TheoremBase

Proof

Nonemptiness. Write 0Rn0_{\mathbb{R}^n} for the origin of Rn\mathbb{R}^n. By claim 3 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n, ∥0Rn∥=0\lVert0_{\mathbb{R}^n}\rVert=0, and 0≤10\le1 by claim 1 of Elementary Arithmetic in an Ordered Field; hence 0Rn0_{\mathbb{R}^n} is one of the points admitted in the description of QAQ_A, and QAQ_A is nonempty.

Upper bound. Let ξ∈Rn\xi\in\mathbb{R}^n with ∥ξ∥≤1\lVert\xi\rVert\le1. By claim 4 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n we have ∣ξi∣≤∥ξ∥|\xi_i|\le\lVert\xi\rVert for every i∈[n]i\in[n], so ∣ξi∣≤1|\xi_i|\le1 by transitivity of ≤\le, which is a total order. By claim 4 of Linearity of the Matrix-Vector Product and the Quadratic Form as a Double Sum,

ξ⋅(Aξ)=∑i=1n(∑j=1nAij ξi ξj).\xi\cdot(A\xi)=\sum_{i=1}^{n}\Bigl(\sum_{j=1}^{n}A_{ij}\,\xi_i\,\xi_j\Bigr).

Fix i∈[n]i\in[n] and let j∈[n]j\in[n]. By claim 4 of Properties of the Absolute Value in an Ordered Field, ∣Aij ξi ξj∣=∣Aij∣ ∣ξi∣ ∣ξj∣|A_{ij}\,\xi_i\,\xi_j|=|A_{ij}|\,|\xi_i|\,|\xi_j|, and by claim 1 of that lemma each of the three factors is nonnegative. Applying claim 5 of Elementary Arithmetic in an Ordered Field to ∣ξj∣≤1|\xi_j|\le1 with the nonnegative factor ∣ξi∣|\xi_i| gives ∣ξi∣ ∣ξj∣≤∣ξi∣|\xi_i|\,|\xi_j|\le|\xi_i|, hence ∣ξi∣ ∣ξj∣≤1|\xi_i|\,|\xi_j|\le1 by transitivity; applying claim 5 of the same lemma again, now with the nonnegative factor ∣Aij∣|A_{ij}|, gives

∣Aij ξi ξj∣≤∣Aij∣.|A_{ij}\,\xi_i\,\xi_j|\le|A_{ij}| .

Therefore, by claim 2 of Comparison and Absolute Value Bounds for Finite Sums of Real Numbers followed by claim 1 of that lemma,

∣∑j=1nAij ξi ξj∣≤∑j=1n∣Aij ξi ξj∣≤∑j=1n∣Aij∣.\Bigl|\sum_{j=1}^{n}A_{ij}\,\xi_i\,\xi_j\Bigr|\le\sum_{j=1}^{n}|A_{ij}\,\xi_i\,\xi_j|\le\sum_{j=1}^{n}|A_{ij}| .

Applying claim 2 of Comparison and Absolute Value Bounds for Finite Sums of Real Numbers to the outer sum, and then claim 1 of that lemma with the bound just obtained,

∣ξ⋅(Aξ)∣≤∑i=1n∣∑j=1nAij ξi ξj∣≤∑i=1n∑j=1n∣Aij∣.|\xi\cdot(A\xi)|\le\sum_{i=1}^{n}\Bigl|\sum_{j=1}^{n}A_{ij}\,\xi_i\,\xi_j\Bigr|\le\sum_{i=1}^{n}\sum_{j=1}^{n}|A_{ij}| .

Since ξ\xi was an arbitrary point with ∥ξ∥≤1\lVert\xi\rVert\le1, the real number ∑i=1n∑j=1n∣Aij∣\sum_{i=1}^{n}\sum_{j=1}^{n}|A_{ij}| is an upper bound for QAQ_A. Being a nonempty subset of R\mathbb{R} with an upper bound, QAQ_A has a least upper bound in R\mathbb{R} by the least upper bound property of the real numbers.

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