show norm of self-adjoint operator is maximum of abs value of eigenvalue












3












$begingroup$


$M: V to V$ linear operator
show
$|M| = max{|text{eigenvalue}|}$










share|cite|improve this question











$endgroup$

















    3












    $begingroup$


    $M: V to V$ linear operator
    show
    $|M| = max{|text{eigenvalue}|}$










    share|cite|improve this question











    $endgroup$















      3












      3








      3


      2



      $begingroup$


      $M: V to V$ linear operator
      show
      $|M| = max{|text{eigenvalue}|}$










      share|cite|improve this question











      $endgroup$




      $M: V to V$ linear operator
      show
      $|M| = max{|text{eigenvalue}|}$







      linear-algebra






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Apr 8 '14 at 4:06







      user128616

















      asked Apr 8 '14 at 1:48









      user128616user128616

      147213




      147213






















          3 Answers
          3






          active

          oldest

          votes


















          3












          $begingroup$

          Recall that any self-adjoint matrix is diagonalizable in some orthonormal basis, i.e. there exists an orthonormal basis $e_1,...,e_n$ of $mathbb{C}^n$ such that $Ae_i=lambda_ie_i$ for $i=1,2,...,n$. Denote the linear transformation associated with matrix $A$ by $T$. Let $lambda=text{max} , {|lambda_1|,...,|lambda_2|}$. Then for any $x in mathbb{C}^n$ such that $|x| leq 1$, $x=a_1e_1+...+a_ne_n$ for some $a_1,...,a_n in mathbb{C}$, and thus we get that
          begin{equation}
          begin{split}
          |Tx|
          & =|T(a_1e_1+...+a_ne_n)|\
          & =|a_1 T(e_1)+...+a_nT(e_n)|\
          & =|a_1 lambda_1e_1+...+a_nlambda_ne_n|\
          & = sqrt{|a_1 lambda_1|^2+...+|a_nlambda_n|^2}\
          & leq sqrt{|a_1 lambda|^2+...+|a_nlambda|^2}\
          & = lambda sqrt{|a_1|^2+...+|a_n|^2}\
          & = lambda |x|\
          & leq lambda\
          end{split}
          end{equation}

          Since $x$ was an arbitrary element in $mathbb{C}^n$ such that $|x| leq 1$, we conclude that
          $$|T|=sup_{|x| leq 1} |Tx| leq lambda$$
          Conversely, notice that $|lambda_i|=lambda$ for some $i$. Then, for that $i$, we have
          begin{equation}
          begin{split}
          |Te_i|
          & =|lambda_i e_1|\
          & =|lambda_i||e_i|\
          & =lambda\
          end{split}
          end{equation}

          Since $|e_i|=1$, this implies that
          $$|T|=sup_{|x| leq 1} |Tx| geq lambda$$
          Thus, we conclude that
          $$|T|=sup_{|x| leq 1} |Tx| = lambda$$






          share|cite|improve this answer











          $endgroup$









          • 1




            $begingroup$
            your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
            $endgroup$
            – Peyman mohseni kiasari
            Jan 13 at 7:03










          • $begingroup$
            @Peyman Thank you. I removed the link.
            $endgroup$
            – Pawel
            Jan 13 at 17:26



















          1












          $begingroup$

          The norm of an operator (as derived from the norm on the space) is given by
          $$
          |M| = max_{x neq 0} frac{|Mx|}{|x|} = max_{|x| = 1} |M x|
          $$
          If you're referring to the Euclidean norm (i.e. the 2-norm), then
          $$
          |M| = max_{|x| = 1} sqrt{(Mx)^*Mx} = sqrt{max_{|x| = 1} x^*M^*Mx}
          $$
          Hint: note that we can write $M = UDU^*$ for real diagonal matrix $D$ and unitary matrix $U$. It may help to set $y = U^*x$, noting that $|y| = |x|$.






          share|cite|improve this answer











          $endgroup$





















            1












            $begingroup$

            This follows from the Min-max theorem, where the subspace of the Dirichlet form is the whole space.



            More detail:



            If $M$ is self adjoint, there is an orthonormal basis consisting of evectors of $M$, say $e_1,ldots,e_n$, (let $lambda_i$ be the evalues arranged so that $|lambda_1| geq cdots |lambda_n|$). For $v in V$ let $a^v_1,ldots,a_n^v$ be the coefficients satisfying
            $v = sum_{i=1}^n a_i^v e_i$. Then
            begin{align}
            |M |^2
            &= sup{ langle Mv,Mvrangle mid |v| = 1 } \
            &= supleft{ leftlangle Msum_{i=1}^n a^v_i e_i,
            M sum_{i=1}^n a^v_i e_irightrangle mid |v| = 1 right} \
            &= supleft{ leftlangle sum_{i=1}^n a^v_i lambda_i e_i,
            sum_{i=1}^n a^v_i lambda_i e_irightrangle mid |v| = 1 right} \
            &= supleft{ sum_{i=1}^n |a_i^v|^2 |lambda_i|^2 langle e_i,
            e_irangle mid |v| = 1 right} \
            &= supleft{ sum_{i=1}^n |a_i^v|^2|lambda_i|^2 mid |v| = 1 right}
            end{align}
            (the cross terms were $0$ because of orthogonality). Now, you have a sum of squares, and the coefficients $|a_i^v|^2$ must sum to $1$ since $|v|=1$. The max occurs when all mass is put at the largest component, $|lambda_1|^2$. Therefore
            $$
            |M|^2
            = |lambda_1|^2.
            $$






            share|cite|improve this answer











            $endgroup$













              Your Answer





              StackExchange.ifUsing("editor", function () {
              return StackExchange.using("mathjaxEditing", function () {
              StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
              StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
              });
              });
              }, "mathjax-editing");

              StackExchange.ready(function() {
              var channelOptions = {
              tags: "".split(" "),
              id: "69"
              };
              initTagRenderer("".split(" "), "".split(" "), channelOptions);

              StackExchange.using("externalEditor", function() {
              // Have to fire editor after snippets, if snippets enabled
              if (StackExchange.settings.snippets.snippetsEnabled) {
              StackExchange.using("snippets", function() {
              createEditor();
              });
              }
              else {
              createEditor();
              }
              });

              function createEditor() {
              StackExchange.prepareEditor({
              heartbeatType: 'answer',
              autoActivateHeartbeat: false,
              convertImagesToLinks: true,
              noModals: true,
              showLowRepImageUploadWarning: true,
              reputationToPostImages: 10,
              bindNavPrevention: true,
              postfix: "",
              imageUploader: {
              brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
              contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
              allowUrls: true
              },
              noCode: true, onDemand: true,
              discardSelector: ".discard-answer"
              ,immediatelyShowMarkdownHelp:true
              });


              }
              });














              draft saved

              draft discarded


















              StackExchange.ready(
              function () {
              StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f744484%2fshow-norm-of-self-adjoint-operator-is-maximum-of-abs-value-of-eigenvalue%23new-answer', 'question_page');
              }
              );

              Post as a guest















              Required, but never shown

























              3 Answers
              3






              active

              oldest

              votes








              3 Answers
              3






              active

              oldest

              votes









              active

              oldest

              votes






              active

              oldest

              votes









              3












              $begingroup$

              Recall that any self-adjoint matrix is diagonalizable in some orthonormal basis, i.e. there exists an orthonormal basis $e_1,...,e_n$ of $mathbb{C}^n$ such that $Ae_i=lambda_ie_i$ for $i=1,2,...,n$. Denote the linear transformation associated with matrix $A$ by $T$. Let $lambda=text{max} , {|lambda_1|,...,|lambda_2|}$. Then for any $x in mathbb{C}^n$ such that $|x| leq 1$, $x=a_1e_1+...+a_ne_n$ for some $a_1,...,a_n in mathbb{C}$, and thus we get that
              begin{equation}
              begin{split}
              |Tx|
              & =|T(a_1e_1+...+a_ne_n)|\
              & =|a_1 T(e_1)+...+a_nT(e_n)|\
              & =|a_1 lambda_1e_1+...+a_nlambda_ne_n|\
              & = sqrt{|a_1 lambda_1|^2+...+|a_nlambda_n|^2}\
              & leq sqrt{|a_1 lambda|^2+...+|a_nlambda|^2}\
              & = lambda sqrt{|a_1|^2+...+|a_n|^2}\
              & = lambda |x|\
              & leq lambda\
              end{split}
              end{equation}

              Since $x$ was an arbitrary element in $mathbb{C}^n$ such that $|x| leq 1$, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| leq lambda$$
              Conversely, notice that $|lambda_i|=lambda$ for some $i$. Then, for that $i$, we have
              begin{equation}
              begin{split}
              |Te_i|
              & =|lambda_i e_1|\
              & =|lambda_i||e_i|\
              & =lambda\
              end{split}
              end{equation}

              Since $|e_i|=1$, this implies that
              $$|T|=sup_{|x| leq 1} |Tx| geq lambda$$
              Thus, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| = lambda$$






              share|cite|improve this answer











              $endgroup$









              • 1




                $begingroup$
                your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
                $endgroup$
                – Peyman mohseni kiasari
                Jan 13 at 7:03










              • $begingroup$
                @Peyman Thank you. I removed the link.
                $endgroup$
                – Pawel
                Jan 13 at 17:26
















              3












              $begingroup$

              Recall that any self-adjoint matrix is diagonalizable in some orthonormal basis, i.e. there exists an orthonormal basis $e_1,...,e_n$ of $mathbb{C}^n$ such that $Ae_i=lambda_ie_i$ for $i=1,2,...,n$. Denote the linear transformation associated with matrix $A$ by $T$. Let $lambda=text{max} , {|lambda_1|,...,|lambda_2|}$. Then for any $x in mathbb{C}^n$ such that $|x| leq 1$, $x=a_1e_1+...+a_ne_n$ for some $a_1,...,a_n in mathbb{C}$, and thus we get that
              begin{equation}
              begin{split}
              |Tx|
              & =|T(a_1e_1+...+a_ne_n)|\
              & =|a_1 T(e_1)+...+a_nT(e_n)|\
              & =|a_1 lambda_1e_1+...+a_nlambda_ne_n|\
              & = sqrt{|a_1 lambda_1|^2+...+|a_nlambda_n|^2}\
              & leq sqrt{|a_1 lambda|^2+...+|a_nlambda|^2}\
              & = lambda sqrt{|a_1|^2+...+|a_n|^2}\
              & = lambda |x|\
              & leq lambda\
              end{split}
              end{equation}

              Since $x$ was an arbitrary element in $mathbb{C}^n$ such that $|x| leq 1$, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| leq lambda$$
              Conversely, notice that $|lambda_i|=lambda$ for some $i$. Then, for that $i$, we have
              begin{equation}
              begin{split}
              |Te_i|
              & =|lambda_i e_1|\
              & =|lambda_i||e_i|\
              & =lambda\
              end{split}
              end{equation}

              Since $|e_i|=1$, this implies that
              $$|T|=sup_{|x| leq 1} |Tx| geq lambda$$
              Thus, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| = lambda$$






              share|cite|improve this answer











              $endgroup$









              • 1




                $begingroup$
                your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
                $endgroup$
                – Peyman mohseni kiasari
                Jan 13 at 7:03










              • $begingroup$
                @Peyman Thank you. I removed the link.
                $endgroup$
                – Pawel
                Jan 13 at 17:26














              3












              3








              3





              $begingroup$

              Recall that any self-adjoint matrix is diagonalizable in some orthonormal basis, i.e. there exists an orthonormal basis $e_1,...,e_n$ of $mathbb{C}^n$ such that $Ae_i=lambda_ie_i$ for $i=1,2,...,n$. Denote the linear transformation associated with matrix $A$ by $T$. Let $lambda=text{max} , {|lambda_1|,...,|lambda_2|}$. Then for any $x in mathbb{C}^n$ such that $|x| leq 1$, $x=a_1e_1+...+a_ne_n$ for some $a_1,...,a_n in mathbb{C}$, and thus we get that
              begin{equation}
              begin{split}
              |Tx|
              & =|T(a_1e_1+...+a_ne_n)|\
              & =|a_1 T(e_1)+...+a_nT(e_n)|\
              & =|a_1 lambda_1e_1+...+a_nlambda_ne_n|\
              & = sqrt{|a_1 lambda_1|^2+...+|a_nlambda_n|^2}\
              & leq sqrt{|a_1 lambda|^2+...+|a_nlambda|^2}\
              & = lambda sqrt{|a_1|^2+...+|a_n|^2}\
              & = lambda |x|\
              & leq lambda\
              end{split}
              end{equation}

              Since $x$ was an arbitrary element in $mathbb{C}^n$ such that $|x| leq 1$, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| leq lambda$$
              Conversely, notice that $|lambda_i|=lambda$ for some $i$. Then, for that $i$, we have
              begin{equation}
              begin{split}
              |Te_i|
              & =|lambda_i e_1|\
              & =|lambda_i||e_i|\
              & =lambda\
              end{split}
              end{equation}

              Since $|e_i|=1$, this implies that
              $$|T|=sup_{|x| leq 1} |Tx| geq lambda$$
              Thus, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| = lambda$$






              share|cite|improve this answer











              $endgroup$



              Recall that any self-adjoint matrix is diagonalizable in some orthonormal basis, i.e. there exists an orthonormal basis $e_1,...,e_n$ of $mathbb{C}^n$ such that $Ae_i=lambda_ie_i$ for $i=1,2,...,n$. Denote the linear transformation associated with matrix $A$ by $T$. Let $lambda=text{max} , {|lambda_1|,...,|lambda_2|}$. Then for any $x in mathbb{C}^n$ such that $|x| leq 1$, $x=a_1e_1+...+a_ne_n$ for some $a_1,...,a_n in mathbb{C}$, and thus we get that
              begin{equation}
              begin{split}
              |Tx|
              & =|T(a_1e_1+...+a_ne_n)|\
              & =|a_1 T(e_1)+...+a_nT(e_n)|\
              & =|a_1 lambda_1e_1+...+a_nlambda_ne_n|\
              & = sqrt{|a_1 lambda_1|^2+...+|a_nlambda_n|^2}\
              & leq sqrt{|a_1 lambda|^2+...+|a_nlambda|^2}\
              & = lambda sqrt{|a_1|^2+...+|a_n|^2}\
              & = lambda |x|\
              & leq lambda\
              end{split}
              end{equation}

              Since $x$ was an arbitrary element in $mathbb{C}^n$ such that $|x| leq 1$, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| leq lambda$$
              Conversely, notice that $|lambda_i|=lambda$ for some $i$. Then, for that $i$, we have
              begin{equation}
              begin{split}
              |Te_i|
              & =|lambda_i e_1|\
              & =|lambda_i||e_i|\
              & =lambda\
              end{split}
              end{equation}

              Since $|e_i|=1$, this implies that
              $$|T|=sup_{|x| leq 1} |Tx| geq lambda$$
              Thus, we conclude that
              $$|T|=sup_{|x| leq 1} |Tx| = lambda$$







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Jan 13 at 17:26

























              answered Dec 13 '16 at 16:20









              PawelPawel

              3,1641022




              3,1641022








              • 1




                $begingroup$
                your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
                $endgroup$
                – Peyman mohseni kiasari
                Jan 13 at 7:03










              • $begingroup$
                @Peyman Thank you. I removed the link.
                $endgroup$
                – Pawel
                Jan 13 at 17:26














              • 1




                $begingroup$
                your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
                $endgroup$
                – Peyman mohseni kiasari
                Jan 13 at 7:03










              • $begingroup$
                @Peyman Thank you. I removed the link.
                $endgroup$
                – Pawel
                Jan 13 at 17:26








              1




              1




              $begingroup$
              your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
              $endgroup$
              – Peyman mohseni kiasari
              Jan 13 at 7:03




              $begingroup$
              your link is dead: "Error. Page cannot be displayed. Please contact your service provider for more details. (13)"
              $endgroup$
              – Peyman mohseni kiasari
              Jan 13 at 7:03












              $begingroup$
              @Peyman Thank you. I removed the link.
              $endgroup$
              – Pawel
              Jan 13 at 17:26




              $begingroup$
              @Peyman Thank you. I removed the link.
              $endgroup$
              – Pawel
              Jan 13 at 17:26











              1












              $begingroup$

              The norm of an operator (as derived from the norm on the space) is given by
              $$
              |M| = max_{x neq 0} frac{|Mx|}{|x|} = max_{|x| = 1} |M x|
              $$
              If you're referring to the Euclidean norm (i.e. the 2-norm), then
              $$
              |M| = max_{|x| = 1} sqrt{(Mx)^*Mx} = sqrt{max_{|x| = 1} x^*M^*Mx}
              $$
              Hint: note that we can write $M = UDU^*$ for real diagonal matrix $D$ and unitary matrix $U$. It may help to set $y = U^*x$, noting that $|y| = |x|$.






              share|cite|improve this answer











              $endgroup$


















                1












                $begingroup$

                The norm of an operator (as derived from the norm on the space) is given by
                $$
                |M| = max_{x neq 0} frac{|Mx|}{|x|} = max_{|x| = 1} |M x|
                $$
                If you're referring to the Euclidean norm (i.e. the 2-norm), then
                $$
                |M| = max_{|x| = 1} sqrt{(Mx)^*Mx} = sqrt{max_{|x| = 1} x^*M^*Mx}
                $$
                Hint: note that we can write $M = UDU^*$ for real diagonal matrix $D$ and unitary matrix $U$. It may help to set $y = U^*x$, noting that $|y| = |x|$.






                share|cite|improve this answer











                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  The norm of an operator (as derived from the norm on the space) is given by
                  $$
                  |M| = max_{x neq 0} frac{|Mx|}{|x|} = max_{|x| = 1} |M x|
                  $$
                  If you're referring to the Euclidean norm (i.e. the 2-norm), then
                  $$
                  |M| = max_{|x| = 1} sqrt{(Mx)^*Mx} = sqrt{max_{|x| = 1} x^*M^*Mx}
                  $$
                  Hint: note that we can write $M = UDU^*$ for real diagonal matrix $D$ and unitary matrix $U$. It may help to set $y = U^*x$, noting that $|y| = |x|$.






                  share|cite|improve this answer











                  $endgroup$



                  The norm of an operator (as derived from the norm on the space) is given by
                  $$
                  |M| = max_{x neq 0} frac{|Mx|}{|x|} = max_{|x| = 1} |M x|
                  $$
                  If you're referring to the Euclidean norm (i.e. the 2-norm), then
                  $$
                  |M| = max_{|x| = 1} sqrt{(Mx)^*Mx} = sqrt{max_{|x| = 1} x^*M^*Mx}
                  $$
                  Hint: note that we can write $M = UDU^*$ for real diagonal matrix $D$ and unitary matrix $U$. It may help to set $y = U^*x$, noting that $|y| = |x|$.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Apr 8 '14 at 2:08

























                  answered Apr 8 '14 at 1:53









                  OmnomnomnomOmnomnomnom

                  128k791183




                  128k791183























                      1












                      $begingroup$

                      This follows from the Min-max theorem, where the subspace of the Dirichlet form is the whole space.



                      More detail:



                      If $M$ is self adjoint, there is an orthonormal basis consisting of evectors of $M$, say $e_1,ldots,e_n$, (let $lambda_i$ be the evalues arranged so that $|lambda_1| geq cdots |lambda_n|$). For $v in V$ let $a^v_1,ldots,a_n^v$ be the coefficients satisfying
                      $v = sum_{i=1}^n a_i^v e_i$. Then
                      begin{align}
                      |M |^2
                      &= sup{ langle Mv,Mvrangle mid |v| = 1 } \
                      &= supleft{ leftlangle Msum_{i=1}^n a^v_i e_i,
                      M sum_{i=1}^n a^v_i e_irightrangle mid |v| = 1 right} \
                      &= supleft{ leftlangle sum_{i=1}^n a^v_i lambda_i e_i,
                      sum_{i=1}^n a^v_i lambda_i e_irightrangle mid |v| = 1 right} \
                      &= supleft{ sum_{i=1}^n |a_i^v|^2 |lambda_i|^2 langle e_i,
                      e_irangle mid |v| = 1 right} \
                      &= supleft{ sum_{i=1}^n |a_i^v|^2|lambda_i|^2 mid |v| = 1 right}
                      end{align}
                      (the cross terms were $0$ because of orthogonality). Now, you have a sum of squares, and the coefficients $|a_i^v|^2$ must sum to $1$ since $|v|=1$. The max occurs when all mass is put at the largest component, $|lambda_1|^2$. Therefore
                      $$
                      |M|^2
                      = |lambda_1|^2.
                      $$






                      share|cite|improve this answer











                      $endgroup$


















                        1












                        $begingroup$

                        This follows from the Min-max theorem, where the subspace of the Dirichlet form is the whole space.



                        More detail:



                        If $M$ is self adjoint, there is an orthonormal basis consisting of evectors of $M$, say $e_1,ldots,e_n$, (let $lambda_i$ be the evalues arranged so that $|lambda_1| geq cdots |lambda_n|$). For $v in V$ let $a^v_1,ldots,a_n^v$ be the coefficients satisfying
                        $v = sum_{i=1}^n a_i^v e_i$. Then
                        begin{align}
                        |M |^2
                        &= sup{ langle Mv,Mvrangle mid |v| = 1 } \
                        &= supleft{ leftlangle Msum_{i=1}^n a^v_i e_i,
                        M sum_{i=1}^n a^v_i e_irightrangle mid |v| = 1 right} \
                        &= supleft{ leftlangle sum_{i=1}^n a^v_i lambda_i e_i,
                        sum_{i=1}^n a^v_i lambda_i e_irightrangle mid |v| = 1 right} \
                        &= supleft{ sum_{i=1}^n |a_i^v|^2 |lambda_i|^2 langle e_i,
                        e_irangle mid |v| = 1 right} \
                        &= supleft{ sum_{i=1}^n |a_i^v|^2|lambda_i|^2 mid |v| = 1 right}
                        end{align}
                        (the cross terms were $0$ because of orthogonality). Now, you have a sum of squares, and the coefficients $|a_i^v|^2$ must sum to $1$ since $|v|=1$. The max occurs when all mass is put at the largest component, $|lambda_1|^2$. Therefore
                        $$
                        |M|^2
                        = |lambda_1|^2.
                        $$






                        share|cite|improve this answer











                        $endgroup$
















                          1












                          1








                          1





                          $begingroup$

                          This follows from the Min-max theorem, where the subspace of the Dirichlet form is the whole space.



                          More detail:



                          If $M$ is self adjoint, there is an orthonormal basis consisting of evectors of $M$, say $e_1,ldots,e_n$, (let $lambda_i$ be the evalues arranged so that $|lambda_1| geq cdots |lambda_n|$). For $v in V$ let $a^v_1,ldots,a_n^v$ be the coefficients satisfying
                          $v = sum_{i=1}^n a_i^v e_i$. Then
                          begin{align}
                          |M |^2
                          &= sup{ langle Mv,Mvrangle mid |v| = 1 } \
                          &= supleft{ leftlangle Msum_{i=1}^n a^v_i e_i,
                          M sum_{i=1}^n a^v_i e_irightrangle mid |v| = 1 right} \
                          &= supleft{ leftlangle sum_{i=1}^n a^v_i lambda_i e_i,
                          sum_{i=1}^n a^v_i lambda_i e_irightrangle mid |v| = 1 right} \
                          &= supleft{ sum_{i=1}^n |a_i^v|^2 |lambda_i|^2 langle e_i,
                          e_irangle mid |v| = 1 right} \
                          &= supleft{ sum_{i=1}^n |a_i^v|^2|lambda_i|^2 mid |v| = 1 right}
                          end{align}
                          (the cross terms were $0$ because of orthogonality). Now, you have a sum of squares, and the coefficients $|a_i^v|^2$ must sum to $1$ since $|v|=1$. The max occurs when all mass is put at the largest component, $|lambda_1|^2$. Therefore
                          $$
                          |M|^2
                          = |lambda_1|^2.
                          $$






                          share|cite|improve this answer











                          $endgroup$



                          This follows from the Min-max theorem, where the subspace of the Dirichlet form is the whole space.



                          More detail:



                          If $M$ is self adjoint, there is an orthonormal basis consisting of evectors of $M$, say $e_1,ldots,e_n$, (let $lambda_i$ be the evalues arranged so that $|lambda_1| geq cdots |lambda_n|$). For $v in V$ let $a^v_1,ldots,a_n^v$ be the coefficients satisfying
                          $v = sum_{i=1}^n a_i^v e_i$. Then
                          begin{align}
                          |M |^2
                          &= sup{ langle Mv,Mvrangle mid |v| = 1 } \
                          &= supleft{ leftlangle Msum_{i=1}^n a^v_i e_i,
                          M sum_{i=1}^n a^v_i e_irightrangle mid |v| = 1 right} \
                          &= supleft{ leftlangle sum_{i=1}^n a^v_i lambda_i e_i,
                          sum_{i=1}^n a^v_i lambda_i e_irightrangle mid |v| = 1 right} \
                          &= supleft{ sum_{i=1}^n |a_i^v|^2 |lambda_i|^2 langle e_i,
                          e_irangle mid |v| = 1 right} \
                          &= supleft{ sum_{i=1}^n |a_i^v|^2|lambda_i|^2 mid |v| = 1 right}
                          end{align}
                          (the cross terms were $0$ because of orthogonality). Now, you have a sum of squares, and the coefficients $|a_i^v|^2$ must sum to $1$ since $|v|=1$. The max occurs when all mass is put at the largest component, $|lambda_1|^2$. Therefore
                          $$
                          |M|^2
                          = |lambda_1|^2.
                          $$







                          share|cite|improve this answer














                          share|cite|improve this answer



                          share|cite|improve this answer








                          edited Apr 8 '14 at 2:39

























                          answered Apr 8 '14 at 2:00









                          user139388user139388

                          3,129715




                          3,129715






























                              draft saved

                              draft discarded




















































                              Thanks for contributing an answer to Mathematics Stack Exchange!


                              • Please be sure to answer the question. Provide details and share your research!

                              But avoid



                              • Asking for help, clarification, or responding to other answers.

                              • Making statements based on opinion; back them up with references or personal experience.


                              Use MathJax to format equations. MathJax reference.


                              To learn more, see our tips on writing great answers.




                              draft saved


                              draft discarded














                              StackExchange.ready(
                              function () {
                              StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f744484%2fshow-norm-of-self-adjoint-operator-is-maximum-of-abs-value-of-eigenvalue%23new-answer', 'question_page');
                              }
                              );

                              Post as a guest















                              Required, but never shown





















































                              Required, but never shown














                              Required, but never shown












                              Required, but never shown







                              Required, but never shown

































                              Required, but never shown














                              Required, but never shown












                              Required, but never shown







                              Required, but never shown







                              Popular posts from this blog

                              MongoDB - Not Authorized To Execute Command

                              How to fix TextFormField cause rebuild widget in Flutter

                              in spring boot 2.1 many test slices are not allowed anymore due to multiple @BootstrapWith