Why is Supremum of a.u Less Than or Equal to r||a||_2?

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Discussion Overview

The discussion centers on the mathematical expression involving the supremum of the dot product of two vectors, specifically why the supremum of \( a \cdot u \) subject to the 2-norm of \( u \) is less than or equal to \( r \) times the 2-norm of \( a \). Participants explore the conditions under which this relationship holds and seek clarification on the definition of the 2-norm.

Discussion Character

  • Mathematical reasoning
  • Conceptual clarification

Main Points Raised

  • One participant poses the question regarding the supremum of \( a \cdot u \) under the constraint of the 2-norm of \( u \), asking for a method to work it out.
  • Another participant reiterates the same question, indicating a lack of familiarity with the 2-norm and requesting a definition.
  • A participant clarifies that the 2-norm refers to the Euclidean norm.
  • Further clarification is provided that the supremum can be expressed in conventional notation, suggesting that it holds in finite-dimensional space.
  • One participant suggests using the Cauchy-Schwarz inequality to demonstrate the relationship between the left-hand side and the right-hand side of the expression.

Areas of Agreement / Disagreement

Participants express uncertainty regarding the definition of the 2-norm and the mathematical relationship in question. There is no consensus on the resolution of the original query, and multiple viewpoints regarding the understanding of the 2-norm and its implications are present.

Contextual Notes

Some participants have not encountered the 2-norm before, which may affect their understanding of the discussion. The mathematical steps to demonstrate the inequality are not fully resolved.

peterlam
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Consider a and u are vector of n entries,
why the supremum of a dot u subject to the 2-norm of u is less than or equal to r equals r times 2-norm of a, i.e. sup{a.u | ||u||_2 <=r} = r ||a||_2?

How can I work out that?

Thank you!
 
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peterlam said:
Consider a and u are vector of n entries,
why the supremum of a dot u subject to the 2-norm of u is less than or equal to r equals r times 2-norm of a, i.e. sup{a.u | ||u||_2 <=r} = r ||a||_2?

How can I work out that?

Thank you!

Can you please give a definition of the two-norm as I haven't encountered it before (1 and infinity norm, and L^p norms but not "2-norm").
 
Sorry. I mean Euclidean norm.

Thanks!
 
chiro said:
Can you please give a definition of the two-norm as I haven't encountered it before (1 and infinity norm, and L^p norms but not "2-norm").
This would be the [itex]\ell^2[/itex] norm, except that here we are simply in a finite-dimensional space. In more conventional notation,

[tex]\sup\{\left<x,y\right>\ :\ \|y\|\leq r\}=r\|x\|.[/tex]

@peterlam: to show LHS [itex]\leq[/itex] RHS use Cauchy-Schwartz .
 

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