Operator Norm

The supremum of ||Tv|| over unit vectors, measuring the size of a linear map
Operator Norm

Let T:VWT:V\to W be a between normed vector spaces. The operator norm of TT is

T=supv0T(v)v=supv=1T(v). \|T\|=\sup_{v\neq 0}\frac{\|T(v)\|}{\|v\|}=\sup_{\|v\|=1}\|T(v)\|.

When VV is finite-dimensional (for example V=RkV=\mathbb{R}^k with the ), this supremum is finite and is attained by some unit vector.

The operator norm is submultiplicative: STST\|S\circ T\|\le \|S\|\,\|T\| whenever the composition makes sense.

Examples:

  • If T:RkRkT:\mathbb{R}^k\to\mathbb{R}^k is scalar multiplication by cRc\in\mathbb{R}, then T=c\|T\|=|c|.
  • The orthogonal projection P:R2R2P:\mathbb{R}^2\to\mathbb{R}^2, P(x,y)=(x,0)P(x,y)=(x,0), has P=1\|P\|=1.
  • Any rotation of R2\mathbb{R}^2 has operator norm 11 (it preserves Euclidean lengths).