So, I know that $||AB|| \leq ||A||\cdot||B||$ (2-norm)
I'm doing a work on matrix algorithms and i seem to get as a result that $||A^TA|| = ||A||^2$
Does this always apply, or when and why does it happen?
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So, I know that $||AB|| \leq ||A||\cdot||B||$ (2-norm) I'm doing a work on matrix algorithms and i seem to get as a result that $||A^TA|| = ||A||^2$ Does this always apply, or when and why does it happen? |
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closed as too localized by Martin Brandenburg, S. Sra, Matthew Daws, Igor Rivin, Denis Serre Dec 13 2011 at 15:21 |
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If I'm not missing something, this is very obvious: $|A|^2_2$ is the maximal absolute value of the eigenvalues of $B = A^T A$. Thus $|A^TA|_2 =|B|_2$ is the square root of the maximal absolute value of the eigenvalues of $B^TB = B^2$. Since $B$ is diagonalizable, the eigenvalues of $B^2$ are just the squares of those of $B$. |
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