2.

Metrics on Rk
MAU22200 - Advanced Analysis

https://www.maths.tcd.ie/∼zaitsev/Adv-2020
Dmitri Zaitsev zaitsev@maths.tcd.ie

Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 1/6

Metrics dp on the k-dimensional space Rk

Definition (metrics dp on Rk for 1 ≤ p ≤ ∞)

For tuples x = (x1 , . . . , xk ), y = (y1 , . . . , yk ) ∈ Rk and p ≥ 1, define
P 1/p
k
dp (x, y ) := j=1 |xj − yj |p ,

d∞ (x, y ) := maxkj=1 |xj − yj |,

Exercise. Show that dp (x, y ) converges to d∞ (x, y ) as p → ∞ for every

fixed x and y .

Verification of (M1, M2) for dp (x, y ) for 1 ≤ p ≤ ∞

(M1) dp (x, y ) ≥ 0 obvious, while dp (x, y ) = 0 implies xj = yj for all
1 ≤ j ≤ k, hence x = y as tuples in Rk ; conversely, x = y obviously
implies dp (x, y ).
(M2) dp (x, y ) = dp (y , x) is obvious.
Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 2/6
Triangle inequality (M3) for dp (x, y ) - Verification
(M3) takes the form: dp (x, z) ≤ dp (x, y ) + dp (y , z)
For p = ∞ (`∞ metric) : d∞ (x, z) = maxj |xj − zj |
= max |xj −yj +yj −zj | ≤ maxj |xj −yj |+maxj |yj −zj | = d∞ (x, y )+d∞ (y , z),
j

For p = 1 (`1 or taxicab metric) : d1 (x, z) = j |xj − zj |

P
X P P
= |xj − yj + yj − zj | ≤ j |xj − yj | + j |yj − zj | = d1 (x, y ) + d1 (y , z),
j

qP
p
For p = 2 : |xj − zj |2 = (x − z|x − z) = kx−zk,
d2 (x, z) = j
qP
2
P
where (a|b) := j aj bj and kak = j aj are the Euclidean inner
product and norm. For a = x − y , b = y − z, compute squares of (M3):
d2 (x, z)2 = (a + b|a + b) = kak2 + 2(a|b) + kbk2
(d2 (x, y ) + d2 (y , z))2 = (kak + kbk)2 = kak2 + 2kakkbk + kbk2 .
Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 3/6
Cauchy-Schwarz and Hölder’s inequalities
(M3) follows from the Cauchy-Schwarz inequality |(a|b)| ≤ kakkbk, a
special case of the more general
Hölder’s inequality

1/p P
1/q 1 1
|aj |p |bj |q
P P
j |aj bj | ≤ j j for any p, q > 1 with p + q = 1.

xp yq
We’ll prove it as consequence of the Young’s inequality: xy ≤ p + q for
any real x, y > 0 and p, q as in Hölder’s inequality.
Proof of Young’s inequality.
xp yq
Fixing y and differentiating f (x) := p + q − xy , we obtain
1 1
f 0 (x) = x p−1 − y which is negative for x < y p−1 , zero at x = y p−1 and
1 1
positive for x > y p−1 . Hence f has minimum at x0 := y p−1 with
p
p−1 q 1 p
f (x0 ) = y p + yq − y p−1 y = y p−1 ( p1 + 1
q − 1) = 0 proving f (x) ≥ 0 for
all x and hence the Young’s inequality.
Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 4/6
Proof of Hölder’s inequality

Hölder’s inequality

1/p P
1/q
|aj |p |bj |q
P P
j |aj bj | ≤ j j

is obvious when a = 0 or b = 0 (as vectors). Otherwise normalize a, b by

a b
dividing by their norms to obtain xj := kakj p , yj := kbkj q , where
P
1
p p is the `p norm. Then the Hölder’s inequality takes
kakp := j |aj |
the form P
j xj yj ≤ 1.

Summing over j the Young’s inequalities xj yj ≤ p1 xjp + q1 yjq , we obtain

P 1 P p 1 P q 1 1
j xj yj ≤ p j xj + q j yj = p + q = 1 as desired.

Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 5/6

Minkowski’s inequality and dp
Minkowski’s inequality: For p ≥ 1 and vectors a, b,

1
1
1
|aj + bj |p |aj |p |bj |p
P P P
ka + bkp ≤ kakp + kbkp or j
p
≤ j
p
+ j
p

p
Proof. p = 1 was already considered, otherwise q := p−1 satisfies
1 1
(∗) p + q = 1 and (∗∗) (p − 1)q = p. By the triangle inequality for real
numbers,
p p−1 |a | + p−1 |b |,
P P P
j |aj + bj | ≤ j |aj + bj | j j |aj + bj | j

and applying Höder’s inequality to each sum, we obtain

P p ≤
P
 P
(p−1)q 1/q p 1/p +

P

p 1/p ,
j |a j + b j | j |aj + bj | j |aj | j |b j |

proving Minkowski’s inequality in view of (∗) and (∗∗).

Corollary. It follows from Minkowski’s inequality for a = y − x and
b = z − y that dp (x, y ) satisfies (M3), and hence is a metric, since we
already know it satisfies (M1) and (M2).
Dmitri Zaitsev (Trinity College Dublin) 2. Metrics on Rk 6/6