Generalized singular vector 2026-10-06
Let be a bounded linear operator from a real Banach space to a real Hilbert space, and let be a proper lower-semicontinuous convex absolutely one-homogeneous functional on . The normalization and source relation imply by the Euler identity for a convex one-homogeneous functional. For the norm penalty on a Hilbert space, its nonzero-point subgradient is . Hence : is a right singular vector with singular value , and is the corresponding left singular vector. Thus the definition recovers the ordinary operator singular-vector relation using the one-homogeneous norm penalty. Uniqueness of the vector from its data requires extra hypotheses on and .
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 326 3 b Solution Created 2026-10-03 Updated 2026-10-05
An absolutely one-homogeneous functional satisfieswith . The printed strictly positive codomain cannot hold at zero; the standard interpretation is a nonnegative, possibly extended-real functional.
For , apply the subgradient inequality at :so . Apply it at and use one-homogeneity:which gives the reverse inequality. ThereforeThis is the Euler identity for a convex one-homogeneous functional; differentiability is unnecessary.