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Let \(A\) be a symmetric nonsingular \(n \times n\) matrix with eigenvalues \(\lambda_{1}, \ldots, \lambda_{n} .\) Show that \\[ \operatorname{cond}_{2}(A)=\frac{\max _{1 \leq i \leq n}\left|\lambda_{i}\right|}{\min _{1 \leq i \leq n}\left|\lambda_{i}\right|} \\]

Short Answer

Expert verified
The short answer based on the given step-by-step solution is as follows: To show that the 2-norm condition number of a symmetric nonsingular nxn matrix A with eigenvalues 位鈧, 位鈧, ..., 位鈧 is equal to the ratio of the maximum and minimum absolute values of its eigenvalues, we compute the 2-norms of both A and its inverse A鈦宦 using the eigenvalues of the matrices. Then, we calculate cond鈧(A) as the product of the 2-norms of A and A鈦宦, which yields the desired result: \[ \operatorname{cond}_{2}(A)=\frac{\max _{1 \leq i \leq n}\left|\lambda_{i}\right|}{\min _{1 \leq i \leq n}\left|\lambda_{i}\right|}. \]

Step by step solution

01

Compute 2-norms of A

Since A is a symmetric matrix, the 2-norm of A, denoted as \|A\|鈧, is given by the largest eigenvalue in terms of absolute value, that is, \[ \|A\|_{2}=\max _{1 \leq i \leq n}\left|\lambda_{i}\right|. \]
02

Find Eigenvalues of A鈦宦

Since A has eigenvalues 位鈧, 位鈧, ..., 位鈧 and is nonsingular, its inverse matrix, A鈦宦, will have eigenvalues 1/位鈧, 1/位鈧, ..., 1/位鈧 due to the fact that A and A鈦宦 share the same eigenvectors.
03

Compute 2-norm of A鈦宦

Using the eigenvalues of A鈦宦, we can compute the 2-norm of A鈦宦 as follows: \[ \|A^{-1}\|_{2}=\max _{1 \leq i \leq n}\left|\frac{1}{\lambda_{i}}\right|=\frac{1}{\min _{1 \leq i \leq n}\left|\lambda_{i}\right|}. \]
04

Calculate cond鈧(A)

By definition, the 2-norm condition number of A, cond鈧(A), is equal to the product of the 2-norm of A and the 2-norm of A鈦宦. Using the results from Steps 1 and 3, we have: \[ \operatorname{cond}_{2}(A)=\|A\|_{2} \|A^{-1}\|_{2}=\max _{1 \leq i \leq n}\left|\lambda_{i}\right| \cdot \frac{1}{\min _{1 \leq i \leq n}\left|\lambda_{i}\right|} =\frac{\max _{1 \leq i \leq n}\left|\lambda_{i}\right|}{\min _{1 \leq i \leq n}\left|\lambda_{i}\right|}. \] This concludes our proof.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Symmetric Matrix
A symmetric matrix is a type of square matrix where the element at the ith row and jth column is equal to the element at the jth row and ith column. In other words, the matrix is mirrored along its main diagonal, meaning that if you were to fold the matrix over along this diagonal axis, both halves would perfectly overlap.

Mathematically, this means if we have a symmetric matrix called A, then it satisfies the condition that \( A = A^T \), where \( A^T \) denotes the transpose of A. One of the most interesting properties of symmetric matrices is that they have real eigenvalues and the eigenvectors associated with different eigenvalues are orthogonal to one another.

This property significantly simplifies the mathematical analysis, as working with real numbers tends to be less complex than dealing with complex ones. Moreover, symmetric matrices appear frequently in various fields such as physics (in the form of inertia tensors), econometrics, and statistics (covariance matrices), making them an important concept to understand.
Eigenvalues
Eigenvalues are scalars associated with a square matrix, giving profound insight into its characteristics and behavior. They are derived from the equation \( Av = \lambda v \) where \( A \) is the matrix in question, \( v \) is a nonzero vector known as an eigenvector, and \( \lambda \) is the eigenvalue corresponding to that eigenvector.

To find the eigenvalues of a matrix, one typically solves the characteristic equation, which is obtained by setting the determinant of \( A - \lambda I \) to zero, where \( I \) is the identity matrix of the same size as A. This process yields a polynomial whose roots are the eigenvalues.

Understanding eigenvalues is crucial because they reveal much about the matrix, including whether it is invertible, its stability, and its scaling factor along various directions defined by the corresponding eigenvectors. For symmetric matrices, their real nature allows us to easily order them by size and use them in applications like principal component analysis and in understanding the condition number of a matrix.
Nonsingular Matrix
A nonsingular matrix, also known as an invertible or a nondegenerate matrix, is a square matrix that has an inverse. This inverse shares the property that when it is multiplied with the original matrix, the result is the identity matrix. The identity matrix is the matrix equivalent of the number 1 in multiplication.

One of the key indicators of a matrix being nonsingular is that its determinant is non-zero. Matrices with a determinant of zero do not have an inverse and are known as singular matrices.

The nonsingularity of a matrix is an essential concept when solving system of linear equations, understanding matrix transformations, and studying the sensitivity of a system to numerical inputs, demonstrated by the condition number. For a nonsingular symmetric matrix, not only does an inverse exist, but we can also determine the condition number using its eigenvalues, which provides us with a measure of the matrix's stability and how errors might amplify when we use the matrix to solve systems of equations.

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Most popular questions from this chapter

Let \\[ A=\left(\begin{array}{rr} 2 & 0 \\ 0 & -2 \end{array}\right) \quad \text { and } \quad \mathbf{x}=\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right) \\] and set \\[ f\left(x_{1}, x_{2}\right)=\|A \mathbf{x}\|_{2} /\|\mathbf{x}\|_{2} \\] Determine the value of \(\|A\|_{2}\) by finding the maximum value of \(f\) for all \(\left(x_{1}, x_{2}\right) \neq(0,0)\)

Let \(B\) be any matrix that satisfies Penrose conditions 1 and \(3,\) and let \(\mathbf{x}=B \mathbf{b} .\) Show that \(\mathbf{x}\) is a solution to the normal equations \(A^{T} A \mathbf{x}=A^{T} \mathbf{b}\)

Solve the given two systems and compare the solutions. Are the coefficient matrices well conditioned? Ill conditioned? Explain. \\[ \begin{aligned} 1.0 x_{1}+2.0 x_{2} &=1.12 \\ 1.000 x_{1}+2.011 x_{2} &=1.120 \\ 2.0 x_{1}+3.9 x_{2} &=2.16 \\ 2.000 x_{1}+3.982 x_{2} &=2.160 \end{aligned} \\]

If \(A\) is a symmetric \(n \times n\) matrix with triangular factorization \(L U\), then \(A\) can be factored further into a product \(L D L^{T}\) (where \(D\) is diagonal). Devise an algorithm, similar to Algorithm \(7.2 .2,\) for solving \(L D L^{T} \mathbf{x}=\mathbf{b}\)

Let \(D\) be a nonsingular \(n \times n\) diagonal matrix and let \\[ d_{\max }=\max _{1 \leq i \leq n}\left|d_{i i}\right| \quad \text { and } \quad d_{\min }=\min _{1 \leq i \leq n}\left|d_{i i}\right| \\] (a) Show that \\[ \operatorname{cond}_{1}(D)=\operatorname{cond}_{\infty}(D)=\frac{d_{\max }}{d_{\min }} \\] (b) Show that \\[ \operatorname{cond}_{2}(D)=\frac{d_{\max }}{d_{\min }} \\]

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