Page 10 - Vector Analysis
P. 10

6 CHAPTER 1. Linear Algebra

1.3 Normed Vector Spaces

The norm introduced in Proposition 1.16 is a good way of measure the magnitude of vectors.
In general if a real-valued function can be used as a measurement of the magnitude of vectors
if certain properties are satisfied.

Definition 1.21. Let V be a vector space over scalar field F. A real-valued function } ¨ } :
V Ñ R is said to be a norm of V if

   1. }v} ě 0 for all v P V.

   2. }v} = 0 if and only if v = 0.

   3. }αv} = |α|}v} for all v P V and α P F.

   4. }v + w} ď }v} + }w} for all v, w P V.

The pair (V, } ¨ }) is called a normed vector space.

Example 1.22. Let V = Fn, and } ¨ }p be defined by

                                            $[ n            ]1
                                                ÿ |xi|p p
                                         ’                      if  1 ď p ă 8,
                                         &      i=1

                                }x}p =

                                            ’   max      |xi|   if p = 8 ,
                                            %
                                                1ďiďn

where x = (x1, ¨ ¨ ¨ , xn). The function } ¨ }p is a norm of Fn, and is called the p-norm of Fn.

Theorem 1.23 (Hölder’s inequality). Let 1 ď p ď 8. Then

                                     ˇˇ(x, y)ˇˇ ď }x}p}y}p1 @ x, y P Fn ,                                     (1.1)

where (¨, ¨) is the standard inner product on Fn and p1 is the conjugate of p satisfying
1     1
p  +  p1  =  1.

Proof. Let x = (x1, ¨ ¨ ¨ , xn) and y = (y1, ¨ ¨ ¨ , yn) be given. Without loss of generality we

can   assume     that  x  ‰  0  and  y  ‰   0.  Define   x  =   x/}x}p  and  y  =  y/}y}p1 .  Then  }xr}p  =  1  and
                                                         r                   r

}yr}p1 = 1. By Young’s inequality

                                        ab  ď   1 ap  +  1 bp1      @ a, b ě 0 ,
                                                p        p1
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