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PhyslibAlpha.Mathematics.Analysis.Normed.HolderDual

Hölder duality in finite dimensions

i. Overview

A continuous linear functional on a finite-dimensional normed space is determined by its values on a basis. When the norm is the `ℓp` norm of the coordinates in that basis, the norm of a functional is the `ℓq` norm of its values, `q` the Hölder conjugate of `p`; for the sup norm it is the `ℓ1` norm. So the unit ball of the dual is the closed `ℓq` ball, resp. the `ℓ1` ball, of value vectors.

ii. Key results

  • `HolderDual.coeffEquiv` : a functional is its vector of values on a basis.
  • `HolderDual.dualLp_norm_eq` : Hölder duality for `1 < p < ∞`.
  • `HolderDual.dualSup_norm_eq` : Hölder duality for `p = ∞`.
  • `HolderDual.dualLpEquiv`, `HolderDual.dualSupEquiv` : the unit ball of the dual in coordinates.

iii. Table of contents

  • A. Functionals from their values on a basis
  • B. Hölder duality, `1 < p < ∞`
  • C. Hölder duality, `p = ∞`

iv. References

  • W. Rudin, *Functional Analysis*, 2nd ed., McGraw-Hill, 1991.

A. Functionals from their values on a basis

B. Hölder duality, `1 < p < ∞`

C. Hölder duality, `p = ∞`

21 declarations

theorem

∣sign(a)⋅g∣≤g|\text{sign}(a) \cdot g| \le g for g≥0g \ge 0

For any real numbers aa and gg such that g≥0g \ge 0, the absolute value of the product of the sign of aa and gg is less than or equal to gg, written as ∣sign(a)⋅g∣≤g|\text{sign}(a) \cdot g| \le g.

theorem

Hölder's Inequality for Finite Sums

For any natural number nn, let pp and qq be real numbers that are Hölder conjugate (satisfying 1p+1q=1\frac{1}{p} + \frac{1}{q} = 1). For any two sequences of real numbers c=(c0,…,cn−1)c = (c_0, \dots, c_{n-1}) and v=(v0,…,vn−1)v = (v_0, \dots, v_{n-1}), the absolute value of their dot product is bounded by the product of their ℓq\ell^q and ℓp\ell^p norms: ∣∑i=0n−1civi∣≤(∑i=0n−1∣ci∣q)1/q(∑i=0n−1∣vi∣p)1/p\left| \sum_{i=0}^{n-1} c_i v_i \right| \leq \left( \sum_{i=0}^{n-1} |c_i|^q \right)^{1/q} \left( \sum_{i=0}^{n-1} |v_i|^p \right)^{1/p}

theorem

x1/q≤1  ⟺  x≤1x^{1/q} \le 1 \iff x \le 1 for q>0q > 0

For any real numbers x≥0x \ge 0 and q>0q > 0, the inequality x1/q≤1x^{1/q} \le 1 holds if and only if x≤1x \le 1.

theorem

The ii-th coordinate of ∑jvjbj\sum_j v_j b_j is viv_i

Let b={b0,…,bn−1}b = \{b_0, \dots, b_{n-1}\} be a basis for a finite-dimensional real vector space VV. For any vector of coefficients v=(v0,…,vn−1)∈Rnv = (v_0, \dots, v_{n-1}) \in \mathbb{R}^n and any index i∈{0,…,n−1}i \in \{0, \dots, n-1\}, the ii-th coordinate of the linear combination ∑j=0n−1vjbj\sum_{j=0}^{n-1} v_j b_j with respect to the basis bb is equal to viv_i.

theorem

f(v)=∑if(bi)⋅(b.repr(v))if(v) = \sum_i f(b_i) \cdot (b.\text{repr}(v))_i for a linear functional ff and basis bb

Let VV be a finite-dimensional real normed vector space and bb be a basis for VV. For any continuous linear functional f:V→Rf: V \to \mathbb{R} and any vector v∈Vv \in V, the value of the functional applied to the vector is given by the sum f(v)=∑if(bi)⋅(b.repr(v))if(v) = \sum_{i} f(b_i) \cdot (b.\text{repr}(v))_i where bib_i are the basis vectors and (b.repr(v))i(b.\text{repr}(v))_i is the ii-th coordinate of vv in the basis bb.

definition

Continuous linear functional from basis coefficients aia_i

Given a basis b={bi}i∈{0,…,n−1}b = \{b_i\}_{i \in \{0, \dots, n-1\}} of a finite-dimensional real normed vector space VV and a sequence of scalars a=(ai)∈Rna = (a_i) \in \mathbb{R}^n, `HolderDual.ofCoeffs b a` is the unique continuous linear functional f:V→Rf: V \to \mathbb{R} such that f(bi)=aif(b_i) = a_i for every i∈{0,…,n−1}i \in \{0, \dots, n-1\}.

theorem

The functional ff defined by coefficients aa satisfies f(bi)=aif(b_i) = a_i

Let VV be a finite-dimensional real normed vector space with a basis b={bi}i=0n−1b = \{b_i\}_{i=0}^{n-1}. For any vector of scalars a=(ai)i=0n−1∈Rna = (a_i)_{i=0}^{n-1} \in \mathbb{R}^n, the continuous linear functional f:V→Rf: V \to \mathbb{R} defined by the coefficients aa relative to the basis bb (denoted as `ofCoeffs b a`) satisfies f(bi)=aif(b_i) = a_i for every i∈{0,…,n−1}i \in \{0, \dots, n-1\}.

definition

Linear equivalence V∗≃RnV^* \simeq \mathbb{R}^n via basis values (f(bi))i(f(b_i))_i

Given a basis b={bi}i∈{0,…,n−1}b = \{b_i\}_{i \in \{0, \dots, n-1\}} of a finite-dimensional real normed vector space VV, `HolderDual.coeffEquiv b` is the linear equivalence between the continuous dual space V∗=L(V,R)V^* = \mathcal{L}(V, \mathbb{R}) and the coordinate space Rn\mathbb{R}^n. It maps a continuous linear functional f∈V∗f \in V^* to the vector of its values on the basis elements, (f(b0),f(b1),…,f(bn−1))∈Rn(f(b_0), f(b_1), \dots, f(b_{n-1})) \in \mathbb{R}^n.

theorem

The ii-th component of `coeffEquiv` applied to ff is f(bi)f(b_i)

Let VV be a finite-dimensional real normed vector space with a basis b={b0,b1,…,bn−1}b = \{b_0, b_1, \dots, b_{n-1}\}. For any continuous linear functional f∈V∗f \in V^* and any index i∈{0,…,n−1}i \in \{0, \dots, n-1\}, the ii-th component of the coordinate vector associated with ff under the linear equivalence `coeffEquiv` is equal to the value of the functional evaluated at the ii-th basis element, i.e., (coeffEquivb(f))i=f(bi)(\text{coeffEquiv}_b(f))_i = f(b_i).

theorem

((coeffEquiv b)−1(a))(bi)=ai((\text{coeffEquiv } b)^{-1}(a))(b_i) = a_i

Let VV be a finite-dimensional real normed vector space with a basis b={bi}i=0n−1b = \{b_i\}_{i=0}^{n-1}. Let coeffEquiv b:V∗→Rn\text{coeffEquiv } b: V^* \to \mathbb{R}^n be the linear equivalence that maps a continuous linear functional f∈V∗f \in V^* to the vector of its values on the basis elements, (f(b0),f(b1),…,f(bn−1))∈Rn(f(b_0), f(b_1), \dots, f(b_{n-1})) \in \mathbb{R}^n. For any vector a∈Rna \in \mathbb{R}^n and any index i∈{0,…,n−1}i \in \{0, \dots, n-1\}, the functional ff obtained from the inverse mapping, f=(coeffEquiv b)−1(a)f = (\text{coeffEquiv } b)^{-1}(a), satisfies f(bi)=aif(b_i) = a_i.

theorem

The image of the dual unit ball in coordinates is {a∈Rn∣N(a)≤1}\{a \in \mathbb{R}^n \mid N(a) \leq 1\}

Let VV be a finite-dimensional real normed vector space with a basis b={bi}i=0n−1b = \{b_i\}_{i=0}^{n-1}. Let Φ:V∗→Rn\Phi : V^* \to \mathbb{R}^n be the linear equivalence (denoted as `coeffEquiv b`) that maps a continuous linear functional ff to the vector of its values on the basis elements, (f(b0),…,f(bn−1))(f(b_0), \dots, f(b_{n-1})). If there exists a function N:Rn→RN : \mathbb{R}^n \to \mathbb{R} such that the norm of any functional f∈V∗f \in V^* is determined by its coordinates as ∥f∥=N(f(b0),…,f(bn−1))\|f\| = N(f(b_0), \dots, f(b_{n-1})), then the image of the closed unit ball of the dual space {f∈V∗∣∥f∥≤1}\{f \in V^* \mid \|f\| \leq 1\} under Φ\Phi is the set {a∈Rn∣N(a)≤1}\{a \in \mathbb{R}^n \mid N(a) \leq 1\}.

definition

Equivalence between the dual unit ball and {a∈Rn∣N(a)≤1}\{ a \in \mathbb{R}^n \mid N(a) \leq 1 \}

Let VV be a finite-dimensional real normed vector space with a basis {bi}i=1n\{b_i\}_{i=1}^n. Suppose there exists a function N:Rn→RN : \mathbb{R}^n \to \mathbb{R} such that the norm of any continuous linear functional f:V→Rf : V \to \mathbb{R} is determined by its values on the basis, i.e., ∥f∥=N(f(b1),…,f(bn))\|f\| = N(f(b_1), \dots, f(b_n)). Then there is an equivalence between the closed unit ball of the dual space {f∈V→LR∣∥f∥≤1}\{ f \in V \to_L \mathbb{R} \mid \|f\| \leq 1 \} and the set of vectors {a∈Rn∣N(a)≤1}\{ a \in \mathbb{R}^n \mid N(a) \leq 1 \}, where each functional ff is identified with the vector of its coefficients ai=f(bi)a_i = f(b_i).

theorem

∥∑vibi∥=(∑∣vi∣p)1/p\|\sum v_i b_i\| = (\sum |v_i|^p)^{1/p} for ℓp\ell^p Normed Spaces

Let VV be a finite-dimensional real vector space with a basis {bi}i=1n\{b_i\}_{i=1}^n. Suppose the norm on VV is the ℓp\ell^p norm with respect to this basis, such that for any vector v∈Vv \in V, ∥v∥=(∑i=1n∣[v]bi∣p)1/p\|v\| = \left( \sum_{i=1}^n |[v]_b^i|^p \right)^{1/p}, where [v]bi[v]_b^i denotes the ii-th coordinate of vv in the basis bb. Then, for any sequence of coefficients vj∈Rv_j \in \mathbb{R}, the norm of the linear combination ∑j=1nvjbj\sum_{j=1}^n v_j b_j is equal to (∑i=1n∣vi∣p)1/p\left( \sum_{i=1}^n |v_i|^p \right)^{1/p}.

theorem

∥∑isgn(si)gibi∥≤1\|\sum_i \text{sgn}(s_i) g_i b_i\| \le 1 for ℓp\ell^p-bounded weights gg

Let VV be a finite-dimensional real vector space with a basis {bi}i=1n\{b_i\}_{i=1}^n. Suppose VV is equipped with an ℓp\ell^p norm relative to this basis, such that for any v∈Vv \in V, the norm is given by ∥v∥=(∑i=1n∣xi∣p)1/p\|v\| = \left( \sum_{i=1}^n |x_i|^p \right)^{1/p}, where xix_i are the coordinates of vv with respect to the basis. Let pp and qq be Hölder conjugate indices. For any vector s∈Rns \in \mathbb{R}^n and any sequence of non-negative real numbers gi≥0g_i \ge 0 satisfying ∑i=1ngip≤1\sum_{i=1}^n g_i^p \le 1, the norm of the linear combination of basis elements weighted by the sign of sis_i and the magnitude gig_i is at most 11: ∥∑i=1n(sgn(si)gi)bi∥≤1 \left\| \sum_{i=1}^n (\text{sgn}(s_i) g_i) b_i \right\| \le 1

theorem

Existence of ww with ∥w∥≤1\|w\| \leq 1 such that f(w)=(∑i∣f(bi)∣q)1/qf(w) = \left( \sum_i |f(b_i)|^q \right)^{1/q}

Let VV be a finite-dimensional real vector space with a basis {bi}i∈I\{b_i\}_{i \in I}. Let pp and qq be Hölder conjugate exponents (i.e., 1/p+1/q=11/p + 1/q = 1). Suppose VV is equipped with the ℓp\ell^p norm relative to the basis, such that for any vector v∈Vv \in V, its norm is given by ∥v∥=(∑i∣xi∣p)1/p\|v\| = \left( \sum_i |x_i|^p \right)^{1/p}, where xix_i are the coordinates of vv with respect to the basis {bi}\{b_i\}. For any continuous linear functional f:V→Rf: V \to \mathbb{R}, there exists a vector w∈Vw \in V in the unit ball (∥w∥≤1\|w\| \leq 1) such that f(w)=(∑i∣f(bi)∣q)1/q.f(w) = \left( \sum_i |f(b_i)|^q \right)^{1/q}.

theorem

The Operator Norm of a Functional on ℓp\ell^p Equals the ℓq\ell^q Norm of its Basis Values

Let VV be a finite-dimensional real vector space with a basis {bi}\{b_i\}. Suppose the norm on VV is defined as the ℓp\ell^p norm of the coordinates relative to this basis, such that for any vector v=∑ivibiv = \sum_i v_i b_i, its norm is ∥v∥=(∑i∣vi∣p)1/p\|v\| = \left( \sum_i |v_i|^p \right)^{1/p}. If qq is the Hölder conjugate of pp (i.e., 1/p+1/q=11/p + 1/q = 1), then for any continuous linear functional f:V→Rf: V \to \mathbb{R}, its operator norm ∥f∥\|f\| is equal to the ℓq\ell^q norm of its values on the basis: ∥f∥=(∑i∣f(bi)∣q)1/q\|f\| = \left( \sum_i |f(b_i)|^q \right)^{1/q}

definition

Equivalence between the Dual Unit Ball of ℓp\ell^p and the ℓq\ell^q Unit Ball

Let VV be a finite-dimensional real vector space with a basis {bi}i=1n\{b_i\}_{i=1}^n. Suppose pp and qq are Hölder conjugate exponents (satisfying 1/p+1/q=11/p + 1/q = 1). Let VV be equipped with the ℓp\ell^p norm relative to this basis, such that for any vector v∈Vv \in V, ∥v∥=(∑i=1n∣vi∣p)1/p\|v\| = \left( \sum_{i=1}^n |v_i|^p \right)^{1/p} where viv_i are the coordinates of vv with respect to {bi}\{b_i\}. Then there is an equivalence between the closed unit ball of the dual space {f∈V→LR∣∥f∥≤1}\{ f \in V \to_L \mathbb{R} \mid \|f\| \leq 1 \} and the set of vectors in the closed ℓq\ell^q unit ball {a∈Rn∣∑i=1n∣ai∣q≤1}\{ a \in \mathbb{R}^n \mid \sum_{i=1}^n |a_i|^q \leq 1 \}, where a functional ff is identified with the vector of its values on the basis ai=f(bi)a_i = f(b_i).

theorem

f(v)=∑if(ei)vif(v) = \sum_i f(e_i) v_i for Linear Functionals on Rm\mathbb{R}^m

Let f:Rm→Rf: \mathbb{R}^m \to \mathbb{R} be a continuous linear functional. For any vector v∈Rmv \in \mathbb{R}^m, the value of ff at vv is given by the sum of the products of its values on the standard basis vectors and the coordinates of vv: f(v)=∑i=1mf(ei)vif(v) = \sum_{i=1}^m f(e_i) v_i where eie_i denotes the ii-th standard basis vector (the vector with 11 at index ii and 00 elsewhere) and viv_i denotes the ii-th component of vv.

theorem

Hölder Duality for the Supremum Norm: ∥f∥=∑i∣f(ei)∣\|f\| = \sum_i |f(e_i)|

For any continuous linear functional f:Rm→Rf : \mathbb{R}^m \to \mathbb{R} on the space Rm\mathbb{R}^m (equipped with the supremum norm), the operator norm ∥f∥\|f\| is equal to the ℓ1\ell^1 norm of the values of ff on the standard basis vectors eie_i: ∥f∥=∑i=1m∣f(ei)∣\|f\| = \sum_{i=1}^m |f(e_i)| where eie_i denotes the ii-th standard basis vector (the vector with 11 at index ii and 00 elsewhere).

theorem

The norm of a functional on L∞(Rm)L^\infty(\mathbb{R}^m) is the L1L^1 norm of its coefficients ∥f∥=∑i∣f(ei)∣\|f\| = \sum_i |f(e_i)|

Let f:Rm→Rf: \mathbb{R}^m \to \mathbb{R} be a continuous linear functional, where Rm\mathbb{R}^m is equipped with the supremum norm ∥v∥∞=max⁡i∣vi∣\|v\|_\infty = \max_i |v_i|. Then the operator norm of ff, denoted ∥f∥\|f\|, is equal to the L1L^1 norm of the values of ff on the standard basis eie_i: ∥f∥=∑i∣f(ei)∣\|f\| = \sum_{i} |f(e_i)| where eie_i is the ii-th standard basis vector (the function that is 11 at index ii and 00 elsewhere).

definition

Equivalence between the dual unit ball of ℓ∞\ell^\infty and the closed ℓ1\ell^1 unit ball

Let Rm\mathbb{R}^m be equipped with the supremum norm ∥x∥∞=max⁡i∣xi∣\|x\|_\infty = \max_{i} |x_i|. There is an equivalence between the closed unit ball of the dual space, {f:Rm→LR∣∥f∥≤1}\{ f : \mathbb{R}^m \to_L \mathbb{R} \mid \|f\| \leq 1 \}, and the closed ℓ1\ell^1 unit ball in Rm\mathbb{R}^m, {a∈Rm∣∑i=1m∣ai∣≤1}\{ a \in \mathbb{R}^m \mid \sum_{i=1}^m |a_i| \leq 1 \}. This equivalence identifies a continuous linear functional ff with the vector aa of its values on the standard basis, ai=f(ei)a_i = f(e_i).