I read a paper, which has the equation above $\|Z\|=\sup_{\|u\|=1,\|v\|=1} u^TZv$. Is this a well known norm and what is the closed form for this norm. Also what does this norm describe?
Thanks in advance.
I read a paper, which has the equation above $\|Z\|=\sup_{\|u\|=1,\|v\|=1} u^TZv$. Is this a well known norm and what is the closed form for this norm. Also what does this norm describe?
Thanks in advance.
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If $\|\cdot\|$ denotes the euclidian norm, for $Z\in\mathbb{R}^{n\times n}\setminus \{0\}$ we have \begin{gather} \sup_{\|v\|=1} \|Zv\|=\sup_{\|v\|=1,Zv\neq0} \frac{\|Zv\|^2}{\|Zv\|}= \sup_{\|v\|=1,Zv\neq0} (\frac{Zv}{\|Zv\|})^{\top} (Zv)\\ \leq \sup_{\|u|=1,\|v\|=1}u^\top (Zv)\stackrel{\mathrm{csi}}{\leq}\sup_{\|u|=1,\|v\|=1}\|u\|*\|Zv\| =\sup_{\|v\|=1}\|Zv\|. \end{gather}
This implies \begin{gather}\sup_{\|u|=1,\|v\|=1}u^\top Zv=\sup_{\|v\|=1} \|Zv\|,\end{gather} so your given norm is the spectral norm.