TheoremBase

Vector, Entry and Comparison Bounds for the Norm of a Symmetric Real Matrix

Relates the norm of a symmetric real matrix to its action on vectors and to its entries, and records the identity for the norm of an image together with a comparison bound for quadratic forms.

Statement

We work in the setting of Euclidean Space and Real Matrices: Standing Notation, whose notation is fixed for every dimension and is used here with a natural number nn satisfying 1≤n1\le n: the real numbers, the absolute value ∣⋅∣|\cdot|, the initial segments [n][n], and Euclidean space Rn\mathbb{R}^{n} with its sum and difference of points, dot product and Euclidean norm ∥ ⋅ ∥\lVert\,\cdot\,\rVert, the real matrices Mn(R)\mathcal{M}_{n}(\mathbb{R}), their sums, differences and scalar multiples, the product, the transpose, the matrix-vector product, the identity matrix InI_{n}, the zero matrix 0n0_{n} and the square A2A^{2}, the set S(n)\mathcal{S}(n) of symmetric real n×nn\times n matrices, which contains aInaI_{n} for every real aa, the norm ∥A∥\lVert A\rVert of a symmetric real matrix and the standard basis vectors eie_{i}, for which the iith coordinate of a point zz equals z⋅eiz\cdot e_{i}, are all as fixed there.

Let A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}), let X∈S(n)X\in\mathcal{S}(n), let z,x,y∈Rnz,x,y\in\mathbb{R}^{n}, let a∈Ra\in\mathbb{R} and let i,j∈[n]i,j\in[n]. Then the following hold.

1. (Entries from the standard basis) Aij=ei⋅(Aej)A_{ij}=e_{i}\cdot(Ae_{j}).

2. (Squares of symmetric matrices) The matrix X2X^{2} lies in S(n)\mathcal{S}(n), and

∥Xz∥2=z⋅(X2z).\lVert Xz\rVert^{2}=z\cdot(X^{2}z).

3. (Bound on the image of a vector) ∥Xz∥≤∥X∥ ∥z∥\lVert Xz\rVert\le\lVert X\rVert\,\lVert z\rVert.

4. (Bound on the entries) ∣Xij∣≤∥X∥|X_{ij}|\le\lVert X\rVert.

5. (Bound by the entries) ∥X∥≤∑i=1n∑j=1n∣Xij∣\displaystyle\lVert X\rVert\le\sum_{i=1}^{n}\sum_{j=1}^{n}|X_{ij}|.

6. (Multiples of the identity) The matrix aInaI_{n} lies in S(n)\mathcal{S}(n) and satisfies z⋅((aIn)z)=a ∥z∥2z\cdot\bigl((aI_{n})z\bigr)=a\,\lVert z\rVert^{2}; moreover ∥aIn∥=∣a∣\lVert aI_{n}\rVert=|a|.

7. (Comparison of quadratic forms) ∣x⋅(Xx)−y⋅(Xy)∣≤∥X∥ ∥x−y∥ ∥x+y∥\bigl|x\cdot(Xx)-y\cdot(Xy)\bigr|\le\lVert X\rVert\,\lVert x-y\rVert\,\lVert x+y\rVert.

Proofs

Log in to submit a proof.

Loading...

Citations

Loading…

Dependencies

Loading…

Related

0 relations

Curated associations between results. These are editable and subjective — they do not replace the dependency graph, which is derived from the references in the text.

No relations recorded yet.

Comments

Log in to comment.

Loading…