MHB Condition Number of sum of Matrices

Abbas
Messages
4
Reaction score
0
As far as I know there is no explicit formulas but is this true? I've tested it in Matlab with random matrices and It seems true!
cond(A+B) =< cond(A) + cond(B)
Where can I find a proof for this hypothesis?
 
Physics news on Phys.org
I like Serena said:
Welcome to MHB, Abbas! :)

\begin{aligned}
\text{cond}(A+B)
&= ||(A+B)^{-1}|| \cdot ||A+B|| \\
&= ||A^{-1} + B^{-1}||\cdot ||A+B|| \\
&\le \Big(||A^{-1}||+||B^{-1}||\Big) \cdot \Big(||A||+||B||\Big) \\
&\le ||A^{-1}||\cdot||A|| + ||B^{-1}||\cdot||B|| \\
&= \text{cond}(A) + \text{cond}(B)
\end{aligned}

Thanks, but Are you sure if this is true?
I doubt (A+B)-1= A-1+B-1.
How about ||A-1||⋅||B||+||A||⋅||B-1|| ? can these terms be omitted?
 
Abbas said:
Thanks, but Are you sure if this is true?
I doubt (A+B)-1= A-1+B-1.
How about ||A-1||⋅||B||+||A||⋅||B-1|| ? can these terms be omitted?

You're quite right. I had just deleted my post, since I realized it was not correct due to the very reasons you mention.
 
I like Serena said:
You're quite right. I had just deleted my post, since I realized it was not correct due to the very reasons you mention.

I was looking for an answer since I post it here, cond(A+B) =< cond(A) + cond(B) is not always true. the hypothesis is wrong. Thanks BTW. :)
 
Thread 'How to define a vector field?'
Hello! In one book I saw that function ##V## of 3 variables ##V_x, V_y, V_z## (vector field in 3D) can be decomposed in a Taylor series without higher-order terms (partial derivative of second power and higher) at point ##(0,0,0)## such way: I think so: higher-order terms can be neglected because partial derivative of second power and higher are equal to 0. Is this true? And how to define vector field correctly for this case? (In the book I found nothing and my attempt was wrong...

Similar threads

Replies
2
Views
847
  • · Replies 1 ·
Replies
1
Views
2K
Replies
12
Views
3K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 19 ·
Replies
19
Views
3K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 9 ·
Replies
9
Views
3K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 3 ·
Replies
3
Views
4K
Replies
3
Views
2K