Dual norm


In functional analysis, the dual norm is a measure of the "size" of each continuous linear functional defined on a normed vector space.

Definition

Let be a normed vector space with norm and let be the dual space. The dual norm of a continuous linear functional belonging to is defined to be the real number
where denotes the supremum.
The map defines a norm on.
The dual norm is a special case of the operator norm defined for each linear map between normed vector spaces.
The topology on induced by turns out to be as strong as the weak-* topology on.
If the ground field of is complete then is a Banach space.

The double dual of a normed linear space

The double dual of is the dual of the normed vector space. There is a natural map. Indeed, for each in define
The map is linear, injective, and distance preserving. In particular, if is complete, then is an isometry onto a closed subspace of.
In general, the map is not surjective. For example, if is the Banach space consisting of bounded functions on the real line with the supremum norm, then the map is not surjective.. If is surjective, then is said to be a reflexive Banach space. If then the space is a reflexive Banach space.

Mathematical Optimization

Let be a norm on The associated dual norm, denoted is defined as
The dual norm can be interpreted as the operator norm of, interpreted as a matrix, with the norm on, and the absolute value on :
From the definition of dual norm we have the inequality
which holds for all and. The dual of the dual norm is the original norm: we have for all.
The dual of the Euclidean norm is the Euclidean norm, since
The dual of the -norm is the -norm:
and the dual of the -norm is the -norm.
More generally, Hölder's inequality shows that the dual of the -norm is the -norm, where, satisfies, i.e.,
As another example, consider the - or spectral norm on. The associated dual norm is
which turns out to be the sum of the singular values,
where This norm is sometimes called the nuclear norm.

Examples

Dual norm for matrices

The Frobenius norm defined by
is self-dual, i.e., its dual norm is
The spectral norm, a special case of the induced norm when, is defined by the maximum singular values of a matrix, i.e.,
has the nuclear norm as its dual norm, which is defined by
for any matrix where denote the singular values.

Some basic results about the operator norm

More generally, let and be topological vector spaces, and be the collection of all bounded linear mappings of into. In the case where and are normed vector spaces, can be normed in a natural way.
Proof. A subset of a normed space is bounded if and only if it lies in some multiple of the unit sphere; thus for every if is a scalar, then so that
The triangle inequality in shows that
for every with. Thus
If, then for some ; hence. Thus, is a normed space.
Assume now that is complete, and that is a Cauchy sequence in. Since
and it is assumed that as, is a Cauchy sequence in for every. Hence
exists. It is clear that is linear. If, for sufficiently large and. It follows
for sufficiently large. Hence, so that and. Thus in the norm of. This establishes the completeness of
When is a scalar field so that is the dual space of.
Proof. Since, when is the scalar field, is a corollary of Theorem 1. Fix. There exists such that
but,
for every. follows from the above. Since the open unit ball of is dense in, the definition of shows that if and only if for every. The proof for now follows directly.