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The operator norm is 0 on the zero domain and otherwise equals the largest singular value, attained at a right-singular vector
Statement
Let be a linear map between finite-dimensional real or complex inner product spaces.
If , then
If and is the largest singular value of , then
In the nonzero case, the maximum in The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv|| is attained at a right-singular vector for .
Facts & Assumptions
Given: A linear map between finite-dimensional real or complex inner product spaces.
There is a singular value decomposition with (Every linear map between finite-dimensional real or complex inner product spaces admits a singular value decomposition).
Proof
If , then The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv|| gives . Assume now that , and choose an SVD from [L1]: Extend this list by zeros, setting ; then the displayed formula gives for every , so is the largest singular value of . Writing a unit vector as , one gets so every unit vector satisfies .
For the right-singular vector , step 1.1 gives . Therefore the maximum defining equals the largest singular value , and it is attained at when .
Depends on
Used by
- The operator norm is submultiplicative and satisfies ||T^*T|| = ||T||² Corollary
- FALSE: The operator norm is always the largest modulus of an eigenvalue False statement
- In the spectral norm, numerical rank counts the singular values above the declared threshold Proposition
- For full-column-rank A, the normal equations square the spectral condition number Theorem
- Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison Theorem
- The best rank-at-most-k approximation in operator norm is the rank-k truncation of a singular value decomposition Theorem
- The reciprocal spectral condition number is the relative distance to singularity Theorem
Dependency tree · two levels
7 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
- Sheldon Axler, Linear Algebra Done Right, fourth edition (standard reference, not scraped)