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A sphere net controls the operator norm of a symmetric matrix
Statement
Let be symmetric and let be a -net of the Euclidean unit sphere in . Then The operator norm is the finite-dimensional norm of The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||.
Facts & Assumptions
Given: A symmetric real matrix and a -net , with .
A symmetric matrix has an orthonormal eigenbasis (Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis), and its operator norm equals its largest absolute eigenvalue (A symmetric matrix operator norm is its largest absolute Rayleigh quotient).
Every point of the sphere is within in Euclidean norm of some point of (Finite epsilon nets of the Euclidean sphere).
The Euclidean inner product satisfies Cauchy–Schwarz (The Cauchy-Schwarz inequality for finite sums).
The operator norm bounds (The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||).
Proof
By [F1], choose a unit eigenvector for an eigenvalue with . By [F2], choose with .
Symmetry and [F3]–[F4] imply Thus , giving the claimed inequality.
Depends on
- Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis
- Euclidean spheres and closed balls as subspaces of $\mathbb{R}^n$
- The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||
- Finite epsilon nets of the Euclidean sphere
- A symmetric matrix operator norm is its largest absolute Rayleigh quotient
- The Cauchy-Schwarz inequality for finite sums
Used by
Dependency tree · two levels
38 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Philippe Rigollet and Jan-Christian Hütter, High-Dimensional Statistics: Lecture Notes, Chapter 1, Lemma 1.18 (standard reference, not scraped)
- John Hunter, Measure Theory, finite epsilon nets and Euclidean norm facts (standard reference, not scraped)