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0 votes
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68 views

Inequality between product of companion matrices and power of Pisot number

Let $d\geqslant 2$ be an integer and consider a convergent sequence of "companion" matrices $$A_k := \begin{pmatrix} a_{k,1} & a_{k,2} & \cdots & a_{k,d} \\\ & ...
1 vote
1 answer
404 views

Norm inequality

In an article I read, I have the following inequality: $\|A-B\|_1 \geq \max \{ \|A 1_m- B 1_m \|_1, \|A^T 1_n - B^T1_n\|_1 \}$ Where $A, B \in \mathbb{R}_+^{m\times n}$. The $\|\cdot\|_1$ refers ...
5 votes
1 answer
319 views

Analytical form for the nuclear norm of an $n \times n$ matrix

I get the follow equation in a paper. Let $A \in \mathbb{R}^{2 \times 2}$, then $M = A^TA$ is a positive semi-definite matrix, the nuclear norm of $A$ is: $$ \Vert A \Vert_* = \sqrt{\operatorname{tr}(...
2 votes
0 answers
88 views

Nuclear norm minimization of convolution matrix (circular matrix) with fast Fourier transform

I am reading a paper Recovery of Future Data via Convolution Nuclear Norm Minimization. Here, I know there is a definition for convolution matrix. Given any vector $\boldsymbol{x}=(x_1,x_2,\ldots,x_n)^...
6 votes
1 answer
290 views

Recover approximate monotonicity of induced norms

Let $A$ some square matrix with real entries. Take any norm $\|\cdot\|$ consistent with a vector norm. Gelfand's formula tells us that $\rho(A) = \lim_{n \rightarrow \infty} \|A^n\|^{1/n}$. Moreover, ...
2 votes
1 answer
448 views

How to find upper and lower bound

Let $\Sigma \in S_{++}^n$ be a symmetric positive definite matrix with all diagonal entries equal to one. Let $U \in \mathbb{R}^{n \times k_1}$, $W \in \mathbb{R}^{n \times k_2}$, $\Lambda \in \mathbb{...
10 votes
2 answers
5k views

Nuclear norm as minimum of Frobenius norm product

Nuclear, or trace, or Ky Fan, norm of a matrix is defined as the sum of the singular values of the matrix. It is claimed that $$ \|X\|_\sigma = \min_{UV^T=X} \|U\|\|V\| = \min_{UV^T=X} \frac{1}{2}(\|...
8 votes
1 answer
1k views

Operator norm of square root of matrix vs original

If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$? More formally, I want to know whether there is always at least one square ...
3 votes
1 answer
2k views

Relation between Frobenius norm, infinity norm and sum of maxima

Let $A$ be a sequence of $n \times n$ matrices so that the Frobenius norm squared satisfies $\|A\|_F^2 \simeq n$ and the infinity norm squared is $\|A\|_{\infty}^2 = 1$. Is the following true? $$\...
1 vote
1 answer
810 views

Relationship between $2 \to 2$ norm and $\infty \to 2$ norm [closed]

I am wondering what are the best known relationship between $\|A\|_{2\rightarrow 2}$ and $\|A\|_{\infty\rightarrow 2}$ and how tight it is. E.g., the trivial result is that for matrix $A$ with ...
0 votes
1 answer
836 views

Relation between the subordinate norm and the spectral radius of a matrix

Let's define the following subordinate norm of a $(NM \times NM)$ matrix A norm as follows \begin{eqnarray*} ||A||_{2,b} = \mathrm{max}_{x \in \mathbb{C}^{NM}} \left \{ \frac{||A x||_b}{||x||_2} \...
6 votes
0 answers
489 views

Symmetric matrices with $\rho(A)\gg\|A\|_\infty$

For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...
2 votes
0 answers
477 views

Norm bound of a complex resolvent

A well known result by Varah states that if $A$ is a strictly diagonally dominant matrix of dimension $n$, then $\|A^{-1}\|_{\infty} \le \max_i\frac{1}{|a_{kk}|-\sum_{j \neq k}|a_{kj}|}$, where the ...
2 votes
0 answers
372 views

What is the Birkhoff norm of a Perron vector?

Let $A$ be a positive matrix. What is known about the Birkhoff norm of its Perron vector? By the Birkhoff norm of a vector $x$ I refer to the quantity $\frac{\max{x}}{\min{x}}$. P.S. This is ...
4 votes
3 answers
4k views

upper bounds on a certain matrix norm

Is there some simple upper bound on $||(B^{-1}+A^{-1})^{-1}||$, where $A,B$ are $n \times n$ symmetric matrices?