particular, when r=0, the formula is the empty sum, T=0, and the largest singular value on the nonzero domain is σ1=0.

2.1L1step 1.1algebra

If r>0, write a unit vector as v=∑j=1ncjej. Orthonormality of the input and output bases gives ∥Tv∥2=∑j=1rσj2∣cj∣2≤σ12∑j=1n∣cj∣2=σ12. Thus every unit vector satisfies ∥Tv∥≤σ1. If r=0, then Tv=0 for every v, and the same bound holds with σ1=0.

3.1L1step 1.1step 2.1∎

Since n≥1, the unit right-singular vector e1 exists. If r>0, then f1 exists and ∥Te1∥=∥σ1f1∥=σ1. If r=0, then Te1=0 and ∥Te1∥=0=σ1, without requiring any vector of W. Together with step 2.1, this proves that the maximum defining ∥T∥ equals the largest singular value and is attained at e1 whenever V≠0, including W=0.

Depends on

Dependency tree · 2 levels

Sources