I am trying to relate eigenvalues with singular values. In particular,

  • Context: Graduate 
  • Thread starter Thread starter sessomw5098
  • Start date Start date
  • Tags Tags
    Eigenvalues
Click For Summary
SUMMARY

The discussion focuses on the relationship between eigenvalues and singular values of a matrix A. It establishes that for any eigenvalue of A, the absolute value lies between the smallest and largest singular values of A, specifically stating that smallestSingularValue(A) <= |anyEigenValue(A)| <= largestSingularValue(A). The user mentions using Schur decomposition to order eigenvalues similarly to singular values but struggles to prove their relationship. Additionally, it is noted that singular values are derived from the square roots of the eigenvalues of A^T.A.

PREREQUISITES
  • Understanding of eigenvalues and singular values in linear algebra
  • Familiarity with Schur decomposition
  • Knowledge of matrix operations, specifically A^T.A
  • Concept of vector norms and their relationship to singular values
NEXT STEPS
  • Study the properties of eigenvalues and singular values in detail
  • Learn about Schur decomposition and its applications in matrix theory
  • Research the derivation of singular values from A^T.A
  • Explore proofs related to the inequalities involving singular values and eigenvalues
USEFUL FOR

Mathematicians, data scientists, and anyone involved in linear algebra or matrix analysis, particularly those interested in the properties of eigenvalues and singular values.

sessomw5098
Messages
7
Reaction score
0
I am trying to relate eigenvalues with singular values. In particular, I'm trying to show that for any eigenvalue of A, it is within range of the singular values of A. In other words,

smallestSingularValue(A) <= |anyEigenValue(A)| <= largestSingularValue(A).

I've tried using Schur decomposition, and then permuting the matrix so that the eigenvalues are ordered like the singular values. But I can't determine their relationship. Any help would be appreciated.
 
Physics news on Phys.org


The singular values of A are equal to square roots of the eigenvalues of A^T.A.

Eigenvalues only exist for square matrices. Singular values exist for rectangular matrices as well as square ones.
 


well, this is true:
smallestSingularvalue(T)*|v| <= |Tv| <= largestsingularvalue(T)*|v|
try proving that
 

Similar threads

  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 5 ·
Replies
5
Views
4K
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 8 ·
Replies
8
Views
2K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 0 ·
Replies
0
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K