Definition: Let matrix $A$ be $m$-by-$n$, let $\| \cdot\|_{\tilde{m}}$ be a vector norm on $\mathbb R^{m}$ and $\| \cdot\|_{\tilde{n}}$ be a vector norm on $\mathbb R^{n}$. Then $$\| A\|_{\tilde{m}\tilde{n}} := \max\limits_{x \in \mathbb R^{n} \setminus \{0\}} \frac{\| Ax\|_{\tilde{m}}}{\| x\|_{\tilde{n}}}$$ is called an operator norm.
Question: prove that Frobenius norm is not an operator norm.
Remark: you cannot suppose that the norm on $\mathbb R^{m}$ and the norm on the $\mathbb R^{n}$ are the same norm but in different space.For example: $\| \cdot\|_2 $in $\mathbb R^{n}$ and $\| \cdot\|_2 $ in $\mathbb R^{m}$ .
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no, I have tried for two days but without any progress. I asked a friend for help, but he didn't make it. – August Sep 13 '19 at 08:31
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Maybe you can show us what exactly you have tried. – Florian Sep 13 '19 at 09:17
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I'm not sure why this question gets downvoted. Obviously, the standard argument with the identity matrix does not work here (or is not straightforward to apply) as different vector norms are used in the domain and range of $A$. – Algebraic Pavel Sep 13 '19 at 19:13
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Related: https://math.stackexchange.com/q/2600330/339790 – Rodrigo de Azevedo Sep 13 '19 at 20:56
1 Answers
Frobenius matrix norm $\Vert A \Vert_F$ is defined for an $m \times n$ real matrix $A = [a_{ij}]$ as follows:
$$ \Vert A \Vert_F = \sqrt{ \sum\limits_{i = 1}^m \ \sum\limits_{j = 1}^n \ \ | a_{ij} |^2 } $$
Operator norm $\Vert A \Vert $ is defined for an $m \times n$ real matrix $A = [a_{ij}]$ as follows:
$$ \Vert A \Vert = \max\limits_{\mathbf{x} \in \mathbf{R}^n \backslash \{\mathbf{0}\}} \ \left[ {\Vert A \mathbf{x} \Vert_m \over \Vert \mathbf{x} \Vert_n} \right] $$
An important property of the operator norm $\Vert \cdot \Vert$ is that $$ \Vert I \Vert = 1 $$ where $I$ is the $n \times n$ identity matrix.
For the Frobenius norm, we see that $$ \Vert I \Vert_F = \sqrt{1 + 1 + \cdots + 1} = \sqrt{n} $$
This calculation establishes that the Frobenius norm is not an operator norm for all $n \times n$ matrices for which $n \geq 2$.
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