TheoremBase

The Operator Norm of Entries, Transposes, Multiples of the Identity, Orthogonal Factors and Diagonal Matrices

Entries of a real matrix are recovered from standard basis vectors and are bounded by the operator norm, which is in turn bounded by the root of the sum of squared entries and by the sum of absolute entries; the norm is unchanged by transposition and by orthogonal factors, equals |t| on tI, and equals the largest absolute diagonal entry on a diagonal matrix.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let m,n∈Nm,n\in\mathbb{N}, let A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}) be a real matrix with entries AklA_{kl}. Juxtaposition is the matrix product or the matrix-vector product; A⊤A^{\top} is the transpose, ∥⋅∥\lVert\cdot\rVert the operator norm of matrices, ∣⋅∣|\cdot| the absolute value and ⋅\sqrt{\cdot} the square root; sums are sums of real numbers.

Let i∈[m]i\in[m] and j∈[n]j\in[n], let ei∈Rme_{i}\in\mathbb{R}^{m} and ej∈Rne_{j}\in\mathbb{R}^{n} be the standard basis vectors of Euclidean space, and ⋅\cdot the dot product on Rm\mathbb{R}^{m}. Then Aij=ei⋅(Aej)A_{ij}=e_{i}\cdot(Ae_{j}).

Let i∈[m]i\in[m] and j∈[n]j\in[n]. Then ∣Aij∣≤∥A∥|A_{ij}|\le\lVert A\rVert.

∥A∥≤∑k=1m∑l=1nAkl2\lVert A\rVert\le\sqrt{\sum_{k=1}^{m}\sum_{l=1}^{n}A_{kl}^{2}}.

∥A∥≤∑k=1m∑l=1n∣Akl∣\lVert A\rVert\le\sum_{k=1}^{m}\sum_{l=1}^{n}|A_{kl}|.

∥A⊤∥=∥A∥\lVert A^{\top}\rVert=\lVert A\rVert.

Let t∈Rt\in\mathbb{R}, and let tIntI_{n} be the scalar multiple of the identity matrix InI_{n}. Then ∥tIn∥=∣t∣\lVert tI_{n}\rVert=|t|.

Let O(m)\mathrm{O}(m) and O(n)\mathrm{O}(n) be the sets of orthogonal matrices. For all Q∈O(m)Q\in\mathrm{O}(m) and R∈O(n)R\in\mathrm{O}(n): ∥QA∥=∥A∥=∥AR∥\lVert QA\rVert=\lVert A\rVert=\lVert AR\rVert.

Let d∈Rnd\in\mathbb{R}^{n}, with components dkd_{k} as in Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations §membership, and let diag⁡(d)∈Mn(R)\operatorname{diag}(d)\in\mathcal{M}_{n}(\mathbb{R}) be the diagonal matrix with diagonal dd. The set {∣dk∣:k∈[n]}\{|d_{k}|:k\in[n]\} of real numbers has a greatest element, written max⁡k∈[n]∣dk∣\max_{k\in[n]}|d_{k}|, and ∥diag⁡(d)∥=max⁡k∈[n]∣dk∣\lVert\operatorname{diag}(d)\rVert=\max_{k\in[n]}|d_{k}|.

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