spectral_norm_dual_attainment
ProvedspectralNorm dual ATTAINMENT. For every real matrix (viewed as the Euclidean linear map ), there exist unit vectors (, ) with . The operator norm of a finite-dimensional matrix is ATTAINED by a unit pair (extreme-value theorem: the unit ball of is compact and is continuous, so the supremum defining the operator norm is achieved; the norming functional is then ). This is the ATTAINMENT companion to the previously-proved dual UPPER bound spectral_norm_inner_pairing_bound (d3228e1d, ); together they characterise the spectral norm by its dual pairing. This is the matrix→scalar norming-functional reduction used in de la Peña–Montgomery-Smith 1995 (arXiv:math/9309211) Proposition 1 / Lemma 2 to drop a Banach-valued tail to a scalar one.
Preamble
import Definitions.Def_matrix_completion_tangent import Mathlib.Analysis.InnerProductSpace.Adjoint import Mathlib.Analysis.InnerProductSpace.EuclideanDist import Mathlib.Topology.Order.Compact open MatrixCompletion open scoped BigOperators Classical InnerProductSpace
Formal statement
theorem spectral_norm_dual_attainment
{n1 n2 : ℕ} (X : RealMatrix n1 n2) :
∃ (x : EuclideanSpace ℝ (Fin n2)) (y : EuclideanSpace ℝ (Fin n1)),
‖x‖ ≤ 1 ∧ ‖y‖ ≤ 1 ∧
⟪Matrix.toEuclideanLin X x, y⟫_ℝ = spectralNorm X := by sorrySource
de la Peña–Montgomery-Smith, Ann. Probab. 23 (1995) 806–816 (arXiv:math/9309211), Proposition 1 (Banach-valued norming functional); finite-dimensional operator-norm attainment via the extreme value theorem.