Thursday, September 20, 2018

linear algebra - Norm equivalence and the sequence limit of normalized vectors



Consider finite-dimensional vector spaces, on which two norms 1 and 2 are always equivalent. Then a sequence of vectors vkv w.r.t. norm 1 iff vkv w.r.t. norm 2.



The question is about sequence vkvk1vv1 w.r.t. norm 1, will this limit imply vkvk2vv2 w.r.t. norm 2 (or maybe a weaker claim that one convergence implies the other but the limit might be different)? I have trouble showing this is true. If this is false, anyone can help provide a counterexample? Thanks!



For example, (k,k),k=1,2,... satisfies (k,k)(k,k)p=(k,k)(kp+kp2)1p(1,0) for any p-norm.


Answer




Supposedly v0. Let uk=vk/vk1 and u=v/v10. By assumption, uku (with respect to both norms, because all norms are equivalent) and hence uk2u2 (because the norm function is continuous). Therefore
ukuk2uu221uk2uku2+|1uk21u2|u20.
Consequently, vk/vk2=uk/uk2u/u2=v/v2.


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