TheoremBase

Norm of a Symmetric Real Matrix

Statement

Let nn be a natural number with 1≤n1\le n and let AA be a symmetric real n×nn\times n matrix. On Euclidean space Rn\mathbb{R}^n write ξ⋅ζ\xi\cdot\zeta for the dot product, ∥ξ∥\lVert\xi\rVert for the Euclidean norm of a point ξ\xi, and AξA\xi for the matrix-vector product; let ∣⋅∣|\cdot| be the absolute value on the real numbers, ordered by ≤\le as an ordered field.

The norm of AA, written ∥A∥\lVert A\rVert, is the least upper bound, which exists by The Quadratic Form of a Real Square Matrix is Bounded on the Closed Unit Ball, of the set

{ ∣ξ⋅(Aξ)∣ : ξ∈Rn, ∥ξ∥≤1 }.\bigl\{\,|\xi\cdot(A\xi)|\ :\ \xi\in\mathbb{R}^n,\ \lVert\xi\rVert\le1\,\bigr\}.

The symbol ∥ ⋅ ∥\lVert\,\cdot\,\rVert is used both for the Euclidean norm of a point of Rn\mathbb{R}^n and for the norm of a symmetric real matrix; the argument determines which is meant.

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