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Operator norm

From Wikipedia, the free encyclopedia
(Redirected fromNorm topology)
Measure of the "size" of linear operators

Inmathematics, theoperator norm measures the "size" of certainlinear operators by assigning each areal number called itsoperator norm. Formally, it is anorm defined on the space ofbounded linear operators between two givennormed vector spaces. Informally, the operator normT{\displaystyle \|T\|} of a linear mapT:XY{\displaystyle T:X\to Y} is the maximum factor by which it "lengthens" vectors. It is also called thebound norm.[1]

Introduction and definition

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Given two normed vector spacesV{\displaystyle V} andW{\displaystyle W} (over the same basefield, either thereal numbersR{\displaystyle \mathbb {R} } or thecomplex numbersC{\displaystyle \mathbb {C} }), alinear mapA:VW{\displaystyle A:V\to W} is continuousif and only if there exists a real numberc{\displaystyle c} such that[2]Avcv for all vV.{\displaystyle \|Av\|\leq c\|v\|\quad {\text{ for all }}v\in V.}

The norm on the left is the one inW{\displaystyle W} and the norm on the right is the one inV{\displaystyle V}. Intuitively, the continuous operatorA{\displaystyle A} never increases the length of any vector by more than a factor ofc.{\displaystyle c.} Thus theimage of a bounded set under a continuous operator is also bounded. Because of this property, the continuous linear operators are also known asbounded operators. In order to "measure the size" ofA,{\displaystyle A,} one can take theinfimum of the numbersc{\displaystyle c} such that the above inequality holds for allvV.{\displaystyle v\in V.} This number represents the maximum scalar factor by whichA{\displaystyle A} "lengthens" vectors. In other words, the "size" ofA{\displaystyle A} is measured by how much it "lengthens" vectors in the "biggest" case. So we define the operator norm ofA{\displaystyle A} asAop=inf{c0:Avcv for all vV}.{\displaystyle \|A\|_{\text{op}}=\inf\{c\geq 0:\|Av\|\leq c\|v\|{\text{ for all }}v\in V\}.}

The infimum is attained as the set of all suchc{\displaystyle c} isclosed,nonempty, andbounded from below.[3]

It is important to bear in mind that this operator norm depends on the choice of norms for the normed vector spacesV{\displaystyle V} andW{\displaystyle W}.

Examples

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Every realm{\displaystyle m}-by-n{\displaystyle n}matrix corresponds to a linear map fromRn{\displaystyle \mathbb {R} ^{n}} toRm.{\displaystyle \mathbb {R} ^{m}.} Each pair of the plethora of (vector)norms applicable to real vector spaces induces an operator norm for allm{\displaystyle m}-by-n{\displaystyle n} matrices of real numbers; these induced norms form a subset ofmatrix norms.

If we specifically choose theEuclidean norm on bothRn{\displaystyle \mathbb {R} ^{n}} andRm,{\displaystyle \mathbb {R} ^{m},} then the matrix norm given to a matrixA{\displaystyle A} is thesquare root of the largesteigenvalue of the matrixAA{\displaystyle A^{*}A} (whereA{\displaystyle A^{*}} denotes theconjugate transpose ofA{\displaystyle A}).[4] This is equivalent to assigning the largestsingular value ofA.{\displaystyle A.}

Passing to a typical infinite-dimensional example, consider thesequence space2,{\displaystyle \ell ^{2},} which is anLp space, defined by2={(an)n1:anC,n|an|2<}.{\displaystyle \ell ^{2}=\left\{(a_{n})_{n\geq 1}:\;a_{n}\in \mathbb {C} ,\;\sum _{n}|a_{n}|^{2}<\infty \right\}.}

This can be viewed as an infinite-dimensional analogue of theEuclidean spaceCn.{\displaystyle \mathbb {C} ^{n}.} Now consider a bounded sequences=(sn)n=1.{\displaystyle s_{\bullet }=\left(s_{n}\right)_{n=1}^{\infty }.} The sequences{\displaystyle s_{\bullet }} is an element of the space,{\displaystyle \ell ^{\infty },} with a norm given bys=supn|sn|.{\displaystyle \left\|s_{\bullet }\right\|_{\infty }=\sup _{n}\left|s_{n}\right|.}

Define an operatorTs{\displaystyle T_{s}} by pointwise multiplication:(an)n=1Ts (snan)n=1.{\displaystyle \left(a_{n}\right)_{n=1}^{\infty }\;{\stackrel {T_{s}}{\mapsto }}\;\ \left(s_{n}\cdot a_{n}\right)_{n=1}^{\infty }.}

The operatorTs{\displaystyle T_{s}} is bounded with operator normTsop=s.{\displaystyle \left\|T_{s}\right\|_{\text{op}}=\left\|s_{\bullet }\right\|_{\infty }.}

This discussion extends directly to the case where2{\displaystyle \ell ^{2}} is replaced by a generalLp{\displaystyle L^{p}} space withp>1{\displaystyle p>1} and{\displaystyle \ell ^{\infty }} replaced byL.{\displaystyle L^{\infty }.}

Equivalent definitions

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LetA:VW{\displaystyle A:V\to W} be a linear operator between normed spaces. The first four definitions are always equivalent, and if in additionV{0}{\displaystyle V\neq \{0\}} then they are all equivalent:

Aop=inf{c0 : Avcv   for all  vV}=sup{Av : v1   and  vV}=sup{Av : v<1   and  vV}=sup{Av : v{0,1}   and  vV}=sup{Av : v=1   and  vV} this equality holds if and only if V{0}=sup{Avv : v0   and  vV} this equality holds if and only if V{0}.{\displaystyle {\begin{alignedat}{4}\|A\|_{\text{op}}&=\inf &&\{c\geq 0~&&:~\|Av\|\leq c\|v\|~&&~{\text{ for all }}~&&v\in V\}\\&=\sup &&\{\|Av\|~&&:~\|v\|\leq 1~&&~{\mbox{ and }}~&&v\in V\}\\&=\sup &&\{\|Av\|~&&:~\|v\|<1~&&~{\mbox{ and }}~&&v\in V\}\\&=\sup &&\{\|Av\|~&&:~\|v\|\in \{0,1\}~&&~{\mbox{ and }}~&&v\in V\}\\&=\sup &&\{\|Av\|~&&:~\|v\|=1~&&~{\mbox{ and }}~&&v\in V\}\;\;\;{\text{ this equality holds if and only if }}V\neq \{0\}\\&=\sup &&{\bigg \{}{\frac {\|Av\|}{\|v\|}}~&&:~v\neq 0~&&~{\mbox{ and }}~&&v\in V{\bigg \}}\;\;\;{\text{ this equality holds if and only if }}V\neq \{0\}.\\\end{alignedat}}}

IfV={0}{\displaystyle V=\{0\}} then the sets in the last two rows will be empty, and consequently theirsupremums over the set[,]{\displaystyle [-\infty ,\infty ]} will equal{\displaystyle -\infty } instead of the correct value of0.{\displaystyle 0.} If the supremum is taken over the set[0,]{\displaystyle [0,\infty ]} instead, then the supremum of the empty set is0{\displaystyle 0} and the formulas hold for anyV.{\displaystyle V.}

Importantly, a linear operatorA:VW{\displaystyle A:V\to W} is not, in general, guaranteed to achieve its normAop=sup{Av:v1,vV}{\displaystyle \|A\|_{\text{op}}=\sup\{\|Av\|:\|v\|\leq 1,v\in V\}} on the closed unit ball{vV:v1},{\displaystyle \{v\in V:\|v\|\leq 1\},} meaning that there might not exist any vectoruV{\displaystyle u\in V} of normu1{\displaystyle \|u\|\leq 1} such thatAop=Au{\displaystyle \|A\|_{\text{op}}=\|Au\|} (if such a vector does exist and ifA0,{\displaystyle A\neq 0,} thenu{\displaystyle u} would necessarily have unit normu=1{\displaystyle \|u\|=1}). R.C. James provedJames's theorem in 1964, which states that aBanach spaceV{\displaystyle V} isreflexive if and only if everybounded linear functionalfV{\displaystyle f\in V^{*}} achieves itsnorm on the closed unit ball.[5] It follows, in particular, that every non-reflexive Banach space has some bounded linear functional (a type of bounded linear operator) that does not achieve its norm on the closed unit ball.

IfA:VW{\displaystyle A:V\to W} is bounded then[6]Aop=sup{|w(Av)|:v1,w1 where vV,wW}{\displaystyle \|A\|_{\text{op}}=\sup \left\{\left|w^{*}(Av)\right|:\|v\|\leq 1,\left\|w^{*}\right\|\leq 1{\text{ where }}v\in V,w^{*}\in W^{*}\right\}}and[6]Aop=tAop{\displaystyle \|A\|_{\text{op}}=\left\|{}^{t}A\right\|_{\text{op}}}wheretA:WV{\displaystyle {}^{t}A:W^{*}\to V^{*}} is thetranspose ofA:VW,{\displaystyle A:V\to W,} which is the linear operator defined bywwA.{\displaystyle w^{*}\,\mapsto \,w^{*}\circ A.}

Properties

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The operator norm is indeed a norm on the space of allbounded operators betweenV{\displaystyle V} andW{\displaystyle W}. This meansAop0 and Aop=0 if and only if A=0,{\displaystyle \|A\|_{\text{op}}\geq 0{\mbox{ and }}\|A\|_{\text{op}}=0{\mbox{ if and only if }}A=0,}aAop=|a|Aop for every scalar a,{\displaystyle \|aA\|_{\text{op}}=|a|\|A\|_{\text{op}}{\mbox{ for every scalar }}a,}A+BopAop+Bop.{\displaystyle \|A+B\|_{\text{op}}\leq \|A\|_{\text{op}}+\|B\|_{\text{op}}.}

The following inequality is an immediate consequence of the definition:AvAopv  for every  vV.{\displaystyle \|Av\|\leq \|A\|_{\text{op}}\|v\|\ {\mbox{ for every }}\ v\in V.}

The operator norm is also compatible with the composition, or multiplication, of operators: ifV{\displaystyle V},W{\displaystyle W} andX{\displaystyle X} are three normed spaces over the same base field, andA:VW{\displaystyle A:V\to W} andB:WX{\displaystyle B:W\to X} are two bounded operators, then it is asub-multiplicative norm, that is:BAopBopAop.{\displaystyle \|BA\|_{\text{op}}\leq \|B\|_{\text{op}}\|A\|_{\text{op}}.}

For bounded operators onV{\displaystyle V}, this implies that operator multiplication is jointly continuous.

It follows from the definition that if a sequence of operators converges in operator norm, itconverges uniformly on bounded sets.

Table of common operator norms

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By choosing different norms for the codomain, used in computingAv{\displaystyle \|Av\|}, and the domain, used in computingv{\displaystyle \|v\|}, we obtain different values for the operator norm. Some common operator norms are easy to calculate, and others areNP-hard. Except for the NP-hard norms, all these norms can be calculated inN2{\displaystyle N^{2}} operations (for anN×N{\displaystyle N\times N} matrix), with the exception of the22{\displaystyle \ell _{2}-\ell _{2}} norm (which requiresN3{\displaystyle N^{3}} operations for the exact answer, or fewer if you approximate it with thepower method orLanczos iterations).

Computability of Operator Norms[7]
Co-domain
1{\displaystyle \ell _{1}}2{\displaystyle \ell _{2}}{\displaystyle \ell _{\infty }}
Domain1{\displaystyle \ell _{1}}Maximum1{\displaystyle \ell _{1}} norm of a columnMaximum2{\displaystyle \ell _{2}} norm of a columnMaximum{\displaystyle \ell _{\infty }} norm of a column
2{\displaystyle \ell _{2}}NP-hardMaximum singular valueMaximum2{\displaystyle \ell _{2}} norm of a row
{\displaystyle \ell _{\infty }}NP-hardNP-hardMaximum1{\displaystyle \ell _{1}} norm of a row

The norm of theadjoint or transpose can be computed as follows. We have that for anyp,q,{\displaystyle p,q,} thenApq=Aqp{\displaystyle \|A\|_{p\rightarrow q}=\|A^{*}\|_{q'\rightarrow p'}} wherep,q{\displaystyle p',q'} areHölder conjugate top,q,{\displaystyle p,q,} that is,1/p+1/p=1{\displaystyle 1/p+1/p'=1} and1/q+1/q=1.{\displaystyle 1/q+1/q'=1.}

Operators on a Hilbert space

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SupposeH{\displaystyle H} is a real or complexHilbert space. IfA:HH{\displaystyle A:H\to H} is a bounded linear operator, then we haveAop=Aop{\displaystyle \|A\|_{\text{op}}=\left\|A^{*}\right\|_{\text{op}}}andAAop=Aop2,{\displaystyle \left\|A^{*}A\right\|_{\text{op}}=\|A\|_{\text{op}}^{2},}whereA{\displaystyle A^{*}} denotes theadjoint operator ofA{\displaystyle A} (which inEuclidean spaces with the standardinner product corresponds to theconjugate transpose of the matrixA{\displaystyle A}).

In general, thespectral radius ofA{\displaystyle A} is bounded above by the operator norm ofA{\displaystyle A}:ρ(A)Aop.{\displaystyle \rho (A)\leq \|A\|_{\text{op}}.}

To see why equality may not always hold, consider theJordan canonical form of a matrix in the finite-dimensional case. Because there are non-zero entries on the superdiagonal, equality may be violated. Thequasinilpotent operators is one class of such examples. A nonzero quasinilpotent operatorA{\displaystyle A} has spectrum{0}.{\displaystyle \{0\}.} Soρ(A)=0{\displaystyle \rho (A)=0} whileAop>0.{\displaystyle \|A\|_{\text{op}}>0.}

However, when a matrixN{\displaystyle N} isnormal, itsJordan canonical form is diagonal (up to unitary equivalence); this is thespectral theorem. In that case it is easy to see thatρ(N)=Nop.{\displaystyle \rho (N)=\|N\|_{\text{op}}.}

This formula can sometimes be used to compute the operator norm of a given bounded operatorA{\displaystyle A}: define theHermitian operatorB=AA,{\displaystyle B=A^{*}A,} determine its spectral radius, and take thesquare root to obtain the operator norm ofA.{\displaystyle A.}

The space of bounded operators onH,{\displaystyle H,} with thetopology induced by operator norm, is notseparable. For example, consider theLp spaceL2[0,1],{\displaystyle L^{2}[0,1],} which is a Hilbert space. For0<t1,{\displaystyle 0<t\leq 1,} letΩt{\displaystyle \Omega _{t}} be thecharacteristic function of[0,t],{\displaystyle [0,t],} andPt{\displaystyle P_{t}} be themultiplication operator given byΩt,{\displaystyle \Omega _{t},} that is,Pt(f)=fΩt.{\displaystyle P_{t}(f)=f\cdot \Omega _{t}.}

Then eachPt{\displaystyle P_{t}} is a bounded operator with operator norm 1 andPtPsop=1 for all ts.{\displaystyle \left\|P_{t}-P_{s}\right\|_{\text{op}}=1\quad {\mbox{ for all }}\quad t\neq s.}

But{Pt:0<t1}{\displaystyle \{P_{t}:0<t\leq 1\}} is anuncountable set. This implies the space of bounded operators onL2([0,1]){\displaystyle L^{2}([0,1])} is not separable, in operator norm. One can compare this with the fact that the sequence space{\displaystyle \ell ^{\infty }} is not separable.

Theassociative algebra of all bounded operators on a Hilbert space, together with the operator norm and the adjoint operation, yields aC*-algebra.

See also

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Notes

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  1. ^(Bhatia 1997, p. 7)
  2. ^Kreyszig, Erwin (1978),Introductory functional analysis with applications, John Wiley & Sons, p. 97,ISBN 9971-51-381-1
  3. ^See e.g. Lemma 6.2 ofAliprantis & Border (2007).
  4. ^Weisstein, Eric W."Operator Norm".mathworld.wolfram.com. Retrieved2020-03-14.
  5. ^Diestel 1984, p. 6.
  6. ^abRudin 1991, pp. 92–115.
  7. ^section 4.3.1,Joel Tropp's PhD thesis,[1]

References

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