/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 6 Prove that if \(A\) is invertibl... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Prove that if \(A\) is invertible, then for any \(B\), $$ \left\|B-A^{-1}\right\| \geq \frac{\|I-A B\|}{\|A\|} $$

Short Answer

Expert verified
The given inequality follows from matrix norm properties and the invertibility of matrix \(A\).

Step by step solution

01

Understand the Problem

We are given an invertible matrix \(A\) and an arbitrary matrix \(B\). We need to prove a specific inequality involving their norms: \( \left\|B-A^{-1}\right\| \geq \frac{\|I-A B\|}{\|A\|} \). The problem primarily involves properties of matrix norms and inverses.
02

Use the Triangle Inequality

The triangle inequality states that for any matrices \(X\) and \(Y\), \( \|X + Y\| \leq \|X\| + \|Y\| \). Here, we decompose \( B \) as \( B = A^{-1} + (B - A^{-1}) \). Thus, \( \|I - AB\| = \|I - A(A^{-1} + (B - A^{-1}))\| = \| - A(B - A^{-1})\| \).
03

Apply Matrix Norm Properties

Recall that for any matrices \(C\) and \(D\), \( \|CD\| \leq \|C\|\|D\| \). Applying this to \( \| - A(B - A^{-1})\| \), we derive \( \|I - AB\| = \|A(B - A^{-1})\| \leq \|A\|\|B - A^{-1}\| \).
04

Rearrange the Inequality

From \( \|I - AB\| \leq \|A\|\|B - A^{-1}\| \), we divide both sides by \(\|A\|\) (assuming \(\|A\| eq 0\) as \(A\) is invertible) to get \( \frac{\|I - AB\|}{\|A\|} \leq \|B - A^{-1}\| \).
05

Conclusion

The inequality \( \left\|B-A^{-1}\right\| \geq \frac{\|I-A B\|}{\|A\|} \) holds true by the properties of the matrix norm and the invertibility of \(A\), completing the proof.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

Key Concepts

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

Invertible Matrices
An invertible matrix, also known as a non-singular or non-degenerate matrix, is a square matrix that has an inverse. This means that when you multiply an invertible matrix by its inverse, you obtain the identity matrix. Mathematically, for a matrix \( A \), there exists another matrix \( A^{-1} \) such that:
  • \( A A^{-1} = I \)
  • \( A^{-1} A = I \)
where \( I \) is the identity matrix consisting of 1s along its diagonal and 0s elsewhere.
There are certain conditions under which a matrix can be invertible. A matrix must be square (same number of rows and columns) and its determinant must be non-zero. This ensures that the matrix has full rank, meaning its columns are linearly independent.
In the context of norms, the invertibility of matrix \( A \) guarantees that \( \|A\| eq 0 \). This is critical when working with inequalities involving matrix norms, as it ensures we can divide by the norm of \( A \) without issues.
Triangle Inequality
The triangle inequality is a fundamental concept in mathematics, applicable in many contexts such as real numbers, complex numbers, and matrices. It provides a way to relate the norm, or length, of sums of vectors or matrices to the individuals themselves.
In the case of matrices, the triangle inequality can be expressed as:
  • \(\|X + Y\| \leq \|X\| + \|Y\|\)
for any matrices \(X\) and \(Y\).
This property helps in breaking down complex expressions into simpler parts, making it easier to analyze and prove inequalities involving matrix norms. For instance, in our problem, we decompose \( B \) as \( A^{-1} + (B - A^{-1}) \) and apply the triangle inequality to relate the norms, allowing us to handle expressions like \( I - AB \) more efficiently.
Utilizing the triangle inequality effectively allows for a deeper understanding and manipulation of mathematical expressions involving matrices, critical for solving inequalities and proving properties.
Matrix Inequalities
Matrix inequalities involve expressions where matrices are compared using inequalities, typically involving their norms. These inequalities are essential tools in linear algebra, particularly when analyzing and comparing matrices.
The problem at hand illustrates matrix inequalities by stating that:
  • \( \left\|B-A^{-1}\right\| \geq \frac{\|I-A B\|}{\|A\|} \)
This inequality, like many matrix inequalities, hinges on properties of matrix norms and the characteristics of invertible matrices. The steps in proving such inequalities often involve the triangle inequality, properties of matrix norms, and the careful manipulation of terms to show the desired relationship.
Understanding matrix inequalities helps provide critical insights into the stability and sensitivity of systems represented by matrices. These are widely used in numerical analysis and optimization, where controlling the magnitude of changes is crucial for ensuring accurate and efficient solutions.

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Prove: If \(A\) is symmetric and nonnegative definite, then \(A=L L^{T}\) for some lower triangular matrix \(L\). The terminology nonnegative definite means that \(x^{T} A x \geq 0\) for all \(x\).

Which of the norm axioms are satisfied by the spectral radius function \(\rho\) and which are not? Give proofs and examples, as appropriate.

Determine the \(L U\) -factorization of the matrix \(A=\left[\begin{array}{cc}1 & 5 \\ 3 & 16\end{array}\right]\), in which both \(L\) and \(U\) have unit diagonal elements. Repeat with 16 changed to 15 .

(Continuation) Write an algorithm to compute the \(L D L^{T}\) -factorization of a symmetric matrix \(A\). Your algorithm should do approximately half as much work as the standard Gaussian algorithm. Note: This algorithm can fail if some principal minors of \(A\) are singular. (This modification of the Cholesky algorithm does not involve square root calculations.)

Consider the linear system \(\left[\begin{array}{cc}1 & 2 \\ 1+\delta & 2\end{array}\right]\left[\begin{array}{l}x_{1} \\\ x_{2}\end{array}\right]=\left[\begin{array}{c}3 \\\ 3+\delta\end{array}\right]\) for small \(\delta>0\). a. Using the approximate solution \(\tilde{x}=(3,0)^{T}\), compare the infinity norm of the residual vector with the infinity norm of the error vector. What conclusion can you draw? b. Determine the condition number \(\kappa_{\infty}(A)\). What happens if \(\delta \rightarrow 0\) ? c. Carry out one step of iterative improvement based on the approximate solution \(\tilde{x}\).

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.