A common notation used for information divergence is D(P||Q). I hope to get something like D(S||Q) where S=||P||/2. I wonder if it is possible to display it nicely ? In such a way that the middle double bar has the right height. I tried

$D \left( \frac{\|P\|}{2} \right| \left| Q \right)$

The above do not work as the middle bar are not of the same vertical height but its closest to what I hope to achieved. Using just \| instead of \right| \left| for the middle double bar results in a short middle double bar.

Does anyone has a good idea on how to achieve that. Thanks Else, I could just create a new notation.

-- Update -- I managed to find out how to do it with this useful operator \middle

$D \left( \frac{\|P\|}{2} \middle\| Q \right)$

Hope someone else may find this useful.

  • I'd rather recommend not using auto scaling unless it is absolutely necessary. Try you construction as part of the text, using P^2 instead of P. The fences will become too large. – daleif Dec 31 '13 at 23:11
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    We'd like to keep answers separate from questions, so you should write a separate answer instead of editing your answer into the question. Self-answers are perfectly admissible, and a well-written answer may earn you additional reputation. Welcome to TeX.SX! – Adam Liter Dec 31 '13 at 23:24

This double bar should be treated as a binary relation, so it will be distinguishable from other usages, such as a norm.

The simplest way to cope with the problem is to use mathtools facilities:




D\left(P \middle\| Q\right) \rlap{\quad\itshape WRONG!} \\
% normal size
\infdiv{P}{Q} \\
% fixed size delimiters
\infdiv[\bigg]{\frac{\norm{P}}{2}}{Q} \\
% extensible delimiters


enter image description here

Note that number 1 is wrong in two respects: there is an unwanted space between the "D" and the left parenthesis; the two bars are too near the symbols, making for ambiguity.

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  • Out of curiosity, wouldn't one want to use \operatorname{D}? – jhin May 6 at 10:51
  • @jhin Not necessarily. It mostly depends on what “D” represents. – egreg May 6 at 14:41

In MathJax use $\lVert$ and $\rVert$. The capital v gives you double bars while the lower case v in $\lvert$ gives you single vertical bars. But it's not clear to me what to you is the "right" height.

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