The solution for an exercise I was doing includes the following statement:
$\max_{||x||_2 = ||y||_2 = 1}|y^HAx|$ $\geq \max_{||x||_2 = 1}|x^HAx|$
I don't understand how this result is obtained. That is, why does $x = y$ in this case? I can see that it has something to do with the restriction on $x$ and $y$ in determining the maximum but cannot understand why equivalent 2-norms would imply equivalent results in vector-matrix multiplication. Is this a general result or specific to the case where $||x|| = 1$?
Let $S_1:=\{|x^HAx| :||x||_2 =1 \}$ and $S_2:=\{|y^HAx| :||x||_2= ||y||_2=1 \}$, then
$$ S_1 \subseteq S_2.$$
Hence $\max S_1 \le \max S_2.$