If $x \in \mathbb{R}^n$, how can I compute this?
$$\max\{v^Tx :\, v \in \mathbb{R}^n \textrm{ and } \|v\| = 1\}$$
here, $\|\cdot\|$ is euclidean norm.
If $x \in \mathbb{R}^n$, how can I compute this?
$$\max\{v^Tx :\, v \in \mathbb{R}^n \textrm{ and } \|v\| = 1\}$$
here, $\|\cdot\|$ is euclidean norm.
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The maximum value is $||x||$ because you can observe that
$v^tx=||v||||x||\cos(\theta(v,x))=||x||\cos(\theta(v,x))$
Thus the maximum value there is only for $v=\lambda x$ but $||v||=1$ so
$$|\lambda| =\frac{1}{||x||}$$
This means that
$$\sup_v v^tx=\frac{x^t}{||x||}x=\frac{||x||^2}{||x||}=||x||$$