Proof of Banach Lemma: Small Matrix Eigenvalues

In summary, The relationship (I+A)^-1=I-A holds true when A is a "small" matrix with eigenvalues that are small enough to be negligible. This can be seen through a Taylor expansion around A = 0, where the terms of order A^2 or above are neglected when A is small.
  • #1
FOIWATER
Gold Member
434
12
Hi,

I found the following relationship in a proof for gradient of log det x

$$(I+A)^{-1}=I-A$$ When A is a "small" matrix (?? eigenvalues)

I am not sure how to prove it, any ideas?
 
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  • #2
My opinion:
If ##(I+A)^{-1}=I-A,## then ##I=(I+A)(I-A)=I-A^2,## or ##A^2=O.##
I'm not sure if this helps.
 
  • #3
FOIWATER said:
Hi,

I found the following relationship in a proof for gradient of log det x

$$(I+A)^{-1}=I-A$$ When A is a "small" matrix (?? eigenvalues)

I am not sure how to prove it, any ideas?
$$(I+A)^{-1}=I-A $$ plus an error term which can be neglected if A is small. Look at the Taylor expansion around A = 0.
 
  • #4
Probably should be seeing it, but I'm not
 
  • #5
(I + A)^-1 = I - A + A^2 - A^3 + A^4 - ...
[verify by multiplying each side by (I+A)]

Then if A is "small" the terms of order A^2 or above are neglected. Yes, small means small eigenvalues
 

1. What is the Banach lemma and why is it important?

The Banach lemma, also known as the Banach fixed point theorem, is a fundamental result in functional analysis and nonlinear analysis. It provides a powerful tool for proving the existence and uniqueness of solutions to certain types of equations, and has wide applications in mathematics, physics, and engineering.

2. How is the Banach lemma used to prove small matrix eigenvalues?

The Banach lemma can be used to prove small matrix eigenvalues by first formulating the problem as a fixed point equation. Then, by applying the Banach lemma, one can show that the sequence of eigenvalues converges to the desired value. This approach is commonly used in the context of linear algebra and matrix analysis.

3. What is the intuition behind the proof of Banach lemma for small matrix eigenvalues?

The proof of Banach lemma for small matrix eigenvalues relies on the concept of a contraction mapping. This type of mapping has the property that it decreases the distance between two points, which ultimately leads to convergence. By showing that a given matrix satisfies the conditions of a contraction mapping, one can use the Banach lemma to prove the convergence of its eigenvalues to a specific value.

4. Are there any limitations to using the Banach lemma for small matrix eigenvalues?

The Banach lemma is a powerful tool, but it does have its limitations. It can only be applied to matrices that satisfy certain conditions, such as being square and having real or complex entries. Additionally, the proof of Banach lemma for small matrix eigenvalues may not be applicable to all types of matrices, and alternative methods may need to be used.

5. How does the proof of Banach lemma for small matrix eigenvalues relate to other mathematical concepts?

The proof of Banach lemma for small matrix eigenvalues is closely related to other mathematical concepts, such as fixed point theorems, contraction mappings, and spectral theory. It also has connections to other areas of mathematics, such as functional analysis and operator theory. Understanding these connections can provide deeper insights into the proof and its implications.

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