Is the spectral norm a Lipschitz function with respect to the spectral norm?
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I was wondering if the spectral norm is a Lipschitz function with respect to the spectral norm. How can we prove whether it is or not? In other words, is $$big| |X| - |Y| big| le L |X-Y|$$ for some $L$?
real-analysis norm lipschitz-functions matrix-norms spectral-norm
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I was wondering if the spectral norm is a Lipschitz function with respect to the spectral norm. How can we prove whether it is or not? In other words, is $$big| |X| - |Y| big| le L |X-Y|$$ for some $L$?
real-analysis norm lipschitz-functions matrix-norms spectral-norm
1
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I was wondering if the spectral norm is a Lipschitz function with respect to the spectral norm. How can we prove whether it is or not? In other words, is $$big| |X| - |Y| big| le L |X-Y|$$ for some $L$?
real-analysis norm lipschitz-functions matrix-norms spectral-norm
I was wondering if the spectral norm is a Lipschitz function with respect to the spectral norm. How can we prove whether it is or not? In other words, is $$big| |X| - |Y| big| le L |X-Y|$$ for some $L$?
real-analysis norm lipschitz-functions matrix-norms spectral-norm
edited Aug 21 at 10:38
Rodrigo de Azevedo
12.6k41751
12.6k41751
asked Sep 27 '13 at 23:53
John
7817
7817
1
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41
add a comment |Â
1
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41
1
1
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41
add a comment |Â
1 Answer
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Any norm is Lipschitz of rank 1 with respect to itself. This follows from the traingle inequality.
Since $|X| le |Y|+|X-Y|$ we have $|X| -|Y| le |X-Y|$. Reversing the roles of $X,Y$ gives $|Y| -|X| le |X-Y|$ and combining these gives $| |X|-|Y| | le |X-Y|$.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
accepted
Any norm is Lipschitz of rank 1 with respect to itself. This follows from the traingle inequality.
Since $|X| le |Y|+|X-Y|$ we have $|X| -|Y| le |X-Y|$. Reversing the roles of $X,Y$ gives $|Y| -|X| le |X-Y|$ and combining these gives $| |X|-|Y| | le |X-Y|$.
add a comment |Â
up vote
0
down vote
accepted
Any norm is Lipschitz of rank 1 with respect to itself. This follows from the traingle inequality.
Since $|X| le |Y|+|X-Y|$ we have $|X| -|Y| le |X-Y|$. Reversing the roles of $X,Y$ gives $|Y| -|X| le |X-Y|$ and combining these gives $| |X|-|Y| | le |X-Y|$.
add a comment |Â
up vote
0
down vote
accepted
up vote
0
down vote
accepted
Any norm is Lipschitz of rank 1 with respect to itself. This follows from the traingle inequality.
Since $|X| le |Y|+|X-Y|$ we have $|X| -|Y| le |X-Y|$. Reversing the roles of $X,Y$ gives $|Y| -|X| le |X-Y|$ and combining these gives $| |X|-|Y| | le |X-Y|$.
Any norm is Lipschitz of rank 1 with respect to itself. This follows from the traingle inequality.
Since $|X| le |Y|+|X-Y|$ we have $|X| -|Y| le |X-Y|$. Reversing the roles of $X,Y$ gives $|Y| -|X| le |X-Y|$ and combining these gives $| |X|-|Y| | le |X-Y|$.
answered Oct 28 '13 at 5:56
copper.hat
123k557156
123k557156
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add a comment |Â
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1
I'm not familiar with spectral norm, but if it is a norm, can't you just use the triangle inequality to get $||X| - |Y|| leq |X - Y|$?
â Pratyush Sarkar
Sep 28 '13 at 0:13
Yes. Thanks. We can use the triangle inequality.
â John
Oct 14 '13 at 13:41