Using Hölder's inequality to prove statement for a specific vector $u$
$begingroup$
Suppose that $uinmathbb{R}^{ntimes 1}$ is such that $sum_{i=1}^n u_i=0$.
Prove that $|u^top v|leq||u||_ 1(frac{v_{max}-v_{min}}2)$, where $v_{max}=max |v_i|$ and $v_{min}=min|v_i|$ for any $v in mathbb{R}^{ntimes 1}$.
I tried to prove this similarly to how my professor did it, using the fact that $|u^top(v-alpha e)|=|u^top v|$ if $e=(1,cdots,1)$ and $alpha$ is any real number because the sum of the components of $u$ is $0$. Then I used Hölder's inequality to get $|u^top v|leq||u||_1||v-alpha e||_infty$, and this is where I got stuck.
My professor does not justify why $$inf ||v-alpha e||_infty =frac{v_{max}-v_{min}}2.$$ I guess that the average of the maximum and minimum values of $v$ could minimize $||cdot||_infty$, but I'm not really convinced without a proper explanation and I can't prove it myself.
I guess what we really need to find is $$lim_{ptoinfty} inf_alpha (sum_{i=1}^n |v_i - alpha|^p)^frac1p $$ (because the limit of the p-norms is $||cdot||_infty$), which does not sound so easy and straightforward, though maybe it actually is and I'm not seeing how.
real-analysis linear-algebra matrices
$endgroup$
add a comment |
$begingroup$
Suppose that $uinmathbb{R}^{ntimes 1}$ is such that $sum_{i=1}^n u_i=0$.
Prove that $|u^top v|leq||u||_ 1(frac{v_{max}-v_{min}}2)$, where $v_{max}=max |v_i|$ and $v_{min}=min|v_i|$ for any $v in mathbb{R}^{ntimes 1}$.
I tried to prove this similarly to how my professor did it, using the fact that $|u^top(v-alpha e)|=|u^top v|$ if $e=(1,cdots,1)$ and $alpha$ is any real number because the sum of the components of $u$ is $0$. Then I used Hölder's inequality to get $|u^top v|leq||u||_1||v-alpha e||_infty$, and this is where I got stuck.
My professor does not justify why $$inf ||v-alpha e||_infty =frac{v_{max}-v_{min}}2.$$ I guess that the average of the maximum and minimum values of $v$ could minimize $||cdot||_infty$, but I'm not really convinced without a proper explanation and I can't prove it myself.
I guess what we really need to find is $$lim_{ptoinfty} inf_alpha (sum_{i=1}^n |v_i - alpha|^p)^frac1p $$ (because the limit of the p-norms is $||cdot||_infty$), which does not sound so easy and straightforward, though maybe it actually is and I'm not seeing how.
real-analysis linear-algebra matrices
$endgroup$
add a comment |
$begingroup$
Suppose that $uinmathbb{R}^{ntimes 1}$ is such that $sum_{i=1}^n u_i=0$.
Prove that $|u^top v|leq||u||_ 1(frac{v_{max}-v_{min}}2)$, where $v_{max}=max |v_i|$ and $v_{min}=min|v_i|$ for any $v in mathbb{R}^{ntimes 1}$.
I tried to prove this similarly to how my professor did it, using the fact that $|u^top(v-alpha e)|=|u^top v|$ if $e=(1,cdots,1)$ and $alpha$ is any real number because the sum of the components of $u$ is $0$. Then I used Hölder's inequality to get $|u^top v|leq||u||_1||v-alpha e||_infty$, and this is where I got stuck.
My professor does not justify why $$inf ||v-alpha e||_infty =frac{v_{max}-v_{min}}2.$$ I guess that the average of the maximum and minimum values of $v$ could minimize $||cdot||_infty$, but I'm not really convinced without a proper explanation and I can't prove it myself.
I guess what we really need to find is $$lim_{ptoinfty} inf_alpha (sum_{i=1}^n |v_i - alpha|^p)^frac1p $$ (because the limit of the p-norms is $||cdot||_infty$), which does not sound so easy and straightforward, though maybe it actually is and I'm not seeing how.
real-analysis linear-algebra matrices
$endgroup$
Suppose that $uinmathbb{R}^{ntimes 1}$ is such that $sum_{i=1}^n u_i=0$.
Prove that $|u^top v|leq||u||_ 1(frac{v_{max}-v_{min}}2)$, where $v_{max}=max |v_i|$ and $v_{min}=min|v_i|$ for any $v in mathbb{R}^{ntimes 1}$.
I tried to prove this similarly to how my professor did it, using the fact that $|u^top(v-alpha e)|=|u^top v|$ if $e=(1,cdots,1)$ and $alpha$ is any real number because the sum of the components of $u$ is $0$. Then I used Hölder's inequality to get $|u^top v|leq||u||_1||v-alpha e||_infty$, and this is where I got stuck.
My professor does not justify why $$inf ||v-alpha e||_infty =frac{v_{max}-v_{min}}2.$$ I guess that the average of the maximum and minimum values of $v$ could minimize $||cdot||_infty$, but I'm not really convinced without a proper explanation and I can't prove it myself.
I guess what we really need to find is $$lim_{ptoinfty} inf_alpha (sum_{i=1}^n |v_i - alpha|^p)^frac1p $$ (because the limit of the p-norms is $||cdot||_infty$), which does not sound so easy and straightforward, though maybe it actually is and I'm not seeing how.
real-analysis linear-algebra matrices
real-analysis linear-algebra matrices
edited Jan 2 at 20:27
Namaste
1
1
asked Jan 2 at 19:28
AstlyDichrarAstlyDichrar
41738
41738
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$begingroup$
Note that
$$
v_{min}-alpha leq v_i-alpha leq v_max-alpha,
$$and thus
$$
max_i |v_i -alpha|= max{|v_min -alpha|, |v_max - alpha|}.
$$ The right-hand side is the maximum of $d(v_min, alpha)$ and $d(v_max, alpha)$. One can see that the minimizer of it is $$alpha =frac{v_min + v_max}{2}$$ and $$
inf_{alphain mathbb{R}} |v - alpha e|_infty = frac{v_max - v_min}{2}
$$ follows.
$endgroup$
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
add a comment |
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1 Answer
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1 Answer
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$begingroup$
Note that
$$
v_{min}-alpha leq v_i-alpha leq v_max-alpha,
$$and thus
$$
max_i |v_i -alpha|= max{|v_min -alpha|, |v_max - alpha|}.
$$ The right-hand side is the maximum of $d(v_min, alpha)$ and $d(v_max, alpha)$. One can see that the minimizer of it is $$alpha =frac{v_min + v_max}{2}$$ and $$
inf_{alphain mathbb{R}} |v - alpha e|_infty = frac{v_max - v_min}{2}
$$ follows.
$endgroup$
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
add a comment |
$begingroup$
Note that
$$
v_{min}-alpha leq v_i-alpha leq v_max-alpha,
$$and thus
$$
max_i |v_i -alpha|= max{|v_min -alpha|, |v_max - alpha|}.
$$ The right-hand side is the maximum of $d(v_min, alpha)$ and $d(v_max, alpha)$. One can see that the minimizer of it is $$alpha =frac{v_min + v_max}{2}$$ and $$
inf_{alphain mathbb{R}} |v - alpha e|_infty = frac{v_max - v_min}{2}
$$ follows.
$endgroup$
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
add a comment |
$begingroup$
Note that
$$
v_{min}-alpha leq v_i-alpha leq v_max-alpha,
$$and thus
$$
max_i |v_i -alpha|= max{|v_min -alpha|, |v_max - alpha|}.
$$ The right-hand side is the maximum of $d(v_min, alpha)$ and $d(v_max, alpha)$. One can see that the minimizer of it is $$alpha =frac{v_min + v_max}{2}$$ and $$
inf_{alphain mathbb{R}} |v - alpha e|_infty = frac{v_max - v_min}{2}
$$ follows.
$endgroup$
Note that
$$
v_{min}-alpha leq v_i-alpha leq v_max-alpha,
$$and thus
$$
max_i |v_i -alpha|= max{|v_min -alpha|, |v_max - alpha|}.
$$ The right-hand side is the maximum of $d(v_min, alpha)$ and $d(v_max, alpha)$. One can see that the minimizer of it is $$alpha =frac{v_min + v_max}{2}$$ and $$
inf_{alphain mathbb{R}} |v - alpha e|_infty = frac{v_max - v_min}{2}
$$ follows.
answered Jan 2 at 19:48
SongSong
16.6k11043
16.6k11043
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
add a comment |
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
$begingroup$
Oh, I get it now. We want to pick an $alpha$ that makes both terms we want to find the maximum of be the same will minimize the maximum. Thanks for the explanation!
$endgroup$
– AstlyDichrar
Jan 2 at 22:19
add a comment |
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