Does this norm inequality hold for projections onto the range of a sum of matrices? - MathOverflow most recent 30 from http://mathoverflow.net2013-05-25T15:15:01Zhttp://mathoverflow.net/feeds/question/63724http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/63724/does-this-norm-inequality-hold-for-projections-onto-the-range-of-a-sum-of-matriceDoes this norm inequality hold for projections onto the range of a sum of matrices?Alex Gittens2011-05-02T18:59:37Z2011-05-02T20:47:09Z
<p>Although it's simply stated, this is neither a homework problem or trivial (I think, but I'd be happy to be proven wrong :) ).</p>
<p>Let $A,B$ be matrices and $x$ be a vector. Is it true that
$$ \|P_{A+B} x\| \geq \|P_A x\| - \|P_B x\|, $$
where $P_A$ is the projection onto the range space of $A$?
(or is it true if you square the norms?)</p>
<p>I'm having difficulty even figuring out how to attack this: every attempt I've made falters on the facts that the range space of $A + B$ is not simply related to those of $A$ and $B$ and that the projection is nonlinear. Random instances haven't yet provided counterexamples to the inequality.</p>
http://mathoverflow.net/questions/63724/does-this-norm-inequality-hold-for-projections-onto-the-range-of-a-sum-of-matrice/63733#63733Answer by Kate Juschenko for Does this norm inequality hold for projections onto the range of a sum of matrices?Kate Juschenko2011-05-02T19:43:53Z2011-05-02T20:47:09Z<p>by substituting $A$ with $A-B$ and $B$ by $-B$ your condition will be equivalent to the following:
<code>$||P_{A+B}x||\leq ||P_Ax||+||P_Bx||.$</code>
the last one is not true in general (for non-positive matrices), for example it does not hold for $A=((0,1),(0,0))$, $B=((1,1),(1,1))$ and $x=\frac{1}{\sqrt{2}}(1,-1)$.</p>
http://mathoverflow.net/questions/63724/does-this-norm-inequality-hold-for-projections-onto-the-range-of-a-sum-of-matrice/63734#63734Answer by Michael Renardy for Does this norm inequality hold for projections onto the range of a sum of matrices?Michael Renardy2011-05-02T19:49:31Z2011-05-02T19:49:31Z<p>Let
$$A=\pmatrix{1&0\cr 0&0}, B=\pmatrix{0&0\cr 1&0}, x=(x_1,x_2).$$
Then $P_Ax=(x_1,0)$, $P_Bx=(0,x_2)$, $P_{A+B}x=((x_1+x_2)/2,(x_1+x_2)/2)$.
Thus you are asking if
$$|(x_1+x_2)/\sqrt{2}|\ge |x_1|-|x_2|.$$
Clearly, this is false in general. </p>