math8
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Let x be a vector. How do you show that \left\| x^{*} \right\| _{p} = \left\| x \right\| _{q}
where \frac{1}{p} + \frac{1}{q} = 1
By using this definition of \left\| x^{*} \right\| _{p} = max_{ \left\| y \right\| _{p} =1} \left\| x^{*} y \right\| _{p}
and Holder's inequality, I am able to prove that
\left\| x^{*} \right\| _{p} \leq \left\| x \right\| _{q}
But how do you show the other side of the inequality?
where \frac{1}{p} + \frac{1}{q} = 1
By using this definition of \left\| x^{*} \right\| _{p} = max_{ \left\| y \right\| _{p} =1} \left\| x^{*} y \right\| _{p}
and Holder's inequality, I am able to prove that
\left\| x^{*} \right\| _{p} \leq \left\| x \right\| _{q}
But how do you show the other side of the inequality?