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Consider a real matrix $A \in \mathbb{R}^{n \times n}$, and its $(i,j)$ entry is a non-zero constant, denoted by $a^0_{ij}$. The other entries of $A$ are variables taken any real value.

I am wondering if there exists a positive constant $r$, such that for any $A$, $$||A||\geqslant r.$$ I am not specifying the norm here as I am currently looking for a general result that holds for any norm. (But the spectral norm is my primary interest)

An intuitive guess for the lower bound would be as follows. Let $\bar{A}$ be the matrix with $(i,j)$ entry as $a^0_{ij}$ and the other other entries as zero. Does the following relationship hold for any matrix norm?: For any $A$, $$||A|| \geqslant ||\bar{A}||.$$

I think the above inequality is clear if we consider an entry-wise norm. However, I am not sure if it holds for an operator norm.

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  • $\begingroup$ There is no such lower bound for any norm. To build counterexamples, note that for any invertible $T$ and norm $\|\cdot\|$, the function $\|A\|_T = \|TAT^{-1}\|$ defines a new norm. $\endgroup$ Commented May 3, 2020 at 17:31
  • $\begingroup$ Thank you for your comment, but I do not understand why that is a counterexample. By the way, Is it possible to find the constant $r$ for the spectral norm? $\endgroup$
    – Shi James
    Commented May 3, 2020 at 18:17
  • $\begingroup$ I did not give you a counterexample, I have just told you that a counterexample can be obtained in this way. I suspect that a random choice has a high probability of producing a counterexample $\endgroup$ Commented May 3, 2020 at 18:19
  • $\begingroup$ I suspect that there is such a constant for the spectral norm $\endgroup$ Commented May 3, 2020 at 18:20
  • $\begingroup$ I found $r$ as a function of $a^0_{ij}$ for $2 \times 2$ matrices, but have not found a general statement for $n \times n$ matrices. $\endgroup$
    – Shi James
    Commented May 3, 2020 at 18:24

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As a consequence of the interlacing theorem for singular values (see also Bhatia's Matrix Analysis), it turns out that $\sigma_{\max}(A) \geq \sigma_{\max}(A')$ whenever $A'$ is a submatrix of $A$.

It follows that the spectral norm satisfies $\|A\| \geq |a_{ij}|$ for any entry $a_{ij}$ of $A$.

I suspect that a similar statement can be made for arbitrary orthogonally/unitarily invariant norms.

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  • $\begingroup$ This is very helpful. I can start with the spectral norm first. Thanks! $\endgroup$
    – Shi James
    Commented May 3, 2020 at 19:43

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