Given X = R2, consider ‖ and \| \cdot \|_\infty
We can show that
\| x \|_\infty \leq \| x \|_2 \leq \sqrt2 \| x \|_\infty
Hence \| \cdot \|_2 and \| \cdot \|_\infty are equivalent norms
Is there some deeper implication regarding this particular relationship? Why do we care if two norms are equivalent in this sense?
Answer
As pointed out by Clement C in the comments: Equivalent norms induce the same topology. Also the other direction of implication is true: When two norms induce the same topology then they are equivalent.
Take two norms \|\cdot\|_1 and \|\cdot\|_2 on a vector space and you ask yourself: When are the topologies from those norms the same? This is the case when open sets for \|\cdot\|_1 are also open in \|\cdot\|_2 and vice versa. This is the case when in each open ball in \|\cdot\|_1 contains an open ball of \|\cdot\|_2 and the other way around. From this you can prove that there are constants c and C such that c\|\cdot\|_1 \le \|\cdot\|_2 \le C \|\cdot\|_1.
So the answer to your question is: Two norms are equivalent iff their induced topologies are the same.
What is the benefit if two topologies are the same? If a "topological property" is valid for one norm, then it is valid for the other norm. For example:
- Open, closed and compact sets are the same.
- If a sequence converges in one norm, it converges also in the other norm.
- If a sequence is a Cauchy sequence in one norm it is Cauchy in the other.
- ...
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