Is the spectral norm submultiplicative?
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I wonder if the $2$-norm or spectral norm is also submultiplicative for non-square matrices, i.e.,
$$| A B |_2 leq | A |_2 cdot | B |_2$$
if the number of columns of $A$ coincides with the number of rows of $B$. In the literature I can only find a statement about square matrices. Thanks a lot for any remarks.
matrices norm matrix-norms spectral-norm
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up vote
-1
down vote
favorite
I wonder if the $2$-norm or spectral norm is also submultiplicative for non-square matrices, i.e.,
$$| A B |_2 leq | A |_2 cdot | B |_2$$
if the number of columns of $A$ coincides with the number of rows of $B$. In the literature I can only find a statement about square matrices. Thanks a lot for any remarks.
matrices norm matrix-norms spectral-norm
add a comment |Â
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
I wonder if the $2$-norm or spectral norm is also submultiplicative for non-square matrices, i.e.,
$$| A B |_2 leq | A |_2 cdot | B |_2$$
if the number of columns of $A$ coincides with the number of rows of $B$. In the literature I can only find a statement about square matrices. Thanks a lot for any remarks.
matrices norm matrix-norms spectral-norm
I wonder if the $2$-norm or spectral norm is also submultiplicative for non-square matrices, i.e.,
$$| A B |_2 leq | A |_2 cdot | B |_2$$
if the number of columns of $A$ coincides with the number of rows of $B$. In the literature I can only find a statement about square matrices. Thanks a lot for any remarks.
matrices norm matrix-norms spectral-norm
edited Aug 21 at 11:03
Rodrigo de Azevedo
12.6k41751
12.6k41751
asked Jan 10 at 13:03
Tim vor der Brück
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81
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1 Answer
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If $A$ is not square I don't think it's proper to talk about the spectral norm of $A$. I take it that if $A$ is $mtimes n$ then $||A||_2$ is the norm of $A$ as a map from $mathbb R^m$ to $mathbb R^n$, where both spaces have the Euclidean norm? If so then this is obvious; it's trivial that operator norms are submultiplicative: $$||Stx||le||S||,||Tx||le||S||,||T||,||x||,$$so $||ST||le||S||,||T||$.
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
If $A$ is not square I don't think it's proper to talk about the spectral norm of $A$. I take it that if $A$ is $mtimes n$ then $||A||_2$ is the norm of $A$ as a map from $mathbb R^m$ to $mathbb R^n$, where both spaces have the Euclidean norm? If so then this is obvious; it's trivial that operator norms are submultiplicative: $$||Stx||le||S||,||Tx||le||S||,||T||,||x||,$$so $||ST||le||S||,||T||$.
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
add a comment |Â
up vote
1
down vote
accepted
If $A$ is not square I don't think it's proper to talk about the spectral norm of $A$. I take it that if $A$ is $mtimes n$ then $||A||_2$ is the norm of $A$ as a map from $mathbb R^m$ to $mathbb R^n$, where both spaces have the Euclidean norm? If so then this is obvious; it's trivial that operator norms are submultiplicative: $$||Stx||le||S||,||Tx||le||S||,||T||,||x||,$$so $||ST||le||S||,||T||$.
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
If $A$ is not square I don't think it's proper to talk about the spectral norm of $A$. I take it that if $A$ is $mtimes n$ then $||A||_2$ is the norm of $A$ as a map from $mathbb R^m$ to $mathbb R^n$, where both spaces have the Euclidean norm? If so then this is obvious; it's trivial that operator norms are submultiplicative: $$||Stx||le||S||,||Tx||le||S||,||T||,||x||,$$so $||ST||le||S||,||T||$.
If $A$ is not square I don't think it's proper to talk about the spectral norm of $A$. I take it that if $A$ is $mtimes n$ then $||A||_2$ is the norm of $A$ as a map from $mathbb R^m$ to $mathbb R^n$, where both spaces have the Euclidean norm? If so then this is obvious; it's trivial that operator norms are submultiplicative: $$||Stx||le||S||,||Tx||le||S||,||T||,||x||,$$so $||ST||le||S||,||T||$.
answered Jan 10 at 16:06
David C. Ullrich
55.1k33787
55.1k33787
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
add a comment |Â
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
Thanks a lot, The usual definition: $lVert A rVert_2=sqrtrho(A^topA)$ applies to non-square matrices too in my opinion, doesnt it?
â Tim vor der Brück
Jan 12 at 10:20
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
What is $rho$? Whether that formula makes sense for non-square matrices or not I don't think it's right to call it the spectral norm - that would be the modulus of the largest eigenvalue, and a non-square matrix doesn't have eigenvalues to begin with.
â David C. Ullrich
Jan 12 at 13:17
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
$rho$ is the largest absolute eigenvalue
â Tim vor der Brück
Jan 14 at 14:45
add a comment |Â
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