0
votes
0answers
27 views

Norm of matrix exponential

If $$\phi(t,0) = \exp(At)$$ and $$\|\phi\|<\exp(a+bt),$$ how to find the values of $a$ and $b$ (using equations)?
0
votes
1answer
19 views

Norm and Matrice Proof

I'm trying to show that the following statement is true: If $||\mathbf a - \theta \mathbf b||^2 - ||\mathbf a||^2 \geq 0$ for all $\theta \in [0,1]$, then $\mathbf a^T \mathbf b \le 0$. Is this ...
2
votes
0answers
48 views

How to FAST calculate 2 norm / spectral norm of a matrix.

I meant reduced 2 norm, the largest singular value. My current approach is applying the SVD decomposition of A via "?gesdd" in MKL, and then taking the largest singular value. I think there should ...
0
votes
0answers
13 views

Matrix - calculate norms

Let be a matrix of $n \times n$ elements. It has on each column $k$ elements equal to $1$ and all the rest equal to $0$. The question is : calculate the minimum and maximum norms $\|A\|_p$ of this ...
1
vote
2answers
24 views

Frobenius norm bound

Is there any way to bound Frobenius norm of a product of square matrices A,B and a vector x in the following way: $$ \|ABx\|≤ \|Ax\|\text{ and }\|B\| $$
1
vote
1answer
25 views

Does this question make any sense - eigenvalues and norms

Im having difficulties understanding this question: show that if $b$ is an eigenvector of an invertible matrix $A$ with an eigenvalue $\lambda_1$ and $\delta b$ is an eigenvector of $A$ with an ...
1
vote
2answers
44 views

Consistency of matrix norm: $||Ax||_2 \leq ||A||_{Frobenius}||x||_2$

I'm trying to show that $||Ax||_2 \leq ||A||_{F}||x||_2$ where $A$ is an n by n matrix, $x\in \mathbb R^n$, $||x||_2$ is the euclidean norm, and $||A||_F$ is the frobenius norm. I actually wrote ...
2
votes
2answers
21 views

Spectral Radius and Norm of multiplied vector

Let $\mathbf{A}$, $\mathbf{B}$ be square matrices of equal dimensions, $\mathbf{w}$ a vector of compatible dimensions and $\rho$ be the spectral radius operator. Does the following hold? If $\rho ...
0
votes
1answer
23 views

Matrix Norm Lemma

There is a lemma claims that : $||Ax||/||x|| \le max_{||x||\ne 0} (||Ax||/||x|) = ||A|| $ I'd like to know how come $||Ax||/||x|| \le max_{||x||\ne 0} (||Ax||/||x|)$ because it does not make sense ...
1
vote
1answer
34 views

Triangle inequality frobenius norm

I'm trying to show that the frobenius norm is a norm. however it appears as if triangle inequality isnt met. $$||A+B||_F = \sqrt{\sum_{i,j=1}^n |a_{ij}+b_{ij}|^2} \leq \sqrt{\sum_{i,j=1}^n ...
2
votes
2answers
39 views

Derivative of a matrix: Outer product chain rule

I ran into a seemingly simple matrix calculus question that I can't seem to find the solution to. Suppose I have the following matrices: $X_{(t \times n)}, V_{(n \times m)}$, and $\Phi_{(t\times m)} ...
0
votes
0answers
26 views

l1 minimization with orthogonality constraint

I want to find a rotation (or reflection) for my data which maximizes the space between my points and the basis' margins. I have formulated the problem as follows: Given $X \in \mathbb{R}^{n \times ...
2
votes
2answers
45 views

Matrix-Vector Product

Suppose I have the expression $\lVert\mathbf B \cdot\hat n\lVert=1$, where $\mathbf B$ is a matrix and $\hat n$ is a unit vector (both can have any dimensions, as long as they are compatible). What ...
1
vote
2answers
59 views

Equivalence of Frobenius norm and trace norm

According to [1], [2] and other related publications, the following holds for any matrix $X$: $$\| ...
0
votes
1answer
26 views

Restrictions on a Matrix-Vector product

Suppose I have a $m\times n$ matrix $\mathbf M$, and a unit vector $\hat v$, of dimension $n$. What restrictions do I need to apply to $\mathbf M$ so that $\lVert \mathbf M\cdot \hat v\lVert \leq 1$ ...
1
vote
2answers
39 views

Computing an induced matrix norm

Assume I have a $n \times n$ matrix and a norm defined as $\|A\| = \max \limits_{x \not = 0}\frac{\|Ax\|}{\|x\|}$, where $\|x\| = \sqrt{\sum x_i^2}$. How can I compute this norm?
1
vote
1answer
21 views

Norm of a Matrix-vector product

Suppose I have vector $\vec x \in \mathbb R^n$ and matrix $\mathbf M$ of dimension $m\times n$. Is there an alternative expression for $\lVert \mathbf M \cdot \vec x \lVert$ that includes $\lVert \vec ...
0
votes
2answers
68 views

What is the Hessian of Frobenius norm

As we know that every norm is convex, and if a function is convex w.r.t. the input variable, then corresponding Hessian should be positive semidefinite. When I try to find the Hessian of Frobenius ...
3
votes
1answer
52 views

Inequality of Frobenius norm for skew matrices

Let $A$ be a complex skew-symmetric $n \times n$ matrix, that is, $A^T = -A$. Denote by $\|\cdot\|_F$ the Frobenius norm, that is, $\|B\|_F^2 = \text{trace}(B^*B)$. I would like to prove that $$ ...
0
votes
1answer
39 views

Prove relative error with condition number of matrix inequality

I was working on some questions and solutions, and encountered the following question. I am able to prove the inequality using the given information and some algebraic manipulation but the "within ...
0
votes
0answers
13 views

Prove this result about norm 2 of a matrix

$\left | \left | A \right | \right |_{2} :=\left ( \sum_{i,j=1}^{n} a_{ij}^{2} \right )^\frac{1}{2}$ for $A\in \mathbb{R}^{n\times n}$ Show this: If A is a simetric matrix then $$\left | \left | A ...
0
votes
0answers
45 views

Condition of a matrix proof

I have to show the following inequality: For given two invertible matrices $A,B \in \mathbb{R}^{n\times n}$ show that $k(AB)\leq k(A)k(B)$, where $k(A)=\left \| A \right \|\left \| A^{-1} \right \|$ ...
1
vote
1answer
33 views

Special Matrix 2-norm and F-norm Inequalities

This is a homework problem for my Numerical Linear Algebra course. It states the following: If A is an mxm nonsingular matrix, prove the following: (1)$\|A+(A^{*})^{-1}\| _{2} \ge 2$ ...
2
votes
1answer
35 views

Submultiplicativity stronger than triangle inequality?

I would like to ask a question about matrix norm. Is the submiltiplicativity property always stronger than the triangle inequality? So, if i prove for a matrix norm that it's submultiplicative, i ...
0
votes
1answer
54 views

proof for matrix norms

How do I prove these two inequalities on matrix norms: $\Vert A \Vert_1 \leq n\Vert A \Vert_\infty,$ $\Vert A \Vert_1 \leq \sqrt{n}\cdot\Vert A\Vert_F$ , where A is $m$-by-$n$ real matrix.
0
votes
2answers
47 views

Matrix norm proof

Given is $\left | \left | A \right | \right |_{2} =\left ( \sum_{i,j=1}^{n} a_{ij}^{2} \right )^\frac{1}{2}$ for $A\in \mathbb{R}^{n\times n}$. Show that this defines a matrix norm. I remember i've ...
1
vote
0answers
44 views

Natural matrix norm of an inverse matrix

Let $\left\|\cdot\right\| : \text{GL}(n,\mathbb{R})\to\mathbb{R}_{\ge 0}$ denote the natural matrix norm, i.e. $$\left\|A\right\|:=\max_{x\ne ...
0
votes
2answers
22 views

Relation between the weighted matrix norm and the weights

For a nonsingular matrix $W \in \mathbb{C}^{m\times{}m}$, the weighted vector norm is defined as $||\overrightarrow{x}||_W = ||W\overrightarrow{x}||$. Let $||A||$ denote the induced matrix norm by the ...
2
votes
1answer
58 views

For a matrix $A$, is $\|A\| \leq {\lambda}^{1/2}$ true?

In class I saw a proof that went something along these lines: Define $\|A\| = \sup \dfrac{\|Av\|}{\|v\|}$ for v in V, where the norm used is the standard (Does this even exist?) Euclidean norm in V. ...
4
votes
2answers
71 views

let $A$ be an n by n matrix, show that $||A||_{OP} \leq ||A||_{HS} \leq \sqrt{n} ||A||_{OP}$

We are given $A \in M_{n}(\mathbb R)$ and the following norms: $||.||_{e}$ is the standard euclidean norm of $\mathbb R^n$. $||A||_{OP}$ is the operator norm of $A$, meaning $||A||_{OP} = ...
0
votes
0answers
30 views

Pareto distribution and matrix

I am wondering if there are any bounds are known on the eigenvalues of random matrix whose entries are with Pareto distribution? Thank you.
0
votes
1answer
27 views

Inequality matrix norm

Let $A$ be an $n\times n$ random matrix $A=rand(n,n)$. Let $\alpha=max_{i,j}|a_{ij}|$ (i.e, $\alpha$ is the largest entry in $A$ in absolute value).I need to show that $\ \alpha < \| A \|_{2}$. ...
0
votes
1answer
24 views

Matrix norm of product equal implies equality in norms of factors

Given a matrix $A$, if $$\|Av\|_1=\|Aw\|_1$$ for given vectors $v$ and $w$, then does $\|v\|_1=\|w\|_1$? Here $\|\,\cdot\,\|_1$ denotes the $L^1$ norm.
0
votes
1answer
59 views

Linear algebra - question about vector norm and eigenvalues

Maybe a basic question, but I'd like to know the reasoning behind it if its true. suppose I have a matrix $A \in \mathrm{Mat}_n(\mathbb R)$ with the eigenvalues $\lambda_1 ,\lambda_2 ,..., ...
0
votes
0answers
14 views

The spectral norm of $ \begin{bmatrix} F_{k+1} x & F_{k}\\F_{k} x^2 & F_{k-1} x\end{bmatrix} $

In mathematics, the matrix induced norm is a natural extension of the notion of a vector norm to matrices. In the special case of $ p = 2$ (the Euclidean norm) and $m = n$ (square matrices), the ...
2
votes
1answer
37 views

bound on trace-norm of product of matrices

Is it true that $$ \|ABA^\dagger\|_1\leq \|A\|^2\|B\|_1, $$ where $\|A\|_1$ is the trace norm, $\|A\|$ is the spectral norm, and $A$ and $B$ are square matrices?
1
vote
0answers
35 views

Solving a linear matrix equation with respect to the maximum of the euclidian distances between rows.

With $n>m$, real number matrices $A$, $B$, $C$ are shaped like: $$A=\left( \begin{array}{ccc} a_{1,1} & \cdots & a_{1,m} \\ \vdots & \ddots & \vdots \\ a_{n,m} & \cdots ...
1
vote
1answer
35 views

An inequality on matrix norm

Does inequality $\|A\|_2\leq \| |A|_m \|_2 $ hold for all square matrices $A$ ? Where $|A|_m$ is also a square matrix, defined as $|A|_m := [|a_i,j|]$. Two examples are provided for the case that ...
1
vote
1answer
29 views

For general non-symmetric square matrices is there a matrix norm that is invariant under similarity transformations?

I think that there is no similarity-invariant matrix norm for general matrices. But are there similarity invariant norms for special types of matrices (e.g. for matrices whose eigevalues are different ...
0
votes
1answer
60 views

max induced norm of matrix

I have to prove that matrix norm $||A||_\infty$ induced by vector norm $||x||_\infty = \smash{\displaystyle\max_{1 \leq k \leq n}} |x_k|$ where $x_k$ is k-th element of vector can be disribed by ...
0
votes
1answer
49 views

A matrix in $SL(2)$ has it's supremum norm and infimum fulfilled by orthogonal vectors

I am having trouble proving the next statement: If $B\in SL(2)$ and $||B||\neq 1$, for $||B||:= \underset{x\neq 0}{\sup}\big\{\frac{||B(x)||}{||x||} \big\} $, where $||\cdot||$ is the euclidian norm, ...
1
vote
0answers
105 views

Minimum L1 norm may not obtain the sparsest solution?

Here is a paper called For Most Large Underdetermined Systems of Equations, the Minimal L1-norm Near-Solution Approximates the Sparsest Near-Solution. However, I did not quite get its definition of ...
0
votes
1answer
18 views

Prove that a sequence of linear maps is bounded iff its matrix representation is bounded.

Let $f$ be an endomorphism of a finite dimensional vector space. We consider the following sequence of maps $(f^p)_p$. $M_B(f)$ is the matrix representation of $f$ in the basis $B$ The following ...
2
votes
1answer
27 views

matrix norm derivative with respect a parameter

What is the result of the following expression $\frac{d}{dt}\left( \|A(t)-B(t) \|\right) $, where $\|\cdot \|$ can be for instance the Frobenius norm?
0
votes
1answer
88 views

Norm of Matrix transpose

I have a problem below: Let $\|\cdot\|$ denotes the norm matrix \begin{equation} \|A\|=\max \frac {\|Ax\|}{\|x\|}, \end{equation} for every $A$. Now suppose that $H: \mathbb{R}^k \rightarrow ...
0
votes
1answer
91 views

Prove that the square sum of eigenvalues is no more than the Frobenius norm for a square complex matrix

Prove: $$ \sum_{r=1}^{n} |\lambda_r|^2 \le \sum_{i,j=1}^{n} |a_{ij}|^2 $$ the equality holds if and only if $\boldsymbol{A^H A=AA^H} $ for a square complex matrix $ ...
0
votes
3answers
68 views

Compute the norm of matrix

Let $M$ be $n\times n$ matrix, consisting entirely of 1's. Show, that $\|M\|_{op}=\sup_{x\in C^n}|Mx|=n$.
1
vote
1answer
79 views

Spectral radius, second induced norm

In my textbook there are few facts left without any sign of a proof, which really bugs me, and I was thinking maybe someone can help me: $A\in \mathbb{R}^{m,n} \Rightarrow \ \|A\|_2 = ...
1
vote
1answer
48 views

Relation of norms of matrices

Let $A$ be $m \times n$ matrix. Let $B=\frac 1n AA^*$, where $A^*$ is a transposed matrix. Let $X_i, I\leq m$ be row-vectors of $A$. Show $$ \|B\|=\frac 1n \|A\|^2\geq \max_{i\leq m}|X_i|, $$ Where, ...
1
vote
1answer
181 views

Why does spectral norm equal the largest singular value?

This may be a trivial question yet I was unable to find an answer: $$\left \| A \right \| _2=\sqrt{\lambda_{\text{max}}(A^{^*}A)}=\sigma_{\text{max}}(A)$$ where the spectral norm $\left \| A \right ...