For a bounded linear operator , write the weak square norm of a finite family as
It is a 2-summing operator if for all finite families, and is the least such . This specializes the definition of an absolutely p-summing operator.
First let , be Hilbert spaces. For the column operator , , the Riesz representation theorem gives . If is a Hilbert-Schmidt operator, the Parseval identity applied to orthonormal bases gives
Thus . Conversely test the summing inequality on any finite orthonormal family in . Its weak square norm is , by the Bessel inequality, with equality by choosing one of its vectors. Hence . Taking the supremum over finite subsets of an orthonormal basis proves the Hilbert-Schmidt operator condition and the reverse norm inequality. These basis sums work even for nonseparable Hilbert spaces, being understood as suprema of finite subsums. Therefore
For an -dimensional normed vector space , again associate a family with . By the Hahn-Banach theorem and scalar Euclidean duality,
Let be the orthogonal projection onto , whose dimension is at most . Since , the trace of gives
This proves for every norm, without comparing that norm to an arbitrary Euclidean norm.
To obtain equality and the projection bound, choose a maximum-volume centered ellipsoid inside the unit ball and use coordinates in which it is the Euclidean ball . In the real case this is the John ellipsoid; in the complex case maximize among Hermitian ellipsoids. There are unit contact vectors and positive weights with the John contact decomposition
For completeness, the maximum-volume argument gives this identity. If were outside the closed convex cone of the contact matrices, finite-dimensional separation would supply a symmetric, or Hermitian, matrix with and at every contact. The cone is closed because its compact generators have trace one. Subtract a sufficiently small multiple of the identity to make all contact inequalities strict while retaining positive trace. The support function of decreases near the contact directions for small ; away from them the strict gap between the support functions of and permits the same small deformation. Thus this deformed ball still lies in . Its volume increases, since the real determinant is in the real case and in the complex case. This contradicts maximality. The finite-dimensional convex-cone representation gives finitely many contacts, and taking traces gives the sum of the weights.
At a contact , a supporting hyperplane to also supports . The Euclidean ball has a unique supporting direction there, so the corresponding functional is and has dual norm one on . In the complex case balancedness of turns the real support bound into . Also gives . For any dual-unit functional , this containment implies that its Euclidean norm is at most one. Apply the summing definition to :
The weak square norm is exactly one, since any contact functional attains that Euclidean norm. Hence . Together with the upper estimate, the norm is
This proves the 2-summing norm of a finite-dimensional identity formula.
Finally retain the preceding finite-dimensional hypothesis when . Extend each to a dual-unit functional on using the real or complex Hahn-Banach theorem. Define
The contact identity gives , hence and its range is . The synthesis operator has Euclidean operator norm one, because its product with its adjoint is the identity. Therefore
Thus the linear projection satisfies , the Kadec-Snobar projection bound. If , the zero projection gives the same conclusion. No assertion about arbitrary infinite-dimensional subspaces is required.
Let be an extreme point and consider its active constraints. Their row vectors span . Otherwise a nonzero vector is orthogonal to every active row. All inactive inequalities have strictly positive slack; since there are finitely many, a sufficiently small makes both and feasible. Their midpoint is , contradicting extremality.
Choose independent active rows and write the corresponding equalities as . The matrix has integer entries, so is a nonzero integer and . By Cramer's rule,
where replaces column by . Every entry of has absolute value at most , even when is real. The determinant expansion has terms, each with absolute value at most . Therefore
This proves the integer-matrix vertex coordinate bound; only the denominator determinant requires integrality.
For an exact finite-input ellipsoid method, the numerical data must have a specified encoding. In the standard model the input is the dimensions, the integer matrix and a rational right-hand side in binary, together with bounds derived from their encoding lengths. The vertex estimate above remains valid for arbitrary real , but arbitrary unencoded reals do not by themselves specify an exact computational decision problem. Clear the rational row denominators to obtain an equivalent integer system, and let bound the resulting integer coefficients and right-hand sides.
Two precautions make a feasibility account valid even for unbounded or lower-dimensional polyhedra. First, nonempty polyhedra need not have extreme points. Nevertheless they have a feasible point in the box with . To prove this feasible-point box bound for a polyhedron with lines, intersect the polyhedron with an orthant containing one feasible point. Minimize the sum of the signed coordinates in that orthant. Its nonempty sublevel sets are closed and bounded, so the minimum is attained. The compact minimum face has an extreme point, which is also extreme in the orthant intersection. Its active rows come from the integer system and signed coordinate inequalities, still bounded by . Applying the proved vertex estimate gives the box bound. This is an existence argument; the algorithm need not enumerate all orthants.
Second, a nonempty feasible set can have zero ambient volume. Use a small uniform relaxation with a certified rational infeasibility gap, rather than stopping on volume alone. For the integer system , put
The normalized integer Farkas infeasibility gap says that if the system is empty there is a multiplier with , and . Its bound follows by maximizing the certificate's value in the normalized multiplier polytope: a vertex has at most positive entries, and a determinant denominator bounded by . Any point satisfying the relaxed inequalities would then give the contradiction
Thus relaxation preserves emptiness. If the original system is nonempty, take its point . The bounded relaxed set
contains a Euclidean ball around of radius : each row changes by at most , and the expanded box leaves room for the ball. Hence is either empty or has an explicit positive inner-volume bound. This is the full-dimensional relaxation of integer inequalities principle.
Start with a ball, viewed as an ellipsoid, centered at zero with radius , which contains the search box. At each iteration test its center against all inequalities defining . If the center is feasible, the preserved-emptiness result answers that the original problem is nonempty. Otherwise a violated row supplies a separation oracle cut. Move that cut parallel to itself through the current center if necessary, and compute a smaller containing ellipsoid for the surviving half. Every feasible point remains in the new ellipsoid.
The central-cut ellipsoid volume bound gives a shrinkage factor at most for . After cuts, the volume is below that of a radius- ball. If no feasible center has been found, and therefore the original system are empty. Dimension one uses interval bisection. The logarithms of , and are polynomial in the encoded input size. Standard outward-controlled finite-precision ellipsoid updates preserve enclosure with polynomial bit complexity.
The coordinate bound therefore supplies the initial bounded search region; the rational gap supplies a valid stopping threshold. Neither unboundedness nor zero volume of the original polyhedron can be ignored when deciding emptiness.
A linear polyhedron is full-dimensional if its affine hull is . For a convex set, this is equivalent to containing an open Euclidean ball: an open ball has full affine span, while affinely independent points in the set span a simplex with nonempty interior. In particular, a nonempty linear polyhedron need not be full-dimensional; a singleton or a hyperplane is an example.
Assume , increasing the coefficient bound to one if necessary. If and denotes the th row, then . For and , the Cauchy-Schwarz inequality gives
Thus with , proving that is a full-dimensional linear polyhedron. This part works for every positive ; the particular small value also ensures that relaxation cannot create feasibility when is empty.
Here is that exact-feasibility point. Put . If is empty, a Farkas certificate for linear inequalities gives with and . Normalize , and maximize over the compact linear polyhedron
Choose a maximizing extreme point. Its positive support has size : a dependence among its supported columns would permit small perturbations of both signs in , contradicting extremality. Select independent equations for those coordinates. Cramer's rule expresses them over a common nonzero integer determinant , with . Since is integer and , its numerator is a positive integer after choosing a positive denominator. Hence . This is the normalized integer Farkas infeasibility gap. A point in would imply
a contradiction. Consequently if and only if .
The ellipsoid method takes the integer matrix , vector , dimension , and a bound (or their binary encodings). It computes the prescribed , an inner radius , and an outer radius whose logarithms have polynomial size. For an explicit outer bound, let . A nonempty has a rational feasibility certificate for integer inequalities with . To see this bound, intersect with an orthant containing a feasible point. This intersection is a nonempty linear polyhedron containing no whole nontrivial affine line, and it has an extreme point. Indeed, if its active rows do not yet span the ambient space, move along a nonzero direction annihilating them. The orthant prevents motion in both directions from being feasible forever, so in at least one direction a new independent row becomes active. Repeating at most times produces an extreme point. At that point choose independent active constraints, including coordinate constraints where needed. Cramer's rule and the Hadamard determinant inequality bound the numerators by , while a nonzero integer denominator has absolute value at least one. Thus the point has norm at most . Choosing ensures that, whenever is nonempty, an entire radius- Euclidean ball in lies inside .
Start with the ellipsoid and retain . At each iteration test the centre against every relaxed inequality. If it passes all tests, is nonempty and hence so is . Otherwise a violated row gives the separation oracle: the feasible set lies in . Cut the current ellipsoid by this half-space through its centre and replace it by the standard containing ellipsoid. Every step retains and, for , reduces Lebesgue measure by a factor at most . In dimension one the corresponding step bisects an interval.
If more than cuts occur without finding a feasible centre, the Lebesgue measure is smaller than that of a radius- ball. This contradicts the retained ball whenever is nonempty, so the algorithm can declare empty. Both and are polynomial in and , and each inequality test uses arithmetic operations for rows. The bit implementation uses rational rounding with outward enlargement of the containing ellipsoids; the encoding bounds allow polynomial precision while keeping a constant fraction of the volume decrease. Detailed update and rounding formulae are not needed for this account. The essential role of the full-dimensional relaxation of integer inequalities is to supply a positive inner-volume bound without changing the emptiness decision; applying a Lebesgue measure stopping test directly to a lower-dimensional would fail.
By the spectral theorem for real symmetric matrices, choose an orthonormal eigenbasis with . If , then
Thus every point of the ellipsoid has distance at least from the origin. Equality holds precisely when
Both coefficients are strictly positive, so . The surface equation then gives . Therefore
Exactly two points attain the minimum. The strict ordering makes the largest-eigenvalue eigenspace one-dimensional; this is the equality case in nearest points to the origin on a positive-definite ellipsoid.
For a differentiable equality constraint, the Lagrange multiplier method finds candidate extrema by solving
The condition requires at the point: every tangent direction to the constraint is perpendicular to , and at a extremum the directional derivative of vanishes in every such direction. Thus is parallel to . One must then classify candidates and check any singular or boundary cases.
For the ellipsoid, its constraint gradient never vanishes on the surface, and its compactness guarantees a maximum and a minimum. The Lagrange multiplier equations become
If , then and , giving value . If , then ; neither nor can vanish on this part of the surface. Combining the first two equations gives , and then . The constraint yields and . Therefore
The maximum occurs at and its negative; the minimum at and its negative. To verify these are the global extrema, use
Equality is attained at exactly the points just found. The remaining two candidates have value between the extremal values.
If the center violates a constraint, choose a row with . Under the assumption of nonempty , this row cannot have . Every satisfies . Thus the central half-space
contains , and the given outer bound yields . Checking the rows of therefore supplies a separation oracle. If a violated row has zero normal, it instead certifies that is empty.
Whiten the ellipsoid by and rotate the cut normal to . The normalized current ellipsoid is the unit ball centered at zero. In the stated covering ellipsoid, for , the shape matrix has eigenvalue in the direction and in each of the other directions. The center does not affect volume, so
Using for and for gives
Therefore
This is the central-cut ellipsoid volume bound. Affine transformations preserve the ratio. The displayed matrix formula is undefined when ; in that case interval bisection gives the stronger ratio .
Undoing the normalization gives the general central-cut update
It preserves containment of the feasible region while reducing volume geometrically. After cuts the volume is less than . If a feasible region has a known positive-volume lower bound , more than unsuccessful cuts would be impossible. For rational inputs, outer-radius and positive-volume bounds of exponential size in a polynomial of the bit length therefore translate into a polynomial iteration count.
For a full ellipsoid method proof, two qualifications matter. A nonempty rational polyhedron may be lower-dimensional and have zero volume, so shrinking below a volume threshold alone cannot certify its emptiness. One uses a bounded-feasibility reduction and a sufficiently small rational relaxation or an affine-hull treatment, with input-dependent rational separation bounds. Also ellipsoid updates involve square roots, so a bit-complexity proof rounds with controlled outward error to preserve containment and a fixed volume decrease. With these precision bounds, and the polynomial-time row separation oracle here, the method establishes polynomial-time linear programming. The volume calculation is its essential geometric step, not by itself the entire complexity proof.
Write and change coordinates so that its John ellipsoid is , the Euclidean unit ball. Then the standard symmetric-body inequalities are
We give the contact argument underlying the construction. The John contact decomposition provides unit contact vectors and positive numbers such that
The last inequality follows because the supporting hyperplane of at must also support the contained Euclidean unit ball, hence has normal . For completeness, the decomposition follows from maximal volume as follows. If were not in the convex cone generated by at contact points, finite-dimensional separation would give a symmetric matrix with and at every contact. Subtract for small , retaining positive trace and obtaining strict negative values. For small , the support function is less than near all contact directions. On the compact complement of those neighbourhoods, has a positive minimum, so the perturbed ellipsoid remains inside there too. But its determinant is , contradicting maximum volume. The cone is closed: its generating contact matrices form a compact set of trace , so bounded traces bound their nonnegative coefficient sums. Finite-dimensional convexity then supplies finitely many contacts in the decomposition. Finally, for the identity gives , proving the second containment above.
Construct an orthonormal basis recursively. After have been chosen, let be their orthogonal complement. The orthogonal projection satisfies
As , some contact satisfies . Choose . This works through and gives
In particular, for .
Keep the contact vectors used for this basis. They lie in . Therefore, if , then and
For a standard Gaussian random vector in these coordinates, put . These centered Gaussian random variables have , and .
Here is a proof of the Sudakov-Fernique inequality needed for this finite family. Let with independent standard Gaussian random variables , so that for . Take independently and use
The Hessian is . Along , Gaussian integration by parts gives
Indeed, the one-dimensional identity follows by integrating the standard Gaussian density by parts, and applying it to a linear representation of these Gaussian vectors gives the covariance formula used here. Since , letting yields .
To estimate that last maximum, integrating the Gaussian density on gives for an absolute . With , independence shows
Its negative part has expectation at most . Hence for all sufficiently large , and adjusting covers every ; for these finitely many cases the expectation is strictly positive. For , . For use one contact vector and ; for the requested right side is zero. Thus
for an absolute , independent of both dimension and the norm.
For a -dimensional normed vector space, with unit ball and John ellipsoid , its volume ratio is
It is at least and invariant under invertible linear coordinate changes.
For , the unit ball has volume : its intersection with each orthant is the standard simplex of volume . Its John ellipsoid is . To verify maximum volume, let be any centered inscribed ellipsoid. For each sign vector , containment gives . Averaging over independent Rademacher random variables yields . The arithmetic-geometric mean inequality for its squared singular values gives . The scalar matrix attains this bound because . Centered ellipsoids suffice: if is contained in the symmetric convex unit ball, averaging it with gives the centered copy with the same volume.
Using the stated Euclidean ball volume and ,
since . Therefore uniformly in .
The subsequent assertion for an arbitrary -dimensional space is false as printed. Here is a counterexample independent of any asymptotic section theorem. Take . Its John ellipsoid is : an inscribed has every row of of Euclidean length at most , so the Hadamard inequality gives , attained by . Let be any -dimensional subspace and an orthonormal basis of it. The random unit vector
has . Since for each coordinate , the moment-generating function bound for independent Rademacher random variables gives
Choose ; the latter probability is at most , so some unit vector in has . The proposed section inequality would therefore force
Thus even one half-dimensional section cannot have the printed universal constant.
The valid orthogonal splitting with bounded volume ratio is that may depend on , and suffices. This supplies a dimension-independent constant for the preceding case, or whenever is bounded uniformly. We prove the complete qualified assertion, including its epsilon-net ingredient.
In John position, . Polar integration of the radial function gives
where is normalized spherical measure.
A maximal -separated subset of is an epsilon-net. Balls of radius about its points have disjoint interiors and lie in the ball of radius . Comparing volumes bounds its cardinality by . Finite existence follows from this packing bound, and maximality proves the net property without assuming a separate covering theorem.
Choose two orthogonal -dimensional subspaces and one such net on each unit sphere. Rotate both by a common uniformly distributed orthogonal matrix . This distribution can be obtained from Question 1 applied to the compact orthogonal group with its Frobenius metric; left and right multiplication are transitive isometries. Consequently is uniformly distributed on for every fixed unit vector . The union bound shows that the probability that some rotated net point has norm less than is at most
Set . Because , the bracket is at most , and twice its th power is less than for every . Some rotation therefore makes every point of both nets have norm at least .
The triangle inequality and imply that is -Lipschitz for the Euclidean metric. Every unit vector of or is within of a good net point and thus has norm at least . By homogeneity, on both orthogonal subspaces,
For the first computation gives the absolute choice . The missing bounded-volume ratio restriction is essential; the literal unrestricted assertion cannot be proved.
The quadratic expression is . Normalize the preceding eigenvectors to obtain an orthonormal basis
With the orthogonal matrix and coordinates , the surface equation becomes . All coefficients are positive, so it is an ellipsoid, with principal semiaxes along the respective eigenvectors. This is principal-axis reduction of a quadric.
A map to the unit sphere is . One explicit matrix is
Indeed , so . Since is invertible, every point on the unit sphere has a preimage on the ellipsoid; the map is onto, not merely into. The requested is not unique, since an additional orthogonal matrix on the left preserves the unit sphere.
Rescale the ambient coordinates by . For each and , take the relatively open set where . Define a manifold chart by retaining all the except :
Here is the open unit open unit ball. The inverse of this manifold chart is explicit:
The coordinate labels in retain their original indices. All the are nonzero, so this inverse exists; the strictly positive radicand makes it smooth on the whole open open unit ball. Projection and this inverse are continuous, so each manifold chart is a homeomorphism onto an open subset of .
These manifold charts cover the ellipsoid, because at every point at least one is nonzero. On an overlap with a different chart , the coordinates of are the retained for together with
Its domain is the open subset of . The displayed functions, and the reverse transition functions obtained by exchanging , are smooth. Transitions between identical charts are the identity; opposite-sign charts with the same omitted coordinate do not overlap. The ambient subspace topology is Hausdorff and second countable, as it is inherited from Euclidean space. Thus this coordinate-projection atlas of an ellipsoid is a smooth atlas, proving the ellipsoid is a smooth manifold of dimension . The rescaling also gives a diffeomorphism with the unit sphere .
For the three-sphere, use its identification with SU(2) rather than separate local constructions. With the Pauli matrices , put . These form a real basis of the SU(2) Lie algebra and satisfy
For , the identification SU(2) as the three-sphere is
The matrix is unitary with determinant one. Conversely, every SU(2) matrix has this form, and both the correspondence and its inverse are smooth.
The left translations are diffeomorphisms. Define three left-invariant vector fields by
Matrix multiplication makes these vector fields smooth globally. Since is an isomorphism from the SU(2) Lie algebra to , the three vectors are linearly independent at every point, and each is nowhere zero. This is the parallelization of a Lie group by left translations.
Transporting the left-invariant vector fields to the three-sphere gives the quaternionic left-invariant frame on the three-sphere:
Directly, and on the unit three-sphere. Thus the vectors are tangent and form a global orthonormal frame of a vector bundle. The three-sphere is a parallelizable manifold, with tangent bundle .
Assume . With , the method of characteristics gives . Hence
Let and ; if , the conclusion is immediate. By the Hamiltonian energy balance, every image point of remains in the energy sublevel
This is a fixed compact ellipsoid in phase space. Therefore the support bound is uniform in time:
This uniform support bound from a coercive conserved energy requires no explicit solution of the curves.
The nonzero-frequency qualification is necessary. At the energy does not control , and the equation is free transport equation. Choose a smooth compactly supported that is nonzero at with . Its transported value at stays nonzero, so the union of the supports is unbounded. Each individual support is compact, but there is no fixed compact support for all times.
Put . The invertible linear map takes the ellipsoid to the unit sphere . Write with , and let and be its two poles. The following two stereographic projections define manifold charts on the ellipsoid:
Their ranges are . With , their inverses, followed by , are
These are continuous and smooth functions, and directly satisfy the defining constraint. On the overlap, the smooth transition map is
It is its own inverse and is smooth away from zero. The two domains are open in the subspace topology and cover the ellipsoid. Its subspace topology is inherited from Euclidean space, so the ellipsoid is Hausdorff and has a second-countable space topology. Thus these charts form a smooth atlas and make it an -dimensional smooth manifold, with an explicit diffeomorphism to . For the degenerate dimension , each chart consists of a single point with range , and their overlap is empty; the same conclusion holds.
The quadratic form has symmetric matrix
whose characteristic polynomial is . All its eigenvalues are positive, so is positive definite and is an ellipsoid. The spectral theorem for real symmetric matrices gives semi-axis lengths
The nearest points lie in the eigendirection of the largest eigenvalue. Since is an -eigenvector, they are
The ellipsoid is the level set . Its gradient is , which never vanishes on the ellipsoid. Half this gradient gives the outward normal vector
This normal vector remains valid at , where the given parametrization is singular.
The required lines are the -axis and every line through the origin in the plane . Explicitly,
The -axis meets the ellipsoid at its two poles and is a normal line at each. A line of the second kind meets it at the antipodal points , whose normal vectors are parallel to that line.
To prove completeness, suppose a common normal line passes through distinct points and . If either is a pole, b forces the line to be the -axis. Otherwise b says that the line meets the -axis at and at . A line other than the -axis has at most one such intersection, so .
The points consequently have equal -coordinates. Since they are distinct, their joining line has zero -component in its direction. Its normal vector at therefore has . Hence lie in , and the normal line there passes through the origin. This gives exactly the listed family.
Choose the outward orientation on the upper half of the ellipsoid, giving counterclockwise boundary orientation on as viewed from . Parametrize the boundary circle by
Then , so the line integral is
For a direct surface integral, use the parametrized surface
Its outward vector surface element is supplied by the cross product
Using the curl from a,
The two integrals agree for every , verifying the Stokes theorem. Only the vertical component of the vector surface element enters, which explains the absence of in the answer.
Choose the rotated Cartesian coordinates
Their inverse is , . Consequently and , giving the canonical form of a quadric
The orthogonal diagonalization identifies the eigenvalues of the symmetric matrix of the quadratic form.
For , all three coefficients are positive: the surface is an ellipsoid with semiaxes . At it is a sphere.
For , the equation is , an elliptic cylinder parallel to the axis. For , it is , an elliptic cylinder parallel to the axis. The absent coordinate is unrestricted; its disappearance does not turn the surface into an ellipse.
For , the negative coefficient is that of : this is a one-sheet hyperboloid with axis . For , the negative coefficient is that of : it is a one-sheet hyperboloid with axis . This gives the signature transition from an ellipsoid to an elliptic cylinder and a one-sheet hyperboloid, including both transition values.
Let be a piecewise smooth oriented surface, and let be continuously differentiable on an open neighbourhood of it. Stokes theorem states that
The boundary orientation is induced by the chosen unit normal vector through the right-hand rule. Smoothness on a neighbourhood makes the spatial partial derivatives in the curl well defined.
Choose the outward orientation of a surface on the lower half of the ellipsoid. At its lowest point the normal points down, so its boundary ellipse is traversed clockwise when viewed from above. Use
The line integral is
For an independent surface integral calculation, first compute . Parametrize the lower half by
The outward vector area element is
Thus
The two sides agree. Choosing the inward unit normal vector and its corresponding counterclockwise boundary orientation changes both answers to .
Differentiate the ellipsoidal parametrization. Its outward vector surface element is
For , its dot product with simplifies to . Thus the requested direct surface integral is
As a check, the divergence of is three, and the ellipsoid has volume , so the divergence theorem gives the same value.
For , the gradient is a normal vector to the ellipsoid. The outward unit normal vector is . The conditions ensure that everywhere on the rectangular projection.
The dot product vanishes pointwise when . In that case has no normal component, so the surface flux is zero. For unequal axes, the given vector surface element gives
Put , . Then , and
Two elementary integrations now give
This is the rotational flux through an ellipsoidal graph patch with unit vertical semiaxis and unit projection lengths. It also tends continuously to zero when , agreeing with the pointwise argument.