Spectral Radius Inequality for Matrix Products

In summary, the spectral radius inequality for matrix products is a mathematical theorem that states that the spectral radius of the product of two matrices is less than or equal to the product of their individual spectral radii. This has important implications in linear algebra and can be calculated by finding the magnitude of the largest eigenvalue. It applies to both square and non-square, real and complex matrices, but there are some exceptions. Overall, it is a useful tool for analyzing matrix products.
  • #1
defunc
55
0
Hi,

Does the following inequality hold regarding the product of 2 matrices A and B: p(AB) <= p(A)p(B), where p denotes the spectral radius.

Thanks!
 
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  • #2
Have you tried anything to prove it? Intuitively why do you think it should be true?
 

What is the spectral radius inequality for matrix products?

The spectral radius inequality for matrix products is a mathematical theorem that states that the spectral radius of the product of two matrices is less than or equal to the product of their individual spectral radii. In other words, the magnitude of the largest eigenvalue of the product matrix is always less than or equal to the product of the magnitudes of the largest eigenvalues of the individual matrices.

What is the significance of the spectral radius inequality for matrix products?

The spectral radius inequality for matrix products has several important implications in the field of linear algebra. It allows us to make statements about the behavior of matrix products, such as their convergence or stability, based on the properties of their individual matrices. It also has applications in various areas of mathematics, including optimization and control theory.

How is the spectral radius of a matrix calculated?

The spectral radius of a matrix is calculated by finding the magnitude of its largest eigenvalue. This can be done using various methods, such as power iteration or the QR algorithm. In some cases, the spectral radius can also be approximated using the Gershgorin circle theorem.

What types of matrices does the spectral radius inequality apply to?

The spectral radius inequality applies to both square and non-square matrices, as long as they are compatible for multiplication (i.e. the number of columns in the first matrix is equal to the number of rows in the second matrix). It also applies to both real and complex matrices.

Are there any exceptions to the spectral radius inequality for matrix products?

There are some exceptions to the spectral radius inequality, such as when the matrices involved have complex eigenvalues or when the matrices are not compatible for multiplication. In these cases, the inequality may not hold true. However, in most cases, the spectral radius inequality is a useful and accurate tool for analyzing matrix products.

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