prhzn
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Homework Statement
Prove that [tex]\kappa(A^TA) = \kappa(A)^2[/tex] where [tex]\kappa(A) = \left\|A\right\|\left\|A^{-1}\right\|[/tex], or in a more general case, [tex]\kappa(A) = \left\|A\right\|\left\|A^+\right\|[/tex], where [tex]A^+[/tex] is the pseudoinverse of [tex]A\in\mathbb{R}^{m\times n}[/tex]
The Attempt at a Solution
My initial guess is to use Cauchy-Schwarz to separate the products of the norms when replacing [tex]A[/tex] with [tex]A^TA[/tex], giving me
[tex]\kappa(A^TA) = \left\|A^TA\right\|\left\|(A^TA)^+\right\| \leq \left\|A^T\right\|\left\|A\right\|\left\|A^+\right\|\left\|\left(A^T\right)^+\right\| = \underbrace{\left\|A\right\|\left\|A^+\right\|}_{\kappa(A)}\underbrace{\left\|A^T\right\|\left\|\left(A^T\right)^+\right\|}_{\kappa(A^T)}[/tex]
which gives [tex]\kappa(A)^2[/tex] as [tex]\kappa(A) = \kappa(A^T)[/tex].
But I'm not sure if I can do it this simple; any inputs?
Thanks in advance