jschmid2
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Could someone please help me show that if A is Hermitian
\left\|(A-\lambda I)^{-1}\right\|_{2}=\frac{1}{min_{\lambda_{i}\in\sigma(A)}|\lambda-\lambda_{i}|}
where \sigma(A) denotes the eigenvalues of A.
I have figured out how to solve the norm without an inverse, but the inverse confuses me a bit.
Recall, that \left\|\cdot\right\|=\sqrt{r_{\sigma}(A^{*}A)}, which is to say the square root of the largest eigenvalue of A^{*}A.
\left\|(A-\lambda I)^{-1}\right\|_{2}=\frac{1}{min_{\lambda_{i}\in\sigma(A)}|\lambda-\lambda_{i}|}
where \sigma(A) denotes the eigenvalues of A.
I have figured out how to solve the norm without an inverse, but the inverse confuses me a bit.
Recall, that \left\|\cdot\right\|=\sqrt{r_{\sigma}(A^{*}A)}, which is to say the square root of the largest eigenvalue of A^{*}A.