TheoremBase

The Operator Norm of a Real Matrix

The operator norm of a real m x n matrix A is the supremum of the lengths of Ax over the closed unit ball of RnR^n, the value at A of the supremum map on m x n matrices.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let m,n∈Nm,n\in\mathbb{N} and let A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}) be a real m×nm\times n matrix, with the matrix-vector product AxAx of AA and a point xx of Rn\mathbb{R}^{n}, the Euclidean norm ∥⋅∥\lVert\cdot\rVert on Rn\mathbb{R}^{n} and on Rm\mathbb{R}^{m}, and suprema of subsets of R\mathbb{R}. Let Un={x∈Rn:∥x∥≤1}U_{n}=\{x\in\mathbb{R}^{n}:\lVert x\rVert\le1\}, and for every B∈Mm×n(R)B\in\mathcal{M}_{m\times n}(\mathbb{R}) let NB={∥Bx∥:x∈Un}N_{B}=\{\lVert Bx\rVert:x\in U_{n}\}, the set of the values ∥Bx∥\lVert Bx\rVert at the points x∈Unx\in U_{n}, be as in The Set of Lengths ‖Ax‖ over the Unit Ball Has a Supremum, and the Supremum Map Exists; in particular NA={∥Ax∥:x∈Un}N_{A}=\{\lVert Ax\rVert:x\in U_{n}\}, which has a supremum by The Set of Lengths ‖Ax‖ over the Unit Ball Has a Supremum, and the Supremum Map Exists §supremum.

The operator norm of AA is

∥A∥=sup⁡NA,\lVert A\rVert=\sup N_{A},

the value at AA of the map Mm×n(R)→R\mathcal{M}_{m\times n}(\mathbb{R})\to\mathbb{R}, B↦sup⁡NBB\mapsto\sup N_{B}, which exists and is unique by The Set of Lengths ‖Ax‖ over the Unit Ball Has a Supremum, and the Supremum Map Exists §map. Thus ∥⋅∥\lVert\cdot\rVert is that map from Mm×n(R)\mathcal{M}_{m\times n}(\mathbb{R}) to R\mathbb{R}.

∥A∥∈R\lVert A\rVert\in\mathbb{R}, as the value at AA of the map of The Set of Lengths ‖Ax‖ over the Unit Ball Has a Supremum, and the Supremum Map Exists §map, by Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol §graph.

Notation: ∥⋅∥\lVert\cdot\rVert also denotes the Euclidean norm of a point; the argument shows which is meant.

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