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.


P^2instead ofP. The fences will become too large. – daleif Dec 31 '13 at 23:11