Can Matrix Norms be Used to Bound the Eigenvalues of a Matrix?

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SUMMARY

The discussion centers on bounding the eigenvalues of a matrix using matrix norms, specifically demonstrating that ||A||_1 ≤ √n ||A||_2 and ||A||_2 ≤ √n ||A||_1 for matrices A and B in ℝⁿ. The norms are defined as ||A||_1 = max₁≤j≤n Σᵢ=1ⁿ |aᵢⱼ| and ||A||_2 = (p(AᵀA))^(1/2), where p(B) = max|λ_B|. The conversation also touches on the implications of the triangle inequality and explores the relationship between the norms of a matrix and its inverse, concluding that ||A⁻¹|| ≤ 10 given that ||Ax|| ≥ (1/10)||x||.

PREREQUISITES
  • Understanding of matrix norms, specifically ||A||_1 and ||A||_2.
  • Familiarity with eigenvalues and eigenvectors of matrices.
  • Knowledge of the Cauchy-Schwarz inequality.
  • Basic concepts of linear algebra, particularly regarding matrix operations.
NEXT STEPS
  • Study the properties of matrix norms in detail, focusing on their relationships and applications.
  • Learn about the implications of the triangle inequality in the context of vector spaces.
  • Explore the derivation and significance of the spectral radius in relation to eigenvalues.
  • Investigate the conditions under which ||A⁻¹|| can be bounded in terms of ||A||.
USEFUL FOR

Mathematicians, students of linear algebra, and researchers in numerical analysis who are interested in matrix theory and eigenvalue problems will benefit from this discussion.

garrus
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Homework Statement


Show that ||A||_1 \le \sqrt{n} ||A||_2 , ||A||_2 \le \sqrt{n} ||A||_1 , where
||A||_1 = \max_{1\le j\le n}\sum_{i=1}^n |a_{ij}| \\ <br /> ||A||_2 = (p(A^TA))^\frac{1}{2} \\<br /> p(B) = \max|\lambda_B|<br />
with A,B\in \mathbb{R}^{n,n}, i,j\in[1...n] , \lambda_Athe eigenvalues of matrix A

Homework Equations


wiki page on matrix norms

The Attempt at a Solution


I figured i could go the same way in proving that ||x||_1 \le \sqrt{n} ||x||_2 , x\in \mathbb{R}^n via the Cauchy Schwartz inequality.But since the max operator is not linear, isn't it a mistake to write
<br /> <br /> ||A||_1 = \max_{1\le j\le n} \sum_{i=1}^{n}|a_{ij}| =<br /> \max_{1\le j\le n}\sum_{i=1}^{n}|a_{ij}| * 1 \le<br /> \max_{1\le j\le n} (\sum_{i=1}^{n}|a_{ij}|^2 * \sum_{i=1}^{n}1^2)^{\frac{1}{2}} ?
Any hints?

edit:
Slightly off topic question: In triangle inequality, it holds that
|a - b| >= |a| - |b| . can we also bound it from below, by |a-b| = |a +(-b)| <=|a|+|b| ?
 
Last edited:
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Noone?

One another norm problem, I'm given.If you could verify / correct:
<br /> A\in\mathbb{R}^{n,n} , x\in \mathbb{R}^n. \|Ax\|\ge \frac{\|x\|}{10}<br />
and ask to show that \|A^{-1}\| \le 10
where ||\cdot|| a norm and the corresponding matrix norm derived by it.

<br /> \|Ax\|\ge \frac{\|x\|}{10} \iff \|A\| \|x\| \ge\|Ax\|\ge \frac{\|x\|}{10} \Rightarrow<br /> \|A\| \ge \frac{1}{10} (*)<br />
Only way i managed was to assert a value and lead to contradiction,but i suspect there must be a more elegant way.Let \|A^{-1}\| &gt; 10
<br /> \|A^{-1}\| &gt; 10 \iff ||A|| \|A^{-1}\| &gt; 10 \|A\| \\ but\\<br /> 1 = \|A A^{-1}\| \le \|A\| \|A^{-1}\| \\<br /> (*) \Rightarrow 10 \|A\| \ge 1<br />
, which is a contradiction, so \|A^{-1}\| &gt; 10 is false.Thus \|A^{-1}\| \le 10
 
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