If $|A_ij|leq 1$ for all entries of symmetric $A$, then the largest possible spectral norm of $A$ is smaller than $n$?
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In other words, for any symmetric or antisymmetric matrix $AinmathbbR^ntimes n$ that has $|A_ij|leq 1$, can we conclude that
beginalign*
|A| leq |J|,
endalign*
where $|cdot|$ denotes spectral norm and $J$ represents all one matrix?
Since we already know that all one matrix $J$ has the smallest eigenvalue $sigma_n = 0$ and all other eigenvalues $sigma_1 = sigma_2 = ldots = sigma_n-1 = n$, it is to say whether such $A$ can have singular value greater than $n$.
linear-algebra eigenvalues-eigenvectors spectral-theory symmetric-matrices singularvalues
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up vote
3
down vote
favorite
In other words, for any symmetric or antisymmetric matrix $AinmathbbR^ntimes n$ that has $|A_ij|leq 1$, can we conclude that
beginalign*
|A| leq |J|,
endalign*
where $|cdot|$ denotes spectral norm and $J$ represents all one matrix?
Since we already know that all one matrix $J$ has the smallest eigenvalue $sigma_n = 0$ and all other eigenvalues $sigma_1 = sigma_2 = ldots = sigma_n-1 = n$, it is to say whether such $A$ can have singular value greater than $n$.
linear-algebra eigenvalues-eigenvectors spectral-theory symmetric-matrices singularvalues
add a comment |Â
up vote
3
down vote
favorite
up vote
3
down vote
favorite
In other words, for any symmetric or antisymmetric matrix $AinmathbbR^ntimes n$ that has $|A_ij|leq 1$, can we conclude that
beginalign*
|A| leq |J|,
endalign*
where $|cdot|$ denotes spectral norm and $J$ represents all one matrix?
Since we already know that all one matrix $J$ has the smallest eigenvalue $sigma_n = 0$ and all other eigenvalues $sigma_1 = sigma_2 = ldots = sigma_n-1 = n$, it is to say whether such $A$ can have singular value greater than $n$.
linear-algebra eigenvalues-eigenvectors spectral-theory symmetric-matrices singularvalues
In other words, for any symmetric or antisymmetric matrix $AinmathbbR^ntimes n$ that has $|A_ij|leq 1$, can we conclude that
beginalign*
|A| leq |J|,
endalign*
where $|cdot|$ denotes spectral norm and $J$ represents all one matrix?
Since we already know that all one matrix $J$ has the smallest eigenvalue $sigma_n = 0$ and all other eigenvalues $sigma_1 = sigma_2 = ldots = sigma_n-1 = n$, it is to say whether such $A$ can have singular value greater than $n$.
linear-algebra eigenvalues-eigenvectors spectral-theory symmetric-matrices singularvalues
asked Jul 23 at 21:14
ChristophorusX
1439
1439
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2 Answers
2
active
oldest
votes
up vote
2
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accepted
This is true for any matrix. In particular, we note that $|A| leq |A|_F$, where $|cdot|_F$ denotes the Frobenius norm. From there, we have
$$
|A| leq |A|_F = sqrtsum_i,j=1^nA_ij^2 leq sqrtsum_i,j=1^n 1 = n
$$
add a comment |Â
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We have
$$|J| ge frac_2(1, ldots, 1) = frac(n, ldots, n)sqrtn = n$$
On the other hand, for $x = (x_1,ldots, x_n)$ with $|x|_2 = 1$ we have
$$|Ax|_2^2 = left|left(sum_j=1^n A_ijx_jright)_i=1^nright|_2^2 = sum_i=1^n left|sum_j=1^n A_ijx_jright|^2 stackrelCSBle sum_i=1^n underbraceleft(sum_j=1^n A_ij^2right)_le n underbraceleft(sum_j=1^n x_j^2right)_= 1 le n^2$$
so taking the supremum over the unit sphere gives $|A| le n$.
Therefore
$$|A| le n le |J|$$
It basically boils down to @Omnomnomnom's answer, but it might be useful to someone.
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
accepted
This is true for any matrix. In particular, we note that $|A| leq |A|_F$, where $|cdot|_F$ denotes the Frobenius norm. From there, we have
$$
|A| leq |A|_F = sqrtsum_i,j=1^nA_ij^2 leq sqrtsum_i,j=1^n 1 = n
$$
add a comment |Â
up vote
2
down vote
accepted
This is true for any matrix. In particular, we note that $|A| leq |A|_F$, where $|cdot|_F$ denotes the Frobenius norm. From there, we have
$$
|A| leq |A|_F = sqrtsum_i,j=1^nA_ij^2 leq sqrtsum_i,j=1^n 1 = n
$$
add a comment |Â
up vote
2
down vote
accepted
up vote
2
down vote
accepted
This is true for any matrix. In particular, we note that $|A| leq |A|_F$, where $|cdot|_F$ denotes the Frobenius norm. From there, we have
$$
|A| leq |A|_F = sqrtsum_i,j=1^nA_ij^2 leq sqrtsum_i,j=1^n 1 = n
$$
This is true for any matrix. In particular, we note that $|A| leq |A|_F$, where $|cdot|_F$ denotes the Frobenius norm. From there, we have
$$
|A| leq |A|_F = sqrtsum_i,j=1^nA_ij^2 leq sqrtsum_i,j=1^n 1 = n
$$
answered Jul 23 at 21:22
Omnomnomnom
121k784170
121k784170
add a comment |Â
add a comment |Â
up vote
2
down vote
We have
$$|J| ge frac_2(1, ldots, 1) = frac(n, ldots, n)sqrtn = n$$
On the other hand, for $x = (x_1,ldots, x_n)$ with $|x|_2 = 1$ we have
$$|Ax|_2^2 = left|left(sum_j=1^n A_ijx_jright)_i=1^nright|_2^2 = sum_i=1^n left|sum_j=1^n A_ijx_jright|^2 stackrelCSBle sum_i=1^n underbraceleft(sum_j=1^n A_ij^2right)_le n underbraceleft(sum_j=1^n x_j^2right)_= 1 le n^2$$
so taking the supremum over the unit sphere gives $|A| le n$.
Therefore
$$|A| le n le |J|$$
It basically boils down to @Omnomnomnom's answer, but it might be useful to someone.
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
add a comment |Â
up vote
2
down vote
We have
$$|J| ge frac_2(1, ldots, 1) = frac(n, ldots, n)sqrtn = n$$
On the other hand, for $x = (x_1,ldots, x_n)$ with $|x|_2 = 1$ we have
$$|Ax|_2^2 = left|left(sum_j=1^n A_ijx_jright)_i=1^nright|_2^2 = sum_i=1^n left|sum_j=1^n A_ijx_jright|^2 stackrelCSBle sum_i=1^n underbraceleft(sum_j=1^n A_ij^2right)_le n underbraceleft(sum_j=1^n x_j^2right)_= 1 le n^2$$
so taking the supremum over the unit sphere gives $|A| le n$.
Therefore
$$|A| le n le |J|$$
It basically boils down to @Omnomnomnom's answer, but it might be useful to someone.
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
add a comment |Â
up vote
2
down vote
up vote
2
down vote
We have
$$|J| ge frac_2(1, ldots, 1) = frac(n, ldots, n)sqrtn = n$$
On the other hand, for $x = (x_1,ldots, x_n)$ with $|x|_2 = 1$ we have
$$|Ax|_2^2 = left|left(sum_j=1^n A_ijx_jright)_i=1^nright|_2^2 = sum_i=1^n left|sum_j=1^n A_ijx_jright|^2 stackrelCSBle sum_i=1^n underbraceleft(sum_j=1^n A_ij^2right)_le n underbraceleft(sum_j=1^n x_j^2right)_= 1 le n^2$$
so taking the supremum over the unit sphere gives $|A| le n$.
Therefore
$$|A| le n le |J|$$
It basically boils down to @Omnomnomnom's answer, but it might be useful to someone.
We have
$$|J| ge frac_2(1, ldots, 1) = frac(n, ldots, n)sqrtn = n$$
On the other hand, for $x = (x_1,ldots, x_n)$ with $|x|_2 = 1$ we have
$$|Ax|_2^2 = left|left(sum_j=1^n A_ijx_jright)_i=1^nright|_2^2 = sum_i=1^n left|sum_j=1^n A_ijx_jright|^2 stackrelCSBle sum_i=1^n underbraceleft(sum_j=1^n A_ij^2right)_le n underbraceleft(sum_j=1^n x_j^2right)_= 1 le n^2$$
so taking the supremum over the unit sphere gives $|A| le n$.
Therefore
$$|A| le n le |J|$$
It basically boils down to @Omnomnomnom's answer, but it might be useful to someone.
answered Jul 23 at 22:11
mechanodroid
22.2k52041
22.2k52041
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
add a comment |Â
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
What is "CSB" here?
â Omnomnomnom
Jul 23 at 22:13
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
Is that "Cauchy Schwarz Bunyakovsky"?
â Omnomnomnom
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
@Omnomnomnom Yes it is.
â mechanodroid
Jul 23 at 22:15
1
1
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
Neat. If you're interested in writing this using traces rather than summations, we have $$ |Ax|_2^2 = (x^TA^TAx) = operatornameTr(A^TAxx^T)^2 leq operatornameTr(A^TA)operatornameTr(xx^T) $$ where again, the idea is that we have applied CSB to the Hilbert-Schmidt (AKA Frobenius) inner product over $Bbb R^n times n$
â Omnomnomnom
Jul 23 at 22:19
add a comment |Â
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