prove $(\sup{|f(x)|})^2\geq(\sup{f(x)})^2$.
$|f(x)|\geq f(x)$
$\sup{|f(x)|}\geq\sup{f(x)}$
$(\sup{|f(x)|})^2\geq(\sup{f(x)})^2$ when $\sup{f(x)}\geq0$ ...
I don't know how to prove the other half where $\sup{f(x)}<0$. Any ideas or new approaches?
prove $(\sup{|f(x)|})^2\geq(\sup{f(x)})^2$.
$|f(x)|\geq f(x)$
$\sup{|f(x)|}\geq\sup{f(x)}$
$(\sup{|f(x)|})^2\geq(\sup{f(x)})^2$ when $\sup{f(x)}\geq0$ ...
I don't know how to prove the other half where $\sup{f(x)}<0$. Any ideas or new approaches?
For any two functions $f$ and $g$, we have
$$\sup f(x)+\sup g(x)\ge\sup(f(x)+g(x))$$
We also have $|f(x)|+f(x)\ge0$ for all $x$. Therefore
$$\sup|f(x)|+\sup f(x)\ge\sup(|f(x)|+f(x))\ge0$$
Using the inequality $\sup|f(x)|\ge\sup f(x)$, which the OP proved, it follows that
$$(\sup|f(x)|)^2-(\sup f(x))^2=(\sup|f(x)|-\sup f(x))(\sup|f(x)|+\sup f(x))\ge0$$
(Remark: The OP was rightfully concerned that $a\gt b$ does not automatically imply $a^2\gt b^2$ if $b\lt0$.)
Conjecture:
$(\sup|f(x)|)^2 ≥ (\sup f(x))^2$
Proof: \begin{align} |f(x)|&\geq f(x) \\ \sup(|f(x)|)&\geq \sup(f(x))\\ (\sup(|f(x)|))^2&\geq (\sup(f(x)))^2 \; \text{when}\; \sup \; (f(x))\geq 0 \end{align} Second half: \begin{align} \sup(|f(x)|)&+\sup(f(x))\geq 0 \\ \sup(|f(x)|)&\geq -\sup(f(x))\\ \sup(f(x)) < 0 &\xrightarrow{} -\sup(f(x))\geq 0\\ (\sup(|f(x)|))^2&\geq (\sup(f(x)))^2 \; \text{when}\;\sup(f(x))<0 \end{align}