1
vote
0answers
29 views

Dual norm of the matrix L1 norm is infinity norm (and vice versa)

Recall that for a given norm $\|\cdot\|$ on $\mathbb{R}^n$, the dual norm is defined as a function $\|\cdot\|_*: \mathbb{R}^n \rightarrow \mathbb{R}$ with: $\|y\|_* = \max \limits_x \{x^Ty: \|x\|\le1 ...
0
votes
1answer
14 views

Proving result on spectral radius

How do I prove that $$\rho(A)=\inf\limits_{\text{operator norms}}\|A\|,$$ $\rho$ being the spectral radius, $A$ being a complex $n\times n$ matrix and operator norms being induced from vector norms by ...
1
vote
0answers
18 views

Is Frobenius norm induced up to a scalar factor?

I know that the Frobenius norm is not induced since $||I||_F=\sqrt n\neq 1$. But what if we consider the norm $\frac 1 {\sqrt n} ||\cdot ||_F$? Thank you!
0
votes
1answer
52 views

Proving result on matrix norms

How do I prove that, letting, for $A\in\mathbb{C}^{n\times n}$: $$(a)\quad\|A\|_1=\max\limits_{i=1,\cdots,n}\left(\sum\limits_{j=1}^n|a_{ij}|\right),$$ $$(b)\quad\|A\|_2=\rho^{\frac12}(A^HA),$$ with ...
2
votes
1answer
33 views

Matrix inner product, and operator and trace norm inequality

I have trouble proving the following inequality. Let a matrix $A \in \mathbb{R}^{M \times N}$, and $\sigma_i(A)$ be the i-largest singular value of A. Define the operator norm and the trace norm as ...
3
votes
1answer
51 views

Are isometries always linear?

Let $E$ be a finite dimensional vector space (over a field of characteristic zero) and $f : E \rightarrow E$ be an isometry fixing 0. Must $f$ be linear in this case ? Note : I am NOT assuming that ...
0
votes
1answer
55 views

Norm of a Vector

Suppose $A\inℝ^{n,n}$. We Define $$ \|A\| = \underset{\|x\| = 1}{\sup} \frac {\|Ax\|} {\|x\|}$$ Show it is a norm. Any thoughts?
1
vote
2answers
59 views

Is a norm on $R^n$ linear?

I was reading the book Linear Algebra Done Right by Axler. In the chapter on inner product space (Ch.6), he defines the norm of x on $R^n$ space as: $||x|| = \sqrt{x_1^2 + ... + x_n^2}$ and says: ...
2
votes
1answer
62 views

Norm of symmetric positive semidefinite matrices

I have been researching a lot trying to find an answer to my question and didn't find any so I would appreciate it if anyone can help. If we have 2 symmetric, positive semi-definite matrices $A$ and ...
1
vote
1answer
24 views

Equivalence of sets

Let $u_1, u_2, u_3 \in \mathbb{C}$ be the cubic roots of unity I'm wondering if the following two sets (balls) are equivalent: $$ \lbrace (v,w) \in \Bbb C^2 : \vert v \vert + \vert w \vert \leq 1 ...
2
votes
1answer
20 views

Is $||A||_F ||x||_2^2 \geq x^TAx$

Given a symmetric matrix $A$ and a vector $x$ Is $||A||_F ||x||_2^2 \geq x^TAx$? If yes, how to show this?
2
votes
1answer
21 views

Geometric characterization of an Euclidean norm

Show that $N$ is an Euclidean norm if and only if the intersection of the unit ball with any plane is an ellipse. I'm stuck on this one. I do not see how can I connect the definition of an ...
1
vote
1answer
32 views

Prove or disprove the existence of a length preserving non-normal matrix

Prove or disprove: There exists A such that $\|Av\|=\|v\|$ for any $v \in R^n$, but $A$ is not a normal matrix There exists A such that $\|Av\|=\|v\|$ for any $v \in R^n$, but $A$ is not a unitary ...
2
votes
1answer
33 views

Bounding the norm of Gaussian random matrix

Suppose $A\in\mathbb R^{n\times m}$ is a random matrix with $n < m$, and each entry $A_{ij}$ follows i.i.d. Gaussian distribution $N(0,1/n)$. I want to know whether we can upper bound the spectral ...
3
votes
2answers
65 views

Norm of Hilbert matrix is it equal to $\pi$?

Let $A$ be a Hilbert matrix, $$a_{ij}=\frac{1}{1+i+j}$$ We have the following result : $\Vert A\Vert\leq \pi$. I am using the subordinate norm of the euclidean norm i.e. $$ \Vert A\Vert=\sup\{\langle ...
2
votes
1answer
20 views

Operator in $\mathbb R^2$

I am a bit confused, can someone help me with the following? Is there an operator $T$ in $\mathbb{R}^2$ such that: $\parallel u \parallel +\parallel v\parallel = \parallel T(u+v)\parallel$ for every ...
1
vote
1answer
30 views

Relationship between matrix 2-norm and orthogonal basis of eigenvectors

Given the following matrix: $$ A = \left( \begin{array}{cc} 3 & 4 \\ 0 & 5 \\ \end{array} \right)$$ calculate $\|A\|_2$, with $\|A\|_2 = max_{x \in \mathbb{R}^2 -\{0\}} \frac{\langle Ax,Ax ...
3
votes
1answer
95 views

Prove $|\det A| \leq \prod_{j=1}^n ||a_j||$

Let's say A is a square n by n matrix. ||$x$||=$x^T x$ and x is a real n-column norm. How would you show this? I tried to use the QR factorization here in showing that ||$a_j$||=||$r_j$||, but ...
2
votes
2answers
53 views

Condition for a norm be absolute

Let $\|x\|_B\mathrel{\mathop:}=\sqrt{x^{t}Bx}$, where $B \in \mathbb{R}^{n\times n}$ is a symmetric and positive semidefinite matrix. If $\mid x\mid = (|x_1|,|x_2|,\ldots,|x_n|)$, I want to show that ...
2
votes
1answer
37 views

Proof that frobenius norm is a norm [duplicate]

It's pretty basic and I'm sure I'm missing something dumb here, but I'd like to know why $||A+B||_F \leq ||A||_F+||B||_F$ The way I understand it, ...
2
votes
1answer
48 views

Is the matrix least squares minimizer (Frobenius norm) the same as the matrix 2-norm minimizer?

Given matrices $A \in \mathbb{R}^{n \times m}$ and $B \in \mathbb{R}^{n \times k}$, consider the (least squares) minimizer $\arg \min_{X \in \mathbb{R}^{m \times k}} \left|| AX - B\right||_F$, where ...
2
votes
1answer
23 views

Spectral norm of a matrix obtained by setting some entries to zero

For example can we say, that if $A$ is original matrix and $A'$ obtained from $A$ by zeroing some elements then $\|A\|_2 \geq \|A'\|_2$?
0
votes
1answer
10 views

Is there relations between earth mover's distance and vector norms?

Say I have two vectors $a$ and $b$. Can I estimate $\mbox{EMD}(a,b)$ via some combination of things like $\|a-b\|_p$ and such?
1
vote
2answers
56 views

Why is there an “absolute value” and a norm in the Schwarz Inequality?

This really bothers me, and I'm not sure if it's just that I'm not understanding it correctly. For the moment, assume we are working in a vector space $V$ over $\mathbb{R}^n$. Let $x,y \in V$. We have ...
1
vote
1answer
60 views

Upper bound on the inverse of a Grammian matrix

I have been trying to find a reasonable upper bound on the following: Given $n\in N$ and the Grammian matrix $A_n$ = (($f(i)$ , $f(j)$)) , $f(\lambda) = e^{\lambda t}$ for $0\le t \le 1$ and ...
1
vote
4answers
57 views

I need help with a proof showing $\|u\|^2 = \|\operatorname{proj}_v u\|^2 + \|u - \operatorname{proj}_v u\|^2 $

So, I am dealing with the 2-norm and the projection is defined as the standard orthogonal projection, so far I have $$\|u\|^2 = \|\operatorname{proj}_v u\|^2 + \|u - \operatorname{proj}_v u\|^2 ...
0
votes
1answer
36 views

Derivative of $f(x)=\|Ax\|_2^2$

I'm trying to find the derivative of $f(x)=\|Ax\|_2^2$ where $A$ is some matrix and $\|u\|_2$ is the euclidean norm of $u$, $\|u\|_2 = \sqrt{u_1^2+u_2^2+\cdots+u_n^2}$ I know how to do this by ...
0
votes
1answer
49 views

Norm of the multiplication operator

Let $f \in L^\infty[0,1].$ It is clear that the norm of the multiplication operator $M_f : g \mapsto fg$ on $L^p[0,1]$ is $\|f\|_\infty.$ What happens in the noncommutative situation? Let us ...
2
votes
1answer
37 views

Completely multiplicative matrix norm for certain semigroups of matrices.

I am currently working on some properties of matrix products and their norms for $\mathbb{R}^{n \times n}$ matrices and i was wondering if there exists a completely multiplicative matrix norm, i.e. ...
1
vote
1answer
26 views

Prove $||A||_2 = max_{x \neq 0, y \neq 0}\{\frac{|\langle y,Ax \rangle|}{||x||\cdot ||y||}\}$ for $A\in \mathbb{K}^{n\times m}$

I'd like to prove that the spectral norm of a matrix that is not necessarily square can be written as the following subordinate norm $||A||_2 = max\{\frac{|\langle y,Ax \rangle|}{||x||\cdot ||y||}, y ...
12
votes
1answer
325 views

A sharper bound for $\|\cos(kA)\|_{\infty}$ for symmetric stochastic matrices

Given $A \in \mathbb{R}^{n \times n}$ that is symmetric, stochastic and diagonalizable, and $k \in \mathbb{N}$, I am interested in bounding $\|\cos(kA)\|_{\infty}$ from above. $\| \|_{\infty}$ is ...
1
vote
1answer
48 views

Inequality of Weighted norm

I have a question about the weighted norm inequality: The weighted norm of a vector $x\in R^{M\times N}$ is defined by: $\left \| X\right \|_{w,*} = \sum_{_{i}}\left |w_{i}\sigma _{i}\left ( X ...
1
vote
0answers
72 views

Showing 2- norm of Ax,squared is equal to $$ x^TM^TMx $$

So, I am trying to prove $$\|Mx\|^2 =x^TM^TMx$$, however I am running into some difficulties. Here, $M \in \mathbb{R}^{m \times n}$ and $x \in \mathbb{R}^n$. I know that when you take the transpose ...
0
votes
1answer
24 views

Metric induced from norm

I was trying to understand the following: Every norm on $R^n$ is continuous (as a map from $R^n$ to $R$). Proof. We use the maximum metric on $R^n$: $ d(x, y) = \max{|x_j − y_j| : j ∈ \{1, . . . ...
0
votes
1answer
64 views

How to prove that the spectral radius of a linear operator is the infimum over all subordinate norms of the corresponding norm of the operator.

I am trying to understand a proof I have seen of the following theorem: $$\rho(A)=\inf_{\|\cdot\|}\|A\|.$$ I understand that to do this, the idea is to show that 1) $\rho(A)\leq\|A\|$ for any norm, ...
0
votes
1answer
28 views

Which of the following expresses the fact that the vectors $u$ and $v$ have the same length?

Which of the following expresses the fact that the vectors $u$ and $v$ have the same length? (a) $u · u = v · v$ (b) $||u + v|| = ||u|| − ||v||$ (c) ${u \over||u||} = {v \over ||v||}$ (d) $||u + ...
2
votes
1answer
31 views

Find conditioning of the matrix

Find conditioning of the following matrix: $$A=\begin{bmatrix}1& 0\\1&\epsilon\end{bmatrix}.$$ in a $\|.\|_\infty$ norm for $\epsilon > 0$
2
votes
2answers
38 views

Is $u^TAu \geq 0$ true for all symmetric matrices $A$?

we know from the definition of inner product and norm, that $u^Tu$ is always larger than zero, except the case where $u=0$ at which case it is zero. I came across a question that infers that $u^TAu ...
1
vote
1answer
35 views

Prove triangle inequality of vector norm

I am trying to show that $||x+y||_p \leq ||x||_p + ||y||_p$ where $p$ is an integer larger than 1, but not infinity (I proved those cases already), and $||x||_p = (\sum_{i=1}^n |x_i|^p)^{\frac{1}{p}}$ ...
1
vote
2answers
76 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
34 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
86 views

Minimize norm - Least Squares - Linear Algebra

Given $Ax = b$, I know how to use least squares to minimize $||Ax-b||^2$. How do I minimize the 2-norm ($||x||_2$) and the Frobenius norm of $x$?
0
votes
0answers
60 views

Maximum Norm versus Euclidean Norm of Projection Difference

OK, there's more to it but I couldn't fit everything in the Title. This is the situation: I have a subspace of $R^n$, call it $I$, which is contained in $Z \equiv R^n \cap \{x : \sum_i x_i = 0 \}$ ...
1
vote
0answers
79 views

Norm inequality with wedge product

Anyone could help me to prove this following inequality? $\displaystyle\frac{||(u+v)\wedge w||}{||u+v||}\le \frac{||u\wedge w||}{||u||} +\frac{||v\wedge w||}{||v||} $ where $u\wedge v$ is the wedge ...
3
votes
2answers
64 views

Asymptotics of Gelfand's formula

In the following paper, it is stated that for for any matrix norm, $n \in \mathbb{N}$ and $A \in \mathbb{C}^{d \times d}$, the following holds: $\rho(A) \ge \gamma^{(1+\ln n)/n}\|A^{n}\|^{1/n}$ for ...
0
votes
3answers
38 views

Show if $||\cdot||$ is a norm on $\mathbb{R}^m$ and $T: \mathbb{R}^n \rightarrow \mathbb{R}^m$ is linear and one to one the following is a norm.

Show if $||\cdot||$ is a norm on $\mathbb{R}^m$ and $T: \mathbb{R}^n \rightarrow \mathbb{R}^m$ is linear and one to one then $||\cdot||_*: \mathbb{R}^n \rightarrow \mathbb{R}$ given by $||x||_* = ...
0
votes
3answers
62 views

About matrix products $A^{T}A$ and $ AA^{T} $

I'm investigating the relationship between 2-norms and eigenvalues of $A^{T}A$ and $ AA^{T} $, in order to better understand the SVD decomposition. How can I prove that $A^{T}A$ and $ AA^{T} $ are ...
7
votes
2answers
295 views

Derivative of nuclear norm

I'm trying to take the derivative of nuclear norm with respect to its argument. nuclear norm is defined in the following way: $$\|x\|_*=\mathrm{tr}(\sqrt{x^Tx})$$ I'm trying to calculate: ...
1
vote
1answer
26 views

Why is the determinant function continuous with regards to the Hilbert-Schmidt norm on matrices?

Why is the determinant function continuous with regards to the Hilbert-Schmidt norm on matrices? I know that the determinant is polynomial of the elements of the matrix, and since $\|A\|_{HS}^2 = ...
1
vote
1answer
48 views

Inequality for norm of linear combination of linearly independent vectors

I'm trying to find a proof for the following: Let {$u_{1},...,u_{n}$} be a linearly independent set of a normed space $X$. Then, there is a constant $c>0$ such that for every set of scalars ...