TITLE: Is the operator norm always attained on a $\{0,1\}$-vector?
QUESTION [5 upvotes]: Given an operator $f\colon R^m\to R^n$, can one always find a non-zero vector
$x\in \{ 0,1 \}^m$ such that $\|f(x)\|/\|x\|\ge0.01\|f\|$? (Here I denote by
$\|\cdot\|$ both the Euclidean norms in $R^m$ and $R^n$ and the induced
operator norm.) The answer may well be negative -- any examples?

In case the answer to the question above is ``no'' (or unknown), would it
help to assume that the matrix of $f$ with respect to the standard
orthonormal bases of $R^m$ and $R^n$ has all its elements equal to $0$ or
$1$?

As I see it, this is basically a question in the geometry of numbers, and I
would expect the answer should be known.

REPLY [9 votes]: The answer is no.  First, to understand the question, WLOG $f$ is symmetric and positive definite; a general $f$ has a polar decomposition $f = os$ and the orthogonal factor $o$ has no effect on any of the norms in question.  Then, WLOG $f$ is a rank 1 projection.  The second and subsequent eigenvalues of $f$ do not increase $||f||$, but they could increase $||f(x)||$ for some specific $x$.  So in summary, we can assume that $f = vv^T$ for some vector $v$.  The question is whether $v$ must always make a small angle with some binary vector.
Let 
$$v = (1,\frac{1}{\sqrt{2}},\frac{1}{\sqrt{3}},\ldots,\frac{1}{\sqrt{m}}).$$
If $w$ is a binary vector of weight $k$, then $|v \cdot w|$ is maximized when the non-zero entries of $w$ are at the beginning.  However,
$$||w|| = \sqrt{k} \qquad ||v|| = \Theta(\sqrt{\log m}) \qquad |v \cdot w| = O(\sqrt{k}).$$
This means that the angle between $w$ and $v$ is large, and therefore $||f(w)|| = ||v (v \cdot w)||$ is small compared to $||f||\;||w|| = ||v||^2 ||w||$.
The same proof works if $\{0,1\}$ is replaced by $\{-1,0,1\}$, or indeed by any finite subset of $\mathbb{R}$.  On the other hand, there is a variation of the question with a positive answer.
Similar to Pietro Majer's remark, you can interpret the question as a comparison between two norms on $\mathbb{R}^m$.  One is the $\ell^2$ norm, and the other is the norm whose unit ball is a polytope whose vertices are at the points in $S = \{0,1\}^m$ and its negative.  By the theory of spherical packings on a sphere, for any $c < 1$, there exists a set $S$ of exponential size in $m$ such that the two norms are equal up to a factor of $c$.  This is then a positive answer for that sample set of vector, even for constants close to 1.  But such a set (coming from the centers of a sphere covering of the sphere) has to be fairly complicated, and I don't know if there are explicit asymptotic examples.