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
for
For any real numbers and such that , the absolute value of the product of the sign of and is less than or equal to , written as .
Hölder's Inequality for Finite Sums
For any natural number , let and be real numbers that are Hölder conjugate (satisfying ). For any two sequences of real numbers and , the absolute value of their dot product is bounded by the product of their and norms:
for
For any real numbers and , the inequality holds if and only if .
The -th coordinate of is
Let be a basis for a finite-dimensional real vector space . For any vector of coefficients and any index , the -th coordinate of the linear combination with respect to the basis is equal to .
for a linear functional and basis
Let be a finite-dimensional real normed vector space and be a basis for . For any continuous linear functional and any vector , the value of the functional applied to the vector is given by the sum where are the basis vectors and is the -th coordinate of in the basis .
Continuous linear functional from basis coefficients
Given a basis of a finite-dimensional real normed vector space and a sequence of scalars , `HolderDual.ofCoeffs b a` is the unique continuous linear functional such that for every .
The functional defined by coefficients satisfies
Let be a finite-dimensional real normed vector space with a basis . For any vector of scalars , the continuous linear functional defined by the coefficients relative to the basis (denoted as `ofCoeffs b a`) satisfies for every .
Linear equivalence via basis values
Given a basis of a finite-dimensional real normed vector space , `HolderDual.coeffEquiv b` is the linear equivalence between the continuous dual space and the coordinate space . It maps a continuous linear functional to the vector of its values on the basis elements, .
The -th component of `coeffEquiv` applied to is
Let be a finite-dimensional real normed vector space with a basis . For any continuous linear functional and any index , the -th component of the coordinate vector associated with under the linear equivalence `coeffEquiv` is equal to the value of the functional evaluated at the -th basis element, i.e., .
Let be a finite-dimensional real normed vector space with a basis . Let be the linear equivalence that maps a continuous linear functional to the vector of its values on the basis elements, . For any vector and any index , the functional obtained from the inverse mapping, , satisfies .
The image of the dual unit ball in coordinates is
Let be a finite-dimensional real normed vector space with a basis . Let be the linear equivalence (denoted as `coeffEquiv b`) that maps a continuous linear functional to the vector of its values on the basis elements, . If there exists a function such that the norm of any functional is determined by its coordinates as , then the image of the closed unit ball of the dual space under is the set .
Equivalence between the dual unit ball and
Let be a finite-dimensional real normed vector space with a basis . Suppose there exists a function such that the norm of any continuous linear functional is determined by its values on the basis, i.e., . Then there is an equivalence between the closed unit ball of the dual space and the set of vectors , where each functional is identified with the vector of its coefficients .
for Normed Spaces
Let be a finite-dimensional real vector space with a basis . Suppose the norm on is the norm with respect to this basis, such that for any vector , , where denotes the -th coordinate of in the basis . Then, for any sequence of coefficients , the norm of the linear combination is equal to .
for -bounded weights
Let be a finite-dimensional real vector space with a basis . Suppose is equipped with an norm relative to this basis, such that for any , the norm is given by , where are the coordinates of with respect to the basis. Let and be Hölder conjugate indices. For any vector and any sequence of non-negative real numbers satisfying , the norm of the linear combination of basis elements weighted by the sign of and the magnitude is at most :
Existence of with such that
Let be a finite-dimensional real vector space with a basis . Let and be Hölder conjugate exponents (i.e., ). Suppose is equipped with the norm relative to the basis, such that for any vector , its norm is given by , where are the coordinates of with respect to the basis . For any continuous linear functional , there exists a vector in the unit ball () such that
The Operator Norm of a Functional on Equals the Norm of its Basis Values
Let be a finite-dimensional real vector space with a basis . Suppose the norm on is defined as the norm of the coordinates relative to this basis, such that for any vector , its norm is . If is the Hölder conjugate of (i.e., ), then for any continuous linear functional , its operator norm is equal to the norm of its values on the basis:
Equivalence between the Dual Unit Ball of and the Unit Ball
Let be a finite-dimensional real vector space with a basis . Suppose and are Hölder conjugate exponents (satisfying ). Let be equipped with the norm relative to this basis, such that for any vector , where are the coordinates of with respect to . Then there is an equivalence between the closed unit ball of the dual space and the set of vectors in the closed unit ball , where a functional is identified with the vector of its values on the basis .
for Linear Functionals on
Let be a continuous linear functional. For any vector , the value of at is given by the sum of the products of its values on the standard basis vectors and the coordinates of : where denotes the -th standard basis vector (the vector with at index and elsewhere) and denotes the -th component of .
Hölder Duality for the Supremum Norm:
For any continuous linear functional on the space (equipped with the supremum norm), the operator norm is equal to the norm of the values of on the standard basis vectors : where denotes the -th standard basis vector (the vector with at index and elsewhere).
The norm of a functional on is the norm of its coefficients
Let be a continuous linear functional, where is equipped with the supremum norm . Then the operator norm of , denoted , is equal to the norm of the values of on the standard basis : where is the -th standard basis vector (the function that is at index and elsewhere).
Equivalence between the dual unit ball of and the closed unit ball
Let be equipped with the supremum norm . There is an equivalence between the closed unit ball of the dual space, , and the closed unit ball in , . This equivalence identifies a continuous linear functional with the vector of its values on the standard basis, .
