TheoremBase

Distance Between Symmetric Real Matrices

Statement

Let n≥1n\ge1 be a natural number, let R\mathbb{R} be the real numbers, and let S(n)\mathcal{S}(n) be the set of symmetric real n×nn\times n matrices. For X,Y∈S(n)X,Y\in\mathcal{S}(n) the difference X−YX-Y is again symmetric by claim 1 of The Positive Semidefinite Ordering is a Partial Order Compatible with the Linear Structure, hence lies in S(n)\mathcal{S}(n) and has a norm ∥X−Y∥\lVert X-Y\rVert.

The distance between symmetric real n×nn\times n matrices is the function

dS(n):S(n)×S(n)→Rd_{\mathcal{S}(n)}:\mathcal{S}(n)\times\mathcal{S}(n)\to\mathbb{R}

given by

dS(n)(X,Y)=∥X−Y∥.d_{\mathcal{S}(n)}(X,Y)=\lVert X-Y\rVert .

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