Prove 2-Norm: A*A = A^2 Math Help

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In summary, the question is how to prove the equality \left\|A^{*} A \right\|_{2}= \left\| A \right\|^{2}_{2}, where A is a complex matrix with m rows and n columns, and A^{*} is its conjugate transpose. The person asking the question is able to prove one inequality, \left\|A^{*} A \right\|_{2} \leq \left\| A \right\|^{2}_{2}, but is unsure how to prove the other inequality. The conversation then suggests trying it with different matrices, such as the identity matrix.
  • #1
math8
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How do you prove that

[tex]\left\|A^{*} A \right\|_{2}= \left\| A \right\|^{2}_{2}[/tex] ?

I can prove that [tex]\left\|A^{*} A \right\|_{2} \leq \left\| A \right\|^{2}_{2}[/tex]

but I am not sure how to do it for the other inequality.
 
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  • #2


What is A and what is *? For example, it isn't true for 2x2 matrices.
 
  • #3


I am sorry, let me specify: [tex]A \in \textbf{C}^{m\times n}[/tex] and [tex]A^{*}[/tex] is the conjugate transpose of A.

Is it true that [tex]\left\| A^{*}A \right\|_{2} \geq \left\| A \right\|^{2}_{2} [/tex] ?

If yes, how do you prove this
 
  • #4


math8 said:
How do you prove that

[tex]\left\|A^{*} A \right\|_{2}= \left\| A \right\|^{2}_{2}[/tex] ?

I can prove that [tex]\left\|A^{*} A \right\|_{2} \leq \left\| A \right\|^{2}_{2}[/tex]

but I am not sure how to do it for the other inequality.

Try it with

A = [[1,2],[3,4]]

Edit: Better yet, try the identity matrix.
 
Last edited:

1. What is the 2-norm of a matrix?

The 2-norm of a matrix is a measure of its magnitude, or size, and is defined as the square root of the sum of the squared elements in the matrix.

2. Why is it important to prove the 2-norm of a matrix?

Proving the 2-norm of a matrix is important as it provides a way to mathematically validate the accuracy of calculations involving matrices, and can also help in understanding the behavior of certain mathematical operations on matrices.

3. How do you prove the 2-norm of a matrix?

To prove the 2-norm of a matrix, we use the definition of the 2-norm and algebraic properties of matrices. We start by writing out the equation for the 2-norm of a matrix, which is the square root of the sum of the squared elements. Then, using properties such as distributivity and associativity, we manipulate the equation until we reach the desired result.

4. Can you provide an example of proving the 2-norm of a matrix?

Yes, for example, if we have the matrix A = [1 2; 3 4], we can prove its 2-norm by following these steps:
1. Write out the equation for the 2-norm: ||A||2 = √(12 + 22 + 32 + 42)
2. Simplify the equation: ||A||2 = √(1 + 4 + 9 + 16)
3. Calculate the sum: ||A||2 = √30
4. Therefore, the 2-norm of A is √30.

5. What are the applications of the 2-norm of a matrix?

The 2-norm of a matrix is used in various mathematical and scientific fields, such as linear algebra, signal processing, and statistics. It is also commonly used in machine learning and data analysis as a measure of error or distance between matrices or vectors.

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