Entries versus Frobenius norm
Statement
Show that for every .
Hint
Compare a single term with the sum of all terms.
For the right inequality, bound every by the same number.
Show solutionHide solution
Solution
Idea. A sum of non-negative numbers is at least its largest term and at most times its largest term.
Step 1: left inequality. Fix . Since all terms are non-negative,
Taking square roots, , and then take the maximum over .
Step 2: right inequality. Let . Then each and there are terms, so
Equality cases. The left inequality is an equality iff has at most one non-zero entry (e.g. ). The right one is an equality iff for all (e.g. the all-ones matrix, for which and ).
Remark. These inequalities show directly that the Frobenius norm and the max-entry norm are equivalent. They are the simplest instance of the fact (proved later) that all norms on are equivalent. In particular a sequence of matrices converges iff each entry converges.