Differential of the norm in $mathbbR^n$

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We consider the normed vector space $(mathbbR^n,VertcdotVert)$.
Is the map $VertcdotVert$ differentiable even if it is not induced by a scalar product?










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  • Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
    – Saucy O'Path
    Sep 10 at 11:57










  • A norm which is differentiable off the origin is called a "smooth norm".
    – Theo Bendit
    Sep 10 at 12:09














up vote
1
down vote

favorite












We consider the normed vector space $(mathbbR^n,VertcdotVert)$.
Is the map $VertcdotVert$ differentiable even if it is not induced by a scalar product?










share|cite|improve this question





















  • Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
    – Saucy O'Path
    Sep 10 at 11:57










  • A norm which is differentiable off the origin is called a "smooth norm".
    – Theo Bendit
    Sep 10 at 12:09












up vote
1
down vote

favorite









up vote
1
down vote

favorite











We consider the normed vector space $(mathbbR^n,VertcdotVert)$.
Is the map $VertcdotVert$ differentiable even if it is not induced by a scalar product?










share|cite|improve this question













We consider the normed vector space $(mathbbR^n,VertcdotVert)$.
Is the map $VertcdotVert$ differentiable even if it is not induced by a scalar product?







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asked Sep 10 at 11:52









net

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62











  • Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
    – Saucy O'Path
    Sep 10 at 11:57










  • A norm which is differentiable off the origin is called a "smooth norm".
    – Theo Bendit
    Sep 10 at 12:09
















  • Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
    – Saucy O'Path
    Sep 10 at 11:57










  • A norm which is differentiable off the origin is called a "smooth norm".
    – Theo Bendit
    Sep 10 at 12:09















Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
– Saucy O'Path
Sep 10 at 11:57




Truth to be told, it's not differentiable (in $0$) when it's induced by a scalar product either.
– Saucy O'Path
Sep 10 at 11:57












A norm which is differentiable off the origin is called a "smooth norm".
– Theo Bendit
Sep 10 at 12:09




A norm which is differentiable off the origin is called a "smooth norm".
– Theo Bendit
Sep 10 at 12:09










3 Answers
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Sometimes yes, sometimes no. For example, consider the $p$-norms:
$$
|(x_1,dots,x_n)|_p = left(sum_k=1^n |x_k|^pright)^1/p .
$$
This is differentiable (except at the origin) if $p>1$, but not if $p=1$.






share|cite|improve this answer






















  • @HenningMakholm: thanks, edited.
    – GEdgar
    Sep 10 at 11:59






  • 1




    It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
    – Henning Makholm
    Sep 10 at 12:02






  • 1




    And, more generally, any convex function is differentiable almost everywhere?
    – GEdgar
    Sep 10 at 12:04










  • @GEdgar: yes math.stackexchange.com/q/727789/8157
    – Giuseppe Negro
    Sep 10 at 12:13

















up vote
2
down vote













A norm on $mathbbR^n$ is never differentiable at the origin. Let $x_0in mathbbR^nsetminus left0right$. Then
$$lim_tto 0fract =lim_tto 0fract|x_0|$$
By the norm axiom $x_0neq 0 Rightarrow |x_0|neq 0$, and so the limit does not exist, as
$$lim_tto 0^+fract=1neq -1=lim_tto 0^-fract $$



On the other hand, the triangle inequality
$$left||x|-|y|right|leq |x-y| $$
tells us that any norm in $mathbbR^n$ is Lipschitz with Lipschitz constant $L=1$. Thus by Rademacher's theorem, it is differentiable almost everywhere in $mathbbR^n$.






share|cite|improve this answer
















  • 1




    I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
    – Giuseppe Negro
    Sep 10 at 12:10











  • Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
    – Lorenzo Quarisa
    Sep 10 at 12:17


















up vote
0
down vote













A simple example of a norm on $Bbb R^2$ which is non-differentiable at points other than the origin is given by $$||(x,y)||=max(|x|,|y|).$$



If $h>0$ then $||(1+h,1)||=1+h$, while if $-2<h<0$ then $||(1+h,1)||=1$. Hence the function $hmapsto||(1+h,1)||$ is not differentiable at $h=0$, so $||.||$ is not differentiable at $(1,1)$.






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    3 Answers
    3






    active

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    3 Answers
    3






    active

    oldest

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    oldest

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    active

    oldest

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    up vote
    2
    down vote













    Sometimes yes, sometimes no. For example, consider the $p$-norms:
    $$
    |(x_1,dots,x_n)|_p = left(sum_k=1^n |x_k|^pright)^1/p .
    $$
    This is differentiable (except at the origin) if $p>1$, but not if $p=1$.






    share|cite|improve this answer






















    • @HenningMakholm: thanks, edited.
      – GEdgar
      Sep 10 at 11:59






    • 1




      It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
      – Henning Makholm
      Sep 10 at 12:02






    • 1




      And, more generally, any convex function is differentiable almost everywhere?
      – GEdgar
      Sep 10 at 12:04










    • @GEdgar: yes math.stackexchange.com/q/727789/8157
      – Giuseppe Negro
      Sep 10 at 12:13














    up vote
    2
    down vote













    Sometimes yes, sometimes no. For example, consider the $p$-norms:
    $$
    |(x_1,dots,x_n)|_p = left(sum_k=1^n |x_k|^pright)^1/p .
    $$
    This is differentiable (except at the origin) if $p>1$, but not if $p=1$.






    share|cite|improve this answer






















    • @HenningMakholm: thanks, edited.
      – GEdgar
      Sep 10 at 11:59






    • 1




      It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
      – Henning Makholm
      Sep 10 at 12:02






    • 1




      And, more generally, any convex function is differentiable almost everywhere?
      – GEdgar
      Sep 10 at 12:04










    • @GEdgar: yes math.stackexchange.com/q/727789/8157
      – Giuseppe Negro
      Sep 10 at 12:13












    up vote
    2
    down vote










    up vote
    2
    down vote









    Sometimes yes, sometimes no. For example, consider the $p$-norms:
    $$
    |(x_1,dots,x_n)|_p = left(sum_k=1^n |x_k|^pright)^1/p .
    $$
    This is differentiable (except at the origin) if $p>1$, but not if $p=1$.






    share|cite|improve this answer














    Sometimes yes, sometimes no. For example, consider the $p$-norms:
    $$
    |(x_1,dots,x_n)|_p = left(sum_k=1^n |x_k|^pright)^1/p .
    $$
    This is differentiable (except at the origin) if $p>1$, but not if $p=1$.







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Sep 10 at 11:58

























    answered Sep 10 at 11:57









    GEdgar

    59.2k265165




    59.2k265165











    • @HenningMakholm: thanks, edited.
      – GEdgar
      Sep 10 at 11:59






    • 1




      It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
      – Henning Makholm
      Sep 10 at 12:02






    • 1




      And, more generally, any convex function is differentiable almost everywhere?
      – GEdgar
      Sep 10 at 12:04










    • @GEdgar: yes math.stackexchange.com/q/727789/8157
      – Giuseppe Negro
      Sep 10 at 12:13
















    • @HenningMakholm: thanks, edited.
      – GEdgar
      Sep 10 at 11:59






    • 1




      It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
      – Henning Makholm
      Sep 10 at 12:02






    • 1




      And, more generally, any convex function is differentiable almost everywhere?
      – GEdgar
      Sep 10 at 12:04










    • @GEdgar: yes math.stackexchange.com/q/727789/8157
      – Giuseppe Negro
      Sep 10 at 12:13















    @HenningMakholm: thanks, edited.
    – GEdgar
    Sep 10 at 11:59




    @HenningMakholm: thanks, edited.
    – GEdgar
    Sep 10 at 11:59




    1




    1




    It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
    – Henning Makholm
    Sep 10 at 12:02




    It could also be remarked that even the 1-norm is differentiable almost everywhere -- namely at points where all the $x_i$s are nonzero.
    – Henning Makholm
    Sep 10 at 12:02




    1




    1




    And, more generally, any convex function is differentiable almost everywhere?
    – GEdgar
    Sep 10 at 12:04




    And, more generally, any convex function is differentiable almost everywhere?
    – GEdgar
    Sep 10 at 12:04












    @GEdgar: yes math.stackexchange.com/q/727789/8157
    – Giuseppe Negro
    Sep 10 at 12:13




    @GEdgar: yes math.stackexchange.com/q/727789/8157
    – Giuseppe Negro
    Sep 10 at 12:13










    up vote
    2
    down vote













    A norm on $mathbbR^n$ is never differentiable at the origin. Let $x_0in mathbbR^nsetminus left0right$. Then
    $$lim_tto 0fract =lim_tto 0fract|x_0|$$
    By the norm axiom $x_0neq 0 Rightarrow |x_0|neq 0$, and so the limit does not exist, as
    $$lim_tto 0^+fract=1neq -1=lim_tto 0^-fract $$



    On the other hand, the triangle inequality
    $$left||x|-|y|right|leq |x-y| $$
    tells us that any norm in $mathbbR^n$ is Lipschitz with Lipschitz constant $L=1$. Thus by Rademacher's theorem, it is differentiable almost everywhere in $mathbbR^n$.






    share|cite|improve this answer
















    • 1




      I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
      – Giuseppe Negro
      Sep 10 at 12:10











    • Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
      – Lorenzo Quarisa
      Sep 10 at 12:17















    up vote
    2
    down vote













    A norm on $mathbbR^n$ is never differentiable at the origin. Let $x_0in mathbbR^nsetminus left0right$. Then
    $$lim_tto 0fract =lim_tto 0fract|x_0|$$
    By the norm axiom $x_0neq 0 Rightarrow |x_0|neq 0$, and so the limit does not exist, as
    $$lim_tto 0^+fract=1neq -1=lim_tto 0^-fract $$



    On the other hand, the triangle inequality
    $$left||x|-|y|right|leq |x-y| $$
    tells us that any norm in $mathbbR^n$ is Lipschitz with Lipschitz constant $L=1$. Thus by Rademacher's theorem, it is differentiable almost everywhere in $mathbbR^n$.






    share|cite|improve this answer
















    • 1




      I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
      – Giuseppe Negro
      Sep 10 at 12:10











    • Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
      – Lorenzo Quarisa
      Sep 10 at 12:17













    up vote
    2
    down vote










    up vote
    2
    down vote









    A norm on $mathbbR^n$ is never differentiable at the origin. Let $x_0in mathbbR^nsetminus left0right$. Then
    $$lim_tto 0fract =lim_tto 0fract|x_0|$$
    By the norm axiom $x_0neq 0 Rightarrow |x_0|neq 0$, and so the limit does not exist, as
    $$lim_tto 0^+fract=1neq -1=lim_tto 0^-fract $$



    On the other hand, the triangle inequality
    $$left||x|-|y|right|leq |x-y| $$
    tells us that any norm in $mathbbR^n$ is Lipschitz with Lipschitz constant $L=1$. Thus by Rademacher's theorem, it is differentiable almost everywhere in $mathbbR^n$.






    share|cite|improve this answer












    A norm on $mathbbR^n$ is never differentiable at the origin. Let $x_0in mathbbR^nsetminus left0right$. Then
    $$lim_tto 0fract =lim_tto 0fract|x_0|$$
    By the norm axiom $x_0neq 0 Rightarrow |x_0|neq 0$, and so the limit does not exist, as
    $$lim_tto 0^+fract=1neq -1=lim_tto 0^-fract $$



    On the other hand, the triangle inequality
    $$left||x|-|y|right|leq |x-y| $$
    tells us that any norm in $mathbbR^n$ is Lipschitz with Lipschitz constant $L=1$. Thus by Rademacher's theorem, it is differentiable almost everywhere in $mathbbR^n$.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered Sep 10 at 12:05









    Lorenzo Quarisa

    2,823316




    2,823316







    • 1




      I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
      – Giuseppe Negro
      Sep 10 at 12:10











    • Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
      – Lorenzo Quarisa
      Sep 10 at 12:17













    • 1




      I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
      – Giuseppe Negro
      Sep 10 at 12:10











    • Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
      – Lorenzo Quarisa
      Sep 10 at 12:17








    1




    1




    I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
    – Giuseppe Negro
    Sep 10 at 12:10





    I like the reference to Rademacher's theorem but there is a subtlety. The theorem refers to the Euclidean norm on $mathbb R^n$, but this answer only shows that $lVertcdotrVert$ is 1-Lipschitz with respect to itself. To conclude that $lVert cdot rVert$ is Lipschitz with respect to the Euclidean norm ($ell^2$), we also need the inequality $$lVert xrVert le C lVert xrVert_ell^2.$$This inequality holds because all norms are equivalent on $mathbb R^n$.
    – Giuseppe Negro
    Sep 10 at 12:10













    Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
    – Lorenzo Quarisa
    Sep 10 at 12:17





    Absolutely. I noticed that I was working with different norms but since we are working in $mathbbR^n$ I did not worry about it :) but for a reader who is not familiar with this fact this is an important remark.
    – Lorenzo Quarisa
    Sep 10 at 12:17











    up vote
    0
    down vote













    A simple example of a norm on $Bbb R^2$ which is non-differentiable at points other than the origin is given by $$||(x,y)||=max(|x|,|y|).$$



    If $h>0$ then $||(1+h,1)||=1+h$, while if $-2<h<0$ then $||(1+h,1)||=1$. Hence the function $hmapsto||(1+h,1)||$ is not differentiable at $h=0$, so $||.||$ is not differentiable at $(1,1)$.






    share|cite|improve this answer
























      up vote
      0
      down vote













      A simple example of a norm on $Bbb R^2$ which is non-differentiable at points other than the origin is given by $$||(x,y)||=max(|x|,|y|).$$



      If $h>0$ then $||(1+h,1)||=1+h$, while if $-2<h<0$ then $||(1+h,1)||=1$. Hence the function $hmapsto||(1+h,1)||$ is not differentiable at $h=0$, so $||.||$ is not differentiable at $(1,1)$.






      share|cite|improve this answer






















        up vote
        0
        down vote










        up vote
        0
        down vote









        A simple example of a norm on $Bbb R^2$ which is non-differentiable at points other than the origin is given by $$||(x,y)||=max(|x|,|y|).$$



        If $h>0$ then $||(1+h,1)||=1+h$, while if $-2<h<0$ then $||(1+h,1)||=1$. Hence the function $hmapsto||(1+h,1)||$ is not differentiable at $h=0$, so $||.||$ is not differentiable at $(1,1)$.






        share|cite|improve this answer












        A simple example of a norm on $Bbb R^2$ which is non-differentiable at points other than the origin is given by $$||(x,y)||=max(|x|,|y|).$$



        If $h>0$ then $||(1+h,1)||=1+h$, while if $-2<h<0$ then $||(1+h,1)||=1$. Hence the function $hmapsto||(1+h,1)||$ is not differentiable at $h=0$, so $||.||$ is not differentiable at $(1,1)$.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Sep 10 at 14:34









        David C. Ullrich

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