TheoremBase

Linearity, Compatibility with the Matrix Product, and a Norm Bound for the Matrix-Vector Product

Statement

Let mm, nn and pp be natural numbers and let R\mathbb{R} be the real numbers, an ordered field with additive identity 00 and order ≤\le; write ∣t∣|t| for the absolute value of t∈Rt\in\mathbb{R}. Let AA be a real matrix with mm rows and nn columns, its entry in row kk and column ii written AkiA_{ki}, and let BB be a real matrix with pp rows and mm columns, its entry in row α\alpha and column jj written BαjB_{\alpha j}. Let v=(v1,…,vn)v=(v_1,\dots,v_n) and ww be points of Euclidean space Rn\mathbb{R}^n, and let μ∈R\mu\in\mathbb{R}.

Write AvAv for the matrix-vector product, BABA for the product of real matrices, and ∥ ⋅ ∥\lVert\,\cdot\,\rVert for the Euclidean norm, used on Rn\mathbb{R}^n and on Rm\mathbb{R}^m alike. On Rn\mathbb{R}^n and Rm\mathbb{R}^m, regarded as real vector spaces by Euclidean Space Rn\mathbb{R}^n is a Real Vector Space, write v+wv+w for the sum of points, μv\mu v for the scalar multiple, v−wv-w for the difference of points, and 0Rn0_{\mathbb{R}^n} for the origin. Sums below are finite sums in R\mathbb{R}, and index ranges such as 1≤i≤n1\le i\le n use the order on the natural numbers.

Then the following hold.

1. (Linearity in the vector)

A(v+w)=Av+Aw,A(v−w)=Av−Aw,A(μv)=μ (Av),A 0Rn=0Rm.A(v+w)=Av+Aw,\qquad A(v-w)=Av-Aw,\qquad A(\mu v)=\mu\,(Av),\qquad A\,0_{\mathbb{R}^n}=0_{\mathbb{R}^m}.

2. (Compatibility with the matrix product)

(BA)v=B(Av).(BA)v=B(Av).

3. (Norm bound) For every natural number kk with 1≤k≤m1\le k\le m put

ck=∑i=1n∣Aki∣,c_k=\sum_{i=1}^{n}|A_{ki}| ,

and put C=∥(c1,…,cm)∥C=\lVert(c_1,\dots,c_m)\rVert. Then 0≤C0\le C and

∥Av∥≤C ∥v∥.\lVert Av\rVert\le C\,\lVert v\rVert .

In particular there exists a real number CC with 0≤C0\le C such that ∥Av∥≤C ∥v∥\lVert Av\rVert\le C\,\lVert v\rVert for every v∈Rnv\in\mathbb{R}^n.

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