Co-norm of an invertible linear transformation on R^n

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SUMMARY

The co-norm of an invertible linear transformation \( T : \mathbb{R}^n \rightarrow \mathbb{R}^n \) is defined as \( m(T) = \inf \{ |T(x)| \; | \; |x|=1 \} \). It has been proven that if \( T \) is invertible with inverse \( S \), then \( m(T) = \frac{1}{||S||} \). The discussion also highlights the relationship between the norms of matrices and their eigenvalues, particularly emphasizing the spectral theorem's role in diagonalizing symmetric matrices.

PREREQUISITES
  • Understanding of linear transformations in \( \mathbb{R}^n \)
  • Familiarity with norms and co-norms in vector spaces
  • Knowledge of eigenvalues and eigenvectors
  • Basic principles of the spectral theorem for symmetric matrices
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  • Study the properties of linear transformations in \( \mathbb{R}^n \)
  • Learn about the spectral theorem and its applications in matrix diagonalization
  • Explore the relationship between matrix norms and eigenvalues
  • Investigate the implications of invertibility on linear transformations and their inverses
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Mathematicians, students studying linear algebra, and professionals working with linear transformations and matrix analysis will benefit from this discussion.

i_a_n
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$|\;|$ is a norm on $\mathbb{R}^n$.
Define the co-norm of the linear transformation $T : \mathbb{R}^n\rightarrow\mathbb{R}^n$ to be
$m(T)=inf\left \{ |T(x)| \;\;\;\; s.t.\;|x|=1 \right \}$
Prove that if $T$ is invertible with inverse $S$ then $m(T)=\frac{1}{||S||}$.

(I think probably we need to do something with the norm, but I still can't get it... So thank you.)
 
Last edited:
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ianchenmu said:
first, the title should be "co-norm of an invertible linear transformation on R^n" and here is the question:$|\;|$ is a norm on $\mathbb{R}^n$.
Define the co-norm of the linear transformation $T : \mathbb{R}^n\rightarrow\mathbb{R}^n$ to be
$m(T)=inf\left \{ |T(x)| \;\;\;\; s.t.\;|x|=1 \right \}$
Prove that if $T$ is invertible with inverse $S$ then $m(T)=\frac{1}{||S||}$.

(I think probably we need to do something with the norm, but I still can't get it... So thank you.)

Let's take a look at a generic matrix $A$ that has $\lambda_M$ as the eigenvalue with the largest magnitude.
Then $A^T A$ is symmetric with eigenvalues that are the squares of the eigenvalues of $A$.
According to the spectral theorem a symmetric real matrix can be diagonalized into $B D B^T$, where $D$ is a diagonal matrix, and $B$ is an orthogonal matrix.
It follows that:

$$\begin{aligned}
\lVert A \rVert^2 &= \max_{\lVert x \rVert=1} \lVert Ax \rVert^2 & (1) \\
&= \max_{\lVert x \rVert=1} x^T A^T A x & (2) \\
&= \max_{\lVert x \rVert=1} x^T B D B^{-1} x & (3) \\
&= \max_{\lVert y \rVert=1} y^T D y & (4) \\
&= \max_{\lVert y \rVert=1} \lambda_M^2 \lVert y \rVert^2 & (5) \\
&= \lambda_M^2 & (6) \\
\end{aligned}$$

Now apply this reasoning to both $m(T)$ and $\lVert S \rVert$...
 

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