How to show $|A|_2 leq t$ implies $ t^2I-A^TA succeq 0$?
$begingroup$
Let $A in mathbb{R}^{n times n}$ and $|A|_2$ be the spectral norm of the matrix defined as the largest singular values of the matrix.
How to show when the maximum singular value is bounded, then $t^2I-A^TA$ is positive semi-definite. Formally,
$|A|_2 leq t$ implies $ t^2I-A^TA succeq 0$?
linear-algebra norm
$endgroup$
add a comment |
$begingroup$
Let $A in mathbb{R}^{n times n}$ and $|A|_2$ be the spectral norm of the matrix defined as the largest singular values of the matrix.
How to show when the maximum singular value is bounded, then $t^2I-A^TA$ is positive semi-definite. Formally,
$|A|_2 leq t$ implies $ t^2I-A^TA succeq 0$?
linear-algebra norm
$endgroup$
add a comment |
$begingroup$
Let $A in mathbb{R}^{n times n}$ and $|A|_2$ be the spectral norm of the matrix defined as the largest singular values of the matrix.
How to show when the maximum singular value is bounded, then $t^2I-A^TA$ is positive semi-definite. Formally,
$|A|_2 leq t$ implies $ t^2I-A^TA succeq 0$?
linear-algebra norm
$endgroup$
Let $A in mathbb{R}^{n times n}$ and $|A|_2$ be the spectral norm of the matrix defined as the largest singular values of the matrix.
How to show when the maximum singular value is bounded, then $t^2I-A^TA$ is positive semi-definite. Formally,
$|A|_2 leq t$ implies $ t^2I-A^TA succeq 0$?
linear-algebra norm
linear-algebra norm
edited Jan 14 at 4:23
Saeed
asked Jan 14 at 4:14
SaeedSaeed
1,036310
1,036310
add a comment |
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
Hint: For each $x in mathbb R^d$ you have
$$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
|
show 3 more comments
$begingroup$
The following facts are useful to know:
$lambda$ is an eigenvalue of $M$ if and only if $lambda + c$ is an eigenvalue of $cI + M$. This is true because $Mx = lambda x iff (M + cI)x = (lambda + c)x$.- The spectral norm of a matrix $A$ with real entries is the square root of the maximum eigenvalue of $A^T A$.
- A real symmetric matrix is positive semidefinite if and only if its eigenvalues are nonnegative.
The eigenvalues of $t^2 I - A^T A$ are given by $t^2-lambda$, where $lambda$ is an eigenvalue of $A^T A$. Because $|A|_2 leq t$, we know that the square root of the maximum eigenvalue of $A^T A$ is less than or equal to $t$. It follows that $t^2 I - A^T A$ has nonnegative eigenvalues. In other words, $t^2 I - A^T A$ is positive semidefinite.
$endgroup$
add a comment |
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2 Answers
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2 Answers
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$begingroup$
Hint: For each $x in mathbb R^d$ you have
$$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
|
show 3 more comments
$begingroup$
Hint: For each $x in mathbb R^d$ you have
$$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
|
show 3 more comments
$begingroup$
Hint: For each $x in mathbb R^d$ you have
$$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
Hint: For each $x in mathbb R^d$ you have
$$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2 geq 0$$
answered Jan 14 at 4:25
N. S.N. S.
104k7112208
104k7112208
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
|
show 3 more comments
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
How can we show the reverse? I mean when $t^2I-A^TA$ is P.S.D. how to show $|A|_2 leq t$.
$endgroup$
– Saeed
Jan 14 at 4:52
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
@Saeed Exactly the same way: $$t^2|x |_2^2 - | Ax |_2^2=x^T(t^2I-A^TA)x geq 0$$... The point is that you have $$x^T(t^2I-A^TA)x=t^2|x |_2^2 - | Ax |_2^2$$ Therefore, $$x^T(t^2I-A^TA)x geq 0 mbox{ iff } t^2|x |_2^2 - | Ax |_2^2 geq 0$$
$endgroup$
– N. S.
Jan 14 at 4:57
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
$x^T(t^2I-A^TA)x geq 0 ,,,forall x in mathbb{R}^n$, then $|Ax|_2^2 leq t^2|x|_2^2$. How can I get $|A|_2 leq t$? It is true that $|Ax|_2^2 leq |A|_2^2|x|_2^2$ but Cauchy-Schwarz is not a good idea because one may not be sure the upper bound is less than $t^2|x|_2^2$? You see my point?
$endgroup$
– Saeed
Jan 14 at 5:00
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
@Saeed $$|Ax|_2^2 leq t^2|x|_2^2 Rightarrow |Ax|_2 leq t|x|_2$$ Now simply use the definition of $| A|_2$, it is usually defined as the smallest $C$ such that $ |Ax|_2 leq C|x|_2$ for all $x$ or as the supremum of ${ frac{ | A x |_2}{|x|_2}: x neq 0 }$... I think you are confusing $| A |_2$ with the so called Frobenius norm of the matrix $| A |_F$.
$endgroup$
– N. S.
Jan 14 at 5:08
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
$begingroup$
I know $|A|_2$ is the maximum singular value of $A$, is this what you are talking about?
$endgroup$
– Saeed
Jan 14 at 5:15
|
show 3 more comments
$begingroup$
The following facts are useful to know:
$lambda$ is an eigenvalue of $M$ if and only if $lambda + c$ is an eigenvalue of $cI + M$. This is true because $Mx = lambda x iff (M + cI)x = (lambda + c)x$.- The spectral norm of a matrix $A$ with real entries is the square root of the maximum eigenvalue of $A^T A$.
- A real symmetric matrix is positive semidefinite if and only if its eigenvalues are nonnegative.
The eigenvalues of $t^2 I - A^T A$ are given by $t^2-lambda$, where $lambda$ is an eigenvalue of $A^T A$. Because $|A|_2 leq t$, we know that the square root of the maximum eigenvalue of $A^T A$ is less than or equal to $t$. It follows that $t^2 I - A^T A$ has nonnegative eigenvalues. In other words, $t^2 I - A^T A$ is positive semidefinite.
$endgroup$
add a comment |
$begingroup$
The following facts are useful to know:
$lambda$ is an eigenvalue of $M$ if and only if $lambda + c$ is an eigenvalue of $cI + M$. This is true because $Mx = lambda x iff (M + cI)x = (lambda + c)x$.- The spectral norm of a matrix $A$ with real entries is the square root of the maximum eigenvalue of $A^T A$.
- A real symmetric matrix is positive semidefinite if and only if its eigenvalues are nonnegative.
The eigenvalues of $t^2 I - A^T A$ are given by $t^2-lambda$, where $lambda$ is an eigenvalue of $A^T A$. Because $|A|_2 leq t$, we know that the square root of the maximum eigenvalue of $A^T A$ is less than or equal to $t$. It follows that $t^2 I - A^T A$ has nonnegative eigenvalues. In other words, $t^2 I - A^T A$ is positive semidefinite.
$endgroup$
add a comment |
$begingroup$
The following facts are useful to know:
$lambda$ is an eigenvalue of $M$ if and only if $lambda + c$ is an eigenvalue of $cI + M$. This is true because $Mx = lambda x iff (M + cI)x = (lambda + c)x$.- The spectral norm of a matrix $A$ with real entries is the square root of the maximum eigenvalue of $A^T A$.
- A real symmetric matrix is positive semidefinite if and only if its eigenvalues are nonnegative.
The eigenvalues of $t^2 I - A^T A$ are given by $t^2-lambda$, where $lambda$ is an eigenvalue of $A^T A$. Because $|A|_2 leq t$, we know that the square root of the maximum eigenvalue of $A^T A$ is less than or equal to $t$. It follows that $t^2 I - A^T A$ has nonnegative eigenvalues. In other words, $t^2 I - A^T A$ is positive semidefinite.
$endgroup$
The following facts are useful to know:
$lambda$ is an eigenvalue of $M$ if and only if $lambda + c$ is an eigenvalue of $cI + M$. This is true because $Mx = lambda x iff (M + cI)x = (lambda + c)x$.- The spectral norm of a matrix $A$ with real entries is the square root of the maximum eigenvalue of $A^T A$.
- A real symmetric matrix is positive semidefinite if and only if its eigenvalues are nonnegative.
The eigenvalues of $t^2 I - A^T A$ are given by $t^2-lambda$, where $lambda$ is an eigenvalue of $A^T A$. Because $|A|_2 leq t$, we know that the square root of the maximum eigenvalue of $A^T A$ is less than or equal to $t$. It follows that $t^2 I - A^T A$ has nonnegative eigenvalues. In other words, $t^2 I - A^T A$ is positive semidefinite.
edited Jan 14 at 5:10
answered Jan 14 at 4:24
littleOlittleO
29.8k646109
29.8k646109
add a comment |
add a comment |
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