TheoremBase

Each clause bounds the length of the image of a point and applies the least-constant rule of the operator norm, with a matching lower bound from a standard basis vector; the transpose uses the adjoint identity and Cauchy-Schwarz, and orthogonal factors are removed by the isometry property and their transposes.

Proof

Each result cited is universally quantified over the data in its own statement.

We work in Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices. R\mathbb{R} is an ordered field by The Real Numbers Form an Ordered Field in Which Every Nonempty Set Bounded Above Has a Supremum §ordered-field, so the results on ordered fields cited below apply to it; its order ≤\le is a total order by Ordered Fields §ordered-field. For every point yy of a Euclidean space, ∥y∥≥0\lVert y\rVert\ge0 by Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §square. For every real matrix DD, ∥D∥∈R\lVert D\rVert\in\mathbb{R} by The Operator Norm of a Real Matrix §values, and ∥D∥≥0\lVert D\rVert\ge0 by Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §nonnegative. The standard basis vectors exist by The Matrix Product, Matrix-Vector Product, Transpose, Trace, Identity Matrix and Standard Basis Vectors Exist and Are Unique §basis, with components (er)k=δkr(e_{r})_{k}=\delta_{kr} by Identity Matrix and Standard Basis Vectors §basis, where δkr=1\delta_{kr}=1 if k=rk=r and δkr=0\delta_{kr}=0 if k≠rk\neq r, by Identity Matrix and Standard Basis Vectors §identity.

Clause entry-formula. Let i∈[m]i\in[m] and j∈[n]j\in[n]. By Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §column, (Aej)k=Akj(Ae_{j})_{k}=A_{kj} for every k∈[m]k\in[m]. By Standard Basis Vectors of ℝ^q: Coordinates, Orthonormality and Unit Length §coordinates in Rm\mathbb{R}^{m}, with AejAe_{j} for its ww, ei⋅(Aej)=(Aej)i=Aije_{i}\cdot(Ae_{j})=(Ae_{j})_{i}=A_{ij}.

Clause entry-bound. Let i∈[m]i\in[m] and j∈[n]j\in[n]. By the clause entry-formula, The Cauchy-Schwarz Inequality on Rn\mathbb{R}^n §cauchy-schwarz in Rm\mathbb{R}^{m}, Standard Basis Vectors of ℝ^q: Coordinates, Orthonormality and Unit Length §unit, and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound,

∣Aij∣=∣ei⋅(Aej)∣≤∥ei∥ ∥Aej∥=∥Aej∥≤∥A∥ ∥ej∥=∥A∥.|A_{ij}|=|e_{i}\cdot(Ae_{j})|\le\lVert e_{i}\rVert\,\lVert Ae_{j}\rVert=\lVert Ae_{j}\rVert\le\lVert A\rVert\,\lVert e_{j}\rVert=\lVert A\rVert.

Clause frobenius. Let ΦA=∑k=1m∑l=1nAkl2\Phi_{A}=\sum_{k=1}^{m}\sum_{l=1}^{n}A_{kl}^{2}. For k∈[m]k\in[m] and l∈[n]l\in[n], Akl2=Akl⋅Akl≥0A_{kl}^{2}=A_{kl}\cdot A_{kl}\ge0 by Rules of Arithmetic and Order in an Ordered Field §squares; so Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §nonnegative, applied for each k∈[m]k\in[m] to the map l↦Akl2l\mapsto A_{kl}^{2} from [n][n] to R\mathbb{R}, and then to the map k↦∑l=1nAkl2k\mapsto\sum_{l=1}^{n}A_{kl}^{2} from [m][m] to R\mathbb{R}, gives ΦA≥0\Phi_{A}\ge0. These are maps: with q:R→Rq:\mathbb{R}\to\mathbb{R} the map y↦y2y\mapsto y^{2} of Absolute Value and Squaring as Maps on the Reals, and Entrywise Absolute Values and Squares of a Real Matrix §square, the composite q∘A∈Mm×n(R)q\circ A\in\mathcal{M}_{m\times n}(\mathbb{R}) has entries (q∘A)kl=Akl2(q\circ A)_{kl}=A_{kl}^{2} by Absolute Value and Squaring as Maps on the Reals, and Entrywise Absolute Values and Squares of a Real Matrix §entrywise, and is a map [m]×[n]→R[m]\times[n]\to\mathbb{R} by Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations §matrices; and Maps Given by Iterated Operations: Partial Iterates, Images of Natural Numbers, Powers and Operations over a Finite Set §finite-operation, with the addition of R\mathbb{R} for its ∗\ast, [m][m] and [n][n] for its AA and BB ([n][n] being finite by Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §naturals) and q∘Aq\circ A for its ff, gives the maps l↦Akl2l\mapsto A_{kl}^{2} from [n][n] to R\mathbb{R}, for k∈[m]k\in[m], and the map k↦∑l=1nAkl2k\mapsto\sum_{l=1}^{n}A_{kl}^{2} from [m][m] to R\mathbb{R}. Let r=ΦAr=\sqrt{\Phi_{A}}; by The k-th Root and the Square Root of a Nonnegative Real Number §root and The k-th Root and the Square Root of a Nonnegative Real Number §square-root, r≥0r\ge0 and r2=ΦAr^{2}=\Phi_{A}. Let x∈Rnx\in\mathbb{R}^{n}. By Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §bound,

∥Ax∥2≤ΦA∥x∥2=r2∥x∥2=(r ∥x∥)2.\lVert Ax\rVert^{2}\le\Phi_{A}\lVert x\rVert^{2}=r^{2}\lVert x\rVert^{2}=(r\,\lVert x\rVert)^{2}.

As ∥Ax∥≥0\lVert Ax\rVert\ge0 and r ∥x∥≥0r\,\lVert x\rVert\ge0 (Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §positive-product), Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality §monotone-iff, with 22 for its nn, gives ∥Ax∥≤r ∥x∥\lVert Ax\rVert\le r\,\lVert x\rVert. By Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least with rr for its cc, ∥A∥≤r=ΦA\lVert A\rVert\le r=\sqrt{\Phi_{A}}.

Clause entry-sum. With a:R→Ra:\mathbb{R}\to\mathbb{R} the map y↦∣y∣y\mapsto|y| of Absolute Value and Squaring as Maps on the Reals, and Entrywise Absolute Values and Squares of a Real Matrix §absolute-value, let A′=a∘AA'=a\circ A; it lies in Mm×n(R)\mathcal{M}_{m\times n}(\mathbb{R}) and has entries Akl′=∣Akl∣A'_{kl}=|A_{kl}|, by Absolute Value and Squaring as Maps on the Reals, and Entrywise Absolute Values and Squares of a Real Matrix §entrywise. So Maps Given by Iterated Operations: Partial Iterates, Images of Natural Numbers, Powers and Operations over a Finite Set §finite-operation, applied as in the clause frobenius with A′A' for its ff, gives the maps l↦∣Akl∣l\mapsto|A_{kl}| from [n][n] to R\mathbb{R}, for k∈[m]k\in[m], and the map k↦∑l=1n∣Akl∣k\mapsto\sum_{l=1}^{n}|A_{kl}| of the row sums from [m][m] to R\mathbb{R}. Let S=∑k=1m∑l=1n∣Akl∣S=\sum_{k=1}^{m}\sum_{l=1}^{n}|A_{kl}| and x∈Rnx\in\mathbb{R}^{n}. Let k∈[m]k\in[m]. By Matrix-Vector Product §product, (Ax)k=∑l=1nAklxl(Ax)_{k}=\sum_{l=1}^{n}A_{kl}x_{l}. By Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §triangle and Rules of Arithmetic and Order in an Ordered Field §absolute-value, ∣(Ax)k∣≤∑l=1n∣Akl∣ ∣xl∣|(Ax)_{k}|\le\sum_{l=1}^{n}|A_{kl}|\,|x_{l}|. For l∈[n]l\in[n], ∣xl∣≤∥x∥|x_{l}|\le\lVert x\rVert by Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §coordinate, so ∣Akl∣ ∣xl∣≤∣Akl∣ ∥x∥|A_{kl}|\,|x_{l}|\le|A_{kl}|\,\lVert x\rVert by Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §nonnegative-scaling with ∣Akl∣≥0|A_{kl}|\ge0 for its zz. By Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §comparison and Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §distributive,

∣(Ax)k∣≤∑l=1n∣Akl∣ ∥x∥=(∑l=1n∣Akl∣)∥x∥.|(Ax)_{k}|\le\sum_{l=1}^{n}|A_{kl}|\,\lVert x\rVert=\Bigl(\sum_{l=1}^{n}|A_{kl}|\Bigr)\lVert x\rVert.

By Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §coordinate in Rm\mathbb{R}^{m}, then Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §comparison and Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §distributive once more,

∥Ax∥≤∑k=1m∣(Ax)k∣≤∑k=1m(∑l=1n∣Akl∣)∥x∥=S ∥x∥.\lVert Ax\rVert\le\sum_{k=1}^{m}|(Ax)_{k}|\le\sum_{k=1}^{m}\Bigl(\sum_{l=1}^{n}|A_{kl}|\Bigr)\lVert x\rVert=S\,\lVert x\rVert.

By Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least with SS for its cc, ∥A∥≤S\lVert A\rVert\le S.

Clause transpose. The transpose A⊤∈Mn×m(R)A^{\top}\in\mathcal{M}_{n\times m}(\mathbb{R}) is the value of the map of The Matrix Product, Matrix-Vector Product, Transpose, Trace, Identity Matrix and Standard Basis Vectors Exist and Are Unique §transpose, by Transpose of a Real Matrix §transpose. We first show ∥A∥≤∥A⊤∥\lVert A\rVert\le\lVert A^{\top}\rVert, for every m,n∈Nm,n\in\mathbb{N} and every A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}). Let x∈Rnx\in\mathbb{R}^{n} and w=Ax∈Rmw=Ax\in\mathbb{R}^{m}. By Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §square and Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §adjoint, ∥w∥2=w⋅w=(Ax)⋅w=x⋅(A⊤w)\lVert w\rVert^{2}=w\cdot w=(Ax)\cdot w=x\cdot(A^{\top}w). By Rules of Arithmetic and Order in an Ordered Field §absolute-value (a number is at most its absolute value), The Cauchy-Schwarz Inequality on Rn\mathbb{R}^n §cauchy-schwarz, and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound for A⊤A^{\top} with Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §nonnegative-scaling (∥x∥≥0\lVert x\rVert\ge0 for its zz),

∥w∥ ∥w∥≤∣x⋅(A⊤w)∣≤∥x∥ ∥A⊤w∥≤∥x∥ ∥A⊤∥ ∥w∥.\lVert w\rVert\,\lVert w\rVert\le|x\cdot(A^{\top}w)|\le\lVert x\rVert\,\lVert A^{\top}w\rVert\le\lVert x\rVert\,\lVert A^{\top}\rVert\,\lVert w\rVert.

If ∥w∥=0\lVert w\rVert=0, then ∥w∥≤∥A⊤∥ ∥x∥\lVert w\rVert\le\lVert A^{\top}\rVert\,\lVert x\rVert, the right side being nonnegative by Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §positive-product. If ∥w∥≠0\lVert w\rVert\neq0, then 0<∥w∥0<\lVert w\rVert, and Rules of Arithmetic and Order in an Ordered Field §order-product with ∥w∥\lVert w\rVert for its zz gives ∥w∥≤∥A⊤∥ ∥x∥\lVert w\rVert\le\lVert A^{\top}\rVert\,\lVert x\rVert. In both cases ∥Ax∥≤∥A⊤∥ ∥x∥\lVert Ax\rVert\le\lVert A^{\top}\rVert\,\lVert x\rVert, and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least gives ∥A∥≤∥A⊤∥\lVert A\rVert\le\lVert A^{\top}\rVert. Applying this to A⊤∈Mn×m(R)A^{\top}\in\mathcal{M}_{n\times m}(\mathbb{R}), with (A⊤)⊤=A(A^{\top})^{\top}=A by Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §transpose, gives ∥A⊤∥≤∥A∥\lVert A^{\top}\rVert\le\lVert A\rVert. Hence ∥A⊤∥=∥A∥\lVert A^{\top}\rVert=\lVert A\rVert.

Clause identity. Let t∈Rt\in\mathbb{R}. The identity matrix exists by The Matrix Product, Matrix-Vector Product, Transpose, Trace, Identity Matrix and Standard Basis Vectors Exist and Are Unique §identity. Let x∈Rnx\in\mathbb{R}^{n}. By Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §matrix-vector, (tIn)x=t(Inx)=tx(tI_{n})x=t(I_{n}x)=tx, so ∥(tIn)x∥=∣t∣ ∥x∥\lVert(tI_{n})x\rVert=|t|\,\lVert x\rVert by Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §homogeneity. By Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least with ∣t∣|t| for its cc, ∥tIn∥≤∣t∣\lVert tI_{n}\rVert\le|t|. With e1∈Rne_{1}\in\mathbb{R}^{n} (1∈[n]1\in[n] by The Segments [n]: Each Is a Set, and 1 Lies in [n] for n ∈ ℕ §one), Standard Basis Vectors of ℝ^q: Coordinates, Orthonormality and Unit Length §unit and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound,

∣t∣=∣t∣ ∥e1∥=∥(tIn)e1∥≤∥tIn∥ ∥e1∥=∥tIn∥.|t|=|t|\,\lVert e_{1}\rVert=\lVert(tI_{n})e_{1}\rVert\le\lVert tI_{n}\rVert\,\lVert e_{1}\rVert=\lVert tI_{n}\rVert.

Hence ∥tIn∥=∣t∣\lVert tI_{n}\rVert=|t|.

Clause orthogonal. Let Q∈O(m)Q\in\mathrm{O}(m) and R∈O(n)R\in\mathrm{O}(n); the products below exist by The Matrix Product, Matrix-Vector Product, Transpose, Trace, Identity Matrix and Standard Basis Vectors Exist and Are Unique §product. First, for every Q′∈O(m)Q'\in\mathrm{O}(m) and A′∈Mm×n(R)A'\in\mathcal{M}_{m\times n}(\mathbb{R}): for x∈Rnx\in\mathbb{R}^{n}, (Q′A′)x=Q′(A′x)(Q'A')x=Q'(A'x) by Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §matrix-vector, so by Rules for Orthogonal Matrices: Inverse, Products, Isometry, Columns, Determinant, Orthonormal Extension and Expansion §isometry and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound, ∥(Q′A′)x∥=∥A′x∥≤∥A′∥ ∥x∥\lVert(Q'A')x\rVert=\lVert A'x\rVert\le\lVert A'\rVert\,\lVert x\rVert, and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least gives ∥Q′A′∥≤∥A′∥\lVert Q'A'\rVert\le\lVert A'\rVert. (∗)(\ast) By Rules for Orthogonal Matrices: Inverse, Products, Isometry, Columns, Determinant, Orthonormal Extension and Expansion §inverse, Q⊤∈O(m)Q^{\top}\in\mathrm{O}(m), and Q⊤Q=ImQ^{\top}Q=I_{m} by Orthogonal Real Matrices §membership; so by Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §associative and Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §identity, Q⊤(QA)=(Q⊤Q)A=ImA=AQ^{\top}(QA)=(Q^{\top}Q)A=I_{m}A=A. Then (∗)(\ast) with Q′=QQ'=Q, A′=AA'=A, and with Q′=Q⊤Q'=Q^{\top}, A′=QAA'=QA, gives ∥QA∥≤∥A∥=∥Q⊤(QA)∥≤∥QA∥\lVert QA\rVert\le\lVert A\rVert=\lVert Q^{\top}(QA)\rVert\le\lVert QA\rVert, so ∥QA∥=∥A∥\lVert QA\rVert=\lVert A\rVert.

Likewise, for every R′∈O(n)R'\in\mathrm{O}(n) and A′∈Mm×n(R)A'\in\mathcal{M}_{m\times n}(\mathbb{R}): for x∈Rnx\in\mathbb{R}^{n}, (A′R′)x=A′(R′x)(A'R')x=A'(R'x) by Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §matrix-vector, so by Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound and Rules for Orthogonal Matrices: Inverse, Products, Isometry, Columns, Determinant, Orthonormal Extension and Expansion §isometry, ∥(A′R′)x∥≤∥A′∥ ∥R′x∥=∥A′∥ ∥x∥\lVert(A'R')x\rVert\le\lVert A'\rVert\,\lVert R'x\rVert=\lVert A'\rVert\,\lVert x\rVert, and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least gives ∥A′R′∥≤∥A′∥\lVert A'R'\rVert\le\lVert A'\rVert. (∗∗)(\ast\ast) By Rules for Orthogonal Matrices: Inverse, Products, Isometry, Columns, Determinant, Orthonormal Extension and Expansion §inverse, R⊤∈O(n)R^{\top}\in\mathrm{O}(n) and RR⊤=InRR^{\top}=I_{n}; so (AR)R⊤=A(RR⊤)=AIn=A(AR)R^{\top}=A(RR^{\top})=AI_{n}=A by Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §associative and Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes §identity. Then (∗∗)(\ast\ast) with A′=AA'=A, R′=RR'=R, and with A′=ARA'=AR, R′=R⊤R'=R^{\top}, gives ∥AR∥≤∥A∥=∥(AR)R⊤∥≤∥AR∥\lVert AR\rVert\le\lVert A\rVert=\lVert(AR)R^{\top}\rVert\le\lVert AR\rVert, so ∥AR∥=∥A∥\lVert AR\rVert=\lVert A\rVert.

Clause diagonal. Let D=diag⁡(d)D=\operatorname{diag}(d), let a:R→Ra:\mathbb{R}\to\mathbb{R} be the map y↦∣y∣y\mapsto|y| of Absolute Value and Squaring as Maps on the Reals, and Entrywise Absolute Values and Squares of a Real Matrix §absolute-value, and let T={∣dk∣:k∈[n]}T=\{|d_{k}|:k\in[n]\}. Take no variables xix_{i} and the guard d∈Rnd\in\mathbb{R}^{n}. In it and in the formulas below, dd, Rn\mathbb{R}^{n}, [n][n], R\mathbb{R} and the map aa enter as parameters: set variables to which these sets are assigned. Under the guard d∈Rn∧k∈[n]d\in\mathbb{R}^{n}\wedge k\in[n], for the variable kk, the term ∣dk∣=a(d(k))|d_{k}|=a(d(k)) is of type R\mathbb{R}, by Typed Terms under a Predicative Guard: Variables, Parameters, Values of Maps and Ordered Pairs, and Predicative Equations and Memberships between Them §variable for kk and Typed Terms under a Predicative Guard: Variables, Parameters, Values of Maps and Ordered Pairs, and Predicative Equations and Memberships between Them §value applied first to the map d:[n]→Rd:[n]\to\mathbb{R} (Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations §membership) and then to aa. The interval [n][n] is finite by Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §naturals. So, by Images of Typed Terms: the Set of Values {t:u∈D}\{t:u\in D\} Is a Set, Finite when DD Is Finite, and a Typed Term §set, Images of Typed Terms: the Set of Values {t:u∈D}\{t:u\in D\} Is a Set, Finite when DD Is Finite, and a Typed Term §members and Images of Typed Terms: the Set of Values {t:u∈D}\{t:u\in D\} Is a Set, Finite when DD Is Finite, and a Typed Term §finite, with kk for its uu, [n][n] for its DD and R\mathbb{R} for its BB, TT is a finite set and a subset of R\mathbb{R}, and for every set bb: b∈Tb\in T if and only if b=∣dk∣b=|d_{k}| for some k∈[n]k\in[n]. TT is nonempty since ∣d1∣∈T|d_{1}|\in T, as 1∈[n]1\in[n] by The Segments [n]: Each Is a Set, and 1 Lies in [n] for n ∈ ℕ §one. As ≤\le is a total order on R\mathbb{R}, Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §extremes gives a greatest element of TT, unique by Bounds, Least and Greatest Elements, Suprema and Infima for a Partial Order §least; write μ=max⁡T=max⁡k∈[n]∣dk∣\mu=\max T=\max_{k\in[n]}|d_{k}|. By Bounds, Least and Greatest Elements, Suprema and Infima for a Partial Order §least, μ∈T\mu\in T, so μ=∣dk0∣\mu=|d_{k_{0}}| for some k0∈[n]k_{0}\in[n]; and ∣dk∣≤μ|d_{k}|\le\mu for every k∈[n]k\in[n].

Upper bound. Let x∈Rnx\in\mathbb{R}^{n}. By Eigenvalues: the Determinant Criterion, Diagonal Matrices, Orthogonal Similarity and Orthogonality of Eigenvectors of Symmetric Matrices §diagonal-algebra, (Dx)k=dkxk(Dx)_{k}=d_{k}x_{k} for k∈[n]k\in[n]. For k∈[n]k\in[n], 0≤∣dk∣≤μ0\le|d_{k}|\le\mu and 0≤μ=∣dk0∣0\le\mu=|d_{k_{0}}|, so Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality §monotone-iff, with 22 for its nn, gives ∣dk∣2≤μ2|d_{k}|^{2}\le\mu^{2}; as dk2=∣dk∣2d_{k}^{2}=|d_{k}|^{2} by Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §square-abs, dk2≤μ2d_{k}^{2}\le\mu^{2}, and dk2xk2≤μ2xk2d_{k}^{2}x_{k}^{2}\le\mu^{2}x_{k}^{2} by Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §nonnegative-scaling with xk2≥0x_{k}^{2}\ge0 (Rules of Arithmetic and Order in an Ordered Field §squares) for its zz. By Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §square, Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §comparison and Finite Sums in a Commutative Ring and in an Ordered Field: Distributivity, Differences, Telescoping, Constant Terms, Comparison and the Triangle Inequality §distributive,

∥Dx∥2=∑k=1ndk2xk2≤∑k=1nμ2xk2=μ2∥x∥2=(μ ∥x∥)2.\lVert Dx\rVert^{2}=\sum_{k=1}^{n}d_{k}^{2}x_{k}^{2}\le\sum_{k=1}^{n}\mu^{2}x_{k}^{2}=\mu^{2}\lVert x\rVert^{2}=(\mu\,\lVert x\rVert)^{2}.

Since ∥Dx∥≥0\lVert Dx\rVert\ge0 and μ ∥x∥≥0\mu\,\lVert x\rVert\ge0 (Inequalities in an Ordered Field: Mixed Transitivity, Strict Sums, Signs, Products, Natural Numbers, Halving, Reciprocals, Absolute Values and Squares §positive-product), Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality §monotone-iff, with 22 for its nn, gives ∥Dx∥≤μ ∥x∥\lVert Dx\rVert\le\mu\,\lVert x\rVert. By Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §least with μ\mu for its cc, ∥D∥≤μ\lVert D\rVert\le\mu.

Lower bound. Let e=ek0∈Rne=e_{k_{0}}\in\mathbb{R}^{n}. For k∈[n]k\in[n], (De)k=dkδkk0(De)_{k}=d_{k}\delta_{kk_{0}} by Eigenvalues: the Determinant Criterion, Diagonal Matrices, Orthogonal Similarity and Orthogonality of Eigenvectors of Symmetric Matrices §diagonal-algebra, and (dk0e)k=dk0δkk0(d_{k_{0}}e)_{k}=d_{k_{0}}\delta_{kk_{0}} by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations §operations; both are dk0d_{k_{0}} if k=k0k=k_{0} and 00 if k≠k0k\neq k_{0}. So De=dk0eDe=d_{k_{0}}e by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations §equality. By Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square §homogeneity, Standard Basis Vectors of ℝ^q: Coordinates, Orthonormality and Unit Length §unit and Rules for the Operator Norm: Bound, Least Constant, Definiteness, Homogeneity, Triangle Inequality and Products §bound,

μ=∣dk0∣ ∥e∥=∥De∥≤∥D∥ ∥e∥=∥D∥.\mu=|d_{k_{0}}|\,\lVert e\rVert=\lVert De\rVert\le\lVert D\rVert\,\lVert e\rVert=\lVert D\rVert.

Hence ∥diag⁡(d)∥=μ=max⁡k∈[n]∣dk∣\lVert\operatorname{diag}(d)\rVert=\mu=\max_{k\in[n]}|d_{k}|.

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