Theorem of Pythagoras

Theorem 1. Let x and y be n 1 vectors. If x y = 0 then x+y

2 2 2 2

= x

+ y 2. 2

Proof. The denition of the two-norm and the distributivity of matrix multiplication imply x+y
2 2

= =

(x + y) (x + y) = x x + x y + y x + y y x
2 2

+ y

2 2

+ x y + y x.
2 2

By assumption x y = 0, hence y x = x y = 0, which implies x + y x 2 + y 2. 2 2 Congjians example x= 1 , 1 y= where 2 = 1

shows that x + y 2 = x 2 + y 2 although x y = 2 = 0. Note however that 2 2 2 the real part of x y is equal to zero. Below () denotes the real part of a complex number . Theorem 2. Let x and y be n 1 vectors. Then x + y only if (x y) = 0.
2 2

= x

2 2+

2 2

if and

Proof. The denition of the two-norm and the distributivity of matrix multiplication imply x+y
2 2

= =

(x + y) (x + y) = x x + x y + y x + y y x
2 2

+ y

2 2

+ x y + y x.
2 2

From y x = x y follows x y + y x = 2 (x y), Thus x + y and only if (x y) = 0.

= x

2 2

+ y

2 2

if

Innity norm
Theorem 3. If x is a n 1 column vector then limp x
p

= x

Proof. Here is a sketch of the proof. The statement is clearly true for x = 0, so assume that x = 0. As we showed in class for the one norm and the two norm, one can show that x x p for any integer p 1. Thus x

lim x p .
p

(1)

Without loss of generality, assume that the leading m components of x have largest magnitude, i.e. x1 . x = . , x = |x1 | = = |xm | > |xj |, m < j n. . xn Then x
p n

1/p |xj |p

= |x1 | m +

=
j=1

j=m+1 p

|xj | |x1 |

1/p ,

where |xj |/|x1 | < 1. Hence x

n
1/p

1/p

. Writing
1

n1/p = elog(n

= e p log n
p

shows that limp n1/p = 1. Therefore limp x (1) this implies limp x p = x .

Together with

Monotonicity of p-norms
Theorem 4. Let x be a n1 vector. If 1 p q are integers then x
q

x q.

Proof. This inequality is proved in section 2.10 of the 1959 book Inequalities by Hardy, Littlewood and Plya. o