[Math] Infinity matrix norm is maximum row sum norm

linear algebra

I want to prove that the infinity matrix norm is maximum row sum norm.
I've shown that for $\|x\|_{\infty}=1$ $$||Ax||_{\infty} = \max_{i}\left|\sum^n_{j=1}a_{ij}x_j \right| \leq \max_{i}\sum^{n}_{j=1} |a_{ij}|\|x\|_{\infty}= \max_{i}\sum^{n}_{j=1} |a_{ij}|.$$
Now I need to show that there exists vector $x$ with $\|x\|_{\infty}=1$ for which this inequality becomes equality. And I'm stuck here. How do I proceed? What is the correct $x$?

Best Answer

Suppose the maximum sum $\sum_{j=1}^n |a_{ij}|$ is gained in row number $i$. Then for each $j$ let $x_j=1$ if $a_{ij}\geq 0$ and $x_j=-1$ if $a_{ij}<0$. Then take $x=(x_1,...,x_n)$. That way for each $j$ we have $a_{ij}x_j=|a_{ij}|$ and hence for each row $k$ we get:

\begin{align*} \left|\sum_{j=1}^n a_{kj}x_j\right| &\leq \sum_{j=1}^n \left|a_{kj}x_j\right|\\ &=\sum_{j=1}^n \left|a_{kj}\right|\\ &\leq \sum_{j=1}^n \left|a_{ij}\right|\\ &=\left|\sum_{j=1}^n a_{ij}x_j \right| \end{align*}

Hence $\|Ax\|_\infty=\sum_{j=1}^n |a_{ij}|$.