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Linear Algebra, Theory And Applications, 2012a

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344 NORMS FOR FINITE DIMENSIONAL VECTOR SPACES<br />

in what follows. Note also that p p ′<br />

= p − 1. Then using the Holder inequality,<br />

||x + y|| p =<br />

≤<br />

=<br />

≤<br />

n∑<br />

|x i + y i | p<br />

i=1<br />

n∑<br />

|x i + y i | p−1 |x i | +<br />

i=1<br />

n∑<br />

|x i + y i | p p ′ |x i | +<br />

i=1<br />

i=1<br />

n∑<br />

|x i + y i | p−1 |y i |<br />

i=1<br />

n∑<br />

|x i + y i | p p ′ |y i |<br />

i=1<br />

(<br />

∑ n<br />

) 1/p<br />

′<br />

⎡( n<br />

) 1/p (<br />

∑<br />

n<br />

) ⎤ 1/p<br />

∑<br />

|x i + y i | p ⎣ |x i | p + |y i | p ⎦<br />

i=1<br />

= ||x + y|| p/p′ ( ||x|| p<br />

+ ||y|| p<br />

)<br />

so dividing by ||x + y|| p/p′ , it follows<br />

||x + y|| p ||x + y|| −p/p′ = ||x + y|| ≤ ||x|| p<br />

+ ||y|| p<br />

(<br />

) )<br />

p − p p<br />

= p<br />

(1 − 1 ′<br />

p<br />

= p 1 ′ p =1. . <br />

It only remains to prove Lemma 14.1.3.<br />

Proofofthelemma:Let p ′ = q to save on notation and consider the following picture:<br />

b<br />

x<br />

x = t p−1<br />

t = x q−1<br />

i=1<br />

a<br />

t<br />

ab ≤<br />

∫ a<br />

0<br />

t p−1 dt +<br />

Note equality occurs when a p = b q .<br />

Alternate proof of the lemma: Let<br />

∫ b<br />

0<br />

x q−1 dx = ap<br />

p + bq<br />

q .<br />

f (t) ≡ 1 p (at)p + 1 ( ) q b<br />

,t>0<br />

q t<br />

You see right away it is decreasing for a while, having an asymptote at t = 0 and then<br />

reaches a minimum and increases from then on. Take its derivative.<br />

( ) q−1 ( )<br />

f ′ (t) =(at) p−1 b −b<br />

a +<br />

t t 2<br />

Set it equal to 0. This happens when<br />

t p+q = bq<br />

a p . (14.5)

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