Let $T:\textbf{R}^{n}\to\textbf{R}^{m}$ be a linear transformation. Show that there exists a number $M > 0$ such that $\|Tx\|\leq M\|x\|$.

cauchy-schwarz-inequalitylinear algebrasolution-verification

Let $T:\textbf{R}^{n}\to\textbf{R}^{m}$ be a linear transformation. Show that there exists a number $M > 0$ such that $\|Tx\|\leq M\|x\|$. Conclude in particular that every linear transformation from $\textbf{R}^{n}$ to $\textbf{R}^{m}$ is continuous.

My solution

Let $[T]_{\mathcal{B}}^{\mathcal{B}'} = [T(e_{1})^{T},T(e_{2})^{T},\ldots,T(e_{n})^{T}]$, where $\mathcal{B} = \{e_{1},e_{2},\ldots,e_{n}\}$ and $\mathcal{B}' = \{f_{1},f_{2},\ldots,f_{m}\}$.

Thus, according to the triangle inequality as well as the Cauchy-Schwarz inequality, we have that
\begin{align*}
\|Tx\| & = \|x_{1}T(e_{1})^{T} + x_{2}T(e_{2})^{T} + \ldots + x_{n}T(e_{n})^{T}\|\\\\
& \leq|x_{1}|\|T(e_{1})^{T}\| + |x_{2}|\|T(e_{2})^{T}\| + \ldots + |x_{n}|\|T(e_{n})^{T}\|\\\\
& = \langle(|x_{1}|,|x_{2}|,\ldots,|x_{n}|),(\|T(e_{1})^{T}\|,\|T(e_{2})^{t}\|,\ldots,\|T(e_{n})^{T}\|)\rangle\\\\
& \leq \sqrt{|x_{1}|^{2} + |x_{2}|^{2} + \ldots + |x_{n}|^{2}}\sqrt{\|T(e_{1})^{T}\|^{2} + \|T(e_{2})^{T}\|^{2} + \ldots + \|T(e_{n})^{T}\|^{2}}
= M\|x\|
\end{align*}

where $M = \sqrt{\|T(e_{1})^{T}\|^{2} + \|T(e_{2})^{T}\|^{2} + \ldots + \|T(e_{n})^{T}\|^{2}}$ and we assume that $T\neq 0$.

If $T = 0$, then any $M + 1$ does the job.

Consequently, $T$ is continuous because it is Lipschitz.

I would like to know if I am reasoning correctly. Any other solution is equally welcome.

Best Answer

Yes, it correct! Well done! Basically this shows that every linear map between finite dimensional vector spaces is continuous.

One suggestion: I would write the basis $\mathcal{B}'= \{f_1, \dots, f_m\}$ because you already used $e_1, \dots, e_n$.

Maybe one nitpick: the question asks for $M > 0$. If $T= 0$, your proof gives $M=0$, but you can simply add $1$ to your choice of $M$.

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