dual norm
{{Short description|Measurement on a normed vector space}}
In functional analysis, the dual norm is a measure of size for a continuous linear function defined on a normed vector space.
Definition
Let be a normed vector space with norm and let denote its continuous dual space. The dual norm of a continuous linear functional belonging to is the non-negative real number defined{{harvnb|Rudin|1991|loc= p. 87}} by any of the following equivalent formulas:
\begin{alignat}{5}
\| f \| &= \sup &&\{\,|f(x)| &&~:~ \|x\| \leq 1 ~&&~\text{ and } ~&&x \in X\} \\
&= \sup &&\{\,|f(x)| &&~:~ \|x\| < 1 ~&&~\text{ and } ~&&x \in X\} \\
&= \inf &&\{\,c \in [0, \infty) &&~:~ |f(x)| \leq c \|x\| ~&&~\text{ for all } ~&&x \in X\} \\
&= \sup &&\{\,|f(x)| &&~:~ \|x\| = 1 \text{ or } 0 ~&&~\text{ and } ~&&x \in X\} \\
&= \sup &&\{\,|f(x)| &&~:~ \|x\| = 1 ~&&~\text{ and } ~&&x \in X\} \;\;\;\text{ this equality holds if and only if } X \neq \{0\} \\
&= \sup &&\bigg\{\,\frac
f(x) |
\end{alignat}
where and denote the supremum and infimum, respectively.
The constant map is the origin of the vector space and it always has norm
If then the only linear functional on is the constant map and moreover, the sets in the last two rows will both be empty and consequently, their supremums will equal instead of the correct value of
Importantly, a linear function is not, in general, guaranteed to achieve its norm on the closed unit ball meaning that there might not exist any vector of norm such that (if such a vector does exist and if then would necessarily have unit norm ).
R.C. James proved James's theorem in 1964, which states that a Banach space is reflexive if and only if every bounded linear function achieves its norm on the closed unit ball.{{sfn|Diestel|1984|p=6}}
It follows, in particular, that every non-reflexive Banach space has some bounded linear functional that does not achieve its norm on the closed unit ball.
However, the Bishop–Phelps theorem guarantees that the set of bounded linear functionals that achieve their norm on the unit sphere of a Banach space is a norm-dense subset of the continuous dual space.{{cite journal|last1=Bishop|first1=Errett|author-link1=Errett Bishop|last2=Phelps|first2=R. R.|author-link2=Robert R. Phelps|title=A proof that every Banach space is subreflexive|journal=Bulletin of the American Mathematical Society|volume=67|year=1961|pages=97–98|mr=123174|doi=10.1090/s0002-9904-1961-10514-4|doi-access=free}}{{cite journal|last1=Lomonosov|first1=Victor|author-link1=Victor Lomonosov|title=A counterexample to the Bishop-Phelps theorem in complex spaces|journal=Israel Journal of Mathematics|date=2000|volume=115|pages=25–28|doi=10.1007/bf02810578|doi-access=|mr=1749671|s2cid=53646715 }}
The map defines a norm on (See Theorems 1 and 2 below.)
The dual norm is a special case of the operator norm defined for each (bounded) linear map between normed vector spaces.
Since the ground field of ( or ) is complete, is a Banach space.
The topology on induced by turns out to be stronger than the weak-* topology on
The double dual of a normed linear space
The double dual (or second dual) of is the dual of the normed vector space . There is a natural map . Indeed, for each in define
The map is linear, injective, and distance preserving.{{harvnb|Rudin|1991|loc=section 4.5, p. 95}} In particular, if is complete (i.e. a Banach space), then is an isometry onto a closed subspace of .{{harvnb|Rudin|1991|loc=p. 95}}
In general, the map is not surjective. For example, if is the Banach space consisting of bounded functions on the real line with the supremum norm, then the map is not surjective. (See space). If is surjective, then is said to be a reflexive Banach space. If then the space is a reflexive Banach space.
Examples
=Dual norm for matrices=
{{main|Hilbert–Schmidt operator|Matrix norm#Frobenius norm}}
The Matrix norm#Frobenius norm defined by
is self-dual, i.e., its dual norm is
The {{visible anchor|spectral norm}}, a special case of the induced norm when , is defined by the maximum singular values of a matrix, that is,
has the nuclear norm as its dual norm, which is defined by
for any matrix where denote the singular values{{Citation needed|date=March 2018}}.
If the Schatten -norm on matrices is dual to the Schatten -norm.
=Finite-dimensional spaces=
Let be a norm on The associated dual norm, denoted is defined as
(This can be shown to be a norm.) The dual norm can be interpreted as the operator norm of interpreted as a matrix, with the norm on , and the absolute value on :
which holds for all
The dual of the Euclidean norm is the Euclidean norm, since
(This follows from the Cauchy–Schwarz inequality; for nonzero
The dual of the
and the dual of the
More generally, Hölder's inequality shows that the dual of the
As another example, consider the
which turns out to be the sum of the singular values,
where
=''L<sup>p</sup>'' and ℓ<sup>''p''</sup> spaces=
{{See also|Lp space|Riesz representation theorem}}
For
If
In particular the Euclidean norm is self-dual since
For
For
On
while for the space
The norms of the continuous dual spaces of
Properties
Given normed vector spaces
{{Math theorem|name=Theorem 1|math_statement=
Let
defines a norm
}}
{{collapse top|title=Proof|left=true}}
A subset of a normed space is bounded if and only if it lies in some multiple of the unit sphere; thus
The triangle inequality in
\| \left(f_1 + f_2\right) x \| ~&=~ \|f_1 x + f_2 x\| \\
&\leq~ \|f_1 x\| + \|f_2 x\| \\
&\leq~ \left(\|f_1\| + \|f_2\|\right) \|x\| \\
&\leq~ \|f_1\| + \|f_2\|
\end{align}
for every
Since
If
Assume now that
implies that
It can be shown that
for sufficiently all large
{{collapse bottom}}
When
{{Math theorem|name=Theorem 2|math_statement=
Let
where by definition
Then
\| \, \cdot \, \| : X^* \to \R is a norm that makesX^* a Banach space.{{harvnb|Aliprantis|Border|2006|page=230}}- If
B^* is the closed unit ball ofX^* then for everyx \in X, \begin{alignat}{4} \| x \| ~&=~ \sup \left\{ | \langle x, x^* \rangle | ~:~ x^* \in B^* \right\} \\
&=~ \sup \left\{ \left|x^*(x)\right| ~:~ \left\|x^*\right\| \leq 1 \text{ with } x^* \in X^* \right\}. \\
\end{alignat}
Consequently,
x^* \mapsto \langle x, x^* \rangle is a bounded linear functional onX^* with norm\| x^* \| ~=~ \| x \|. B^* is weak*-compact.
}}
{{collapse top|title=Proof|left=true}}
Let
When
but,
for every
{{collapse bottom}}
As usual, let
If
where
See also
- {{annotated link|Convex conjugate}}
- {{annotated link|Hölder's inequality}}
- {{annotated link|Lp space}}
- {{annotated link|Operator norm}}
- {{annotated link|Polarization identity}}
Notes
{{reflist}}
References
- {{cite book | last1=Aliprantis | first1=Charalambos D. | last2= Border | first2=Kim C. | title=Infinite Dimensional Analysis: A Hitchhiker's Guide | publisher=Springer | year=2006 | edition=3rd | isbn=9783540326960}}
- {{cite book | last1=Boyd | first1=Stephen | author-link1=Stephen P. Boyd | last2=Vandenberghe | first2=Lieven | title=Convex Optimization | year= 2004 | publisher=Cambridge University Press | isbn=9780521833783}}
- {{cite book|last=Diestel|first=Joe|title=Sequences and series in Banach spaces|publisher=Springer-Verlag|publication-place=New York|date=1984|isbn=0-387-90859-5|oclc=9556781}}
- {{cite journal|last1=Hashimoto|first1=Kazuo|last2=Nakamura|first2=Gen|last3=Oharu|first3=Shinnosuke|title=Riesz's lemma and orthogonality in normed spaces|journal=Hiroshima Mathematical Journal|publisher=Hiroshima University - Department of Mathematics|volume=16|issue=2|date=1986-01-01|issn=0018-2079|doi=10.32917/hmj/1206130429|url=https://projecteuclid.org/journals/hiroshima-mathematical-journal/volume-16/issue-2/Rieszs-lemma-and-orthogonality-in-normed-spaces/10.32917/hmj/1206130429.pdf}}
- {{cite book | last1 = Kolmogorov| first1 = A.N.| author-link1=Andrei Kolmogorov | last2 = Fomin | first2 = S.V. | author-link2=Sergei Fomin | year = 1957 | title = Elements of the Theory of Functions and Functional Analysis, Volume 1: Metric and Normed Spaces | publisher = Graylock Press | location = Rochester }}
- {{Narici Beckenstein Topological Vector Spaces|edition=2}}
- {{Rudin Walter Functional Analysis|edition=2}}
- {{Schaefer Wolff Topological Vector Spaces|edition=2}}
- {{Trèves François Topological vector spaces, distributions and kernels}}
External links
- [http://www.seas.ucla.edu/~vandenbe/236C/lectures/proxop.pdf Notes on the proximal mapping by Lieven Vandenberge]
{{Banach spaces}}
{{Duality and spaces of linear maps}}
{{Functional analysis}}