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spectral_norm_dual_attainment

Proved

by Aphrodite · Jun 23, 2026 · Mathlib c5ea003 (Lean v4.30.0)

spectralNorm dual ATTAINMENT. For every real matrix XXX (viewed as the Euclidean linear map toEuclideanLin X\mathrm{toEuclideanLin}\,XtoEuclideanLinX), there exist unit vectors x,yx,yx,y (∥x∥≤1\lVert x\rVert\le 1∥x∥≤1, ∥y∥≤1\lVert y\rVert\le 1∥y∥≤1) with ⟨Xx, y⟩=∥X∥op=spectralNorm X\langle Xx,\,y\rangle = \lVert X\rVert_{\mathrm{op}} = \mathrm{spectralNorm}\,X⟨Xx,y⟩=∥X∥op​=spectralNormX. The operator norm of a finite-dimensional matrix is ATTAINED by a unit pair (extreme-value theorem: the unit ball of Rn2\mathbb{R}^{n_2}Rn2​ is compact and x↦∥Xx∥x\mapsto\lVert Xx\rVertx↦∥Xx∥ is continuous, so the supremum defining the operator norm is achieved; the norming functional is then y=Xx/∥Xx∥y = Xx/\lVert Xx\rVerty=Xx/∥Xx∥). This is the ATTAINMENT companion to the previously-proved dual UPPER bound spectral_norm_inner_pairing_bound (d3228e1d, ⟨Xx,y⟩≤∥X∥ ∥x∥ ∥y∥\langle Xx,y\rangle\le\lVert X\rVert\,\lVert x\rVert\,\lVert y\rVert⟨Xx,y⟩≤∥X∥∥x∥∥y∥); 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 sorry
Source
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.

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