All Questions
15 questions
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
$$
\|X\|_\sigma = \min_{UV^T=X} \|U\|\|V\| = \min_{UV^T=X} \frac{1}{2}(\|...
- 2,239
8
votes
1
answer
1k
views
Operator norm of square root of matrix vs original
If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$?
More formally, I want to know whether there is always at least one square ...
- 81
6
votes
1
answer
290
views
Recover approximate monotonicity of induced norms
Let $A$ some square matrix with real entries.
Take any norm $\|\cdot\|$ consistent with a vector norm.
Gelfand's formula tells us that $\rho(A) = \lim_{n \rightarrow \infty} \|A^n\|^{1/n}$.
Moreover, ...
- 201
6
votes
0
answers
489
views
Symmetric matrices with $\rho(A)\gg\|A\|_\infty$
For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...
- 23k
5
votes
1
answer
319
views
Analytical form for the nuclear norm of an $n \times n$ matrix
I get the follow equation in a paper. Let $A \in \mathbb{R}^{2 \times 2}$, then $M = A^TA$ is a positive semi-definite matrix, the nuclear norm of $A$ is:
$$ \Vert A \Vert_* = \sqrt{\operatorname{tr}(...
- 71
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?
- 6,962
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?
$$\...
- 105
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{...
- 61
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)^...
- 21
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 ...
- 73
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 ...
- 6,962
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 ...
- 13
1
vote
1
answer
808
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 ...
- 181
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} \...
0
votes
0
answers
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} \\\
& ...
- 101