Show that $|Ax|_2^2 = lambda |x|_2^2$ The 2019 Stack Overflow Developer Survey Results Are In Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Matrix norms involving singular valuesInequality matrix normDoes the spectral norm of a square matrix equal its largest eigenvalue in absolute value?Condition numbers and block matricescharacterization of the solution to a generalized eigenvalue problemProve $(lambda I-A)^-1=sum_i Big(fracv_iu_ilambda-lambda_iBig)$. $u_i, v_i$ are left and right eigenvectors for eigenvalue $lambda_i$Show that a matrix is invertible with norm less than one$A^tto 0$ when its row sum is strictly less than one?Absolute of all eigenvalues are always bounded by maximal singular valueShow that $ lambda leq |A^TA|$.

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Show that $|Ax|_2^2 = lambda |x|_2^2$



The 2019 Stack Overflow Developer Survey Results Are In
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Matrix norms involving singular valuesInequality matrix normDoes the spectral norm of a square matrix equal its largest eigenvalue in absolute value?Condition numbers and block matricescharacterization of the solution to a generalized eigenvalue problemProve $(lambda I-A)^-1=sum_i Big(fracv_iu_ilambda-lambda_iBig)$. $u_i, v_i$ are left and right eigenvectors for eigenvalue $lambda_i$Show that a matrix is invertible with norm less than one$A^tto 0$ when its row sum is strictly less than one?Absolute of all eigenvalues are always bounded by maximal singular valueShow that $ lambda leq |A^TA|$.










1












$begingroup$



Let $A in mathbbR^n times n$, let $lambda$ be an eigenvalue of $A^TA$ and $x in mathbbR^n setminus 0$ be the corresponding eigenvector, then show that $$|Ax|_2^2 = lambda |x|_2^2 textand hence lambda geq 0$$




Answer:



Here $||.||_2$ denote matrix $ 2-$norm i.e, $||A||_2=sigma_max (A)=sqrtlambda,$ where $sigma_max$ is the largest singular value of matrix $A$ and $lambda$ is largest eigenvalue of $A^TA$.



Now we have,



$(A^TA)x=lambda x Rightarrow ||(A^TA)x||_2=||lambda x||_2$



How to conclude the proof?



help me.



Since










share|cite|improve this question











$endgroup$











  • $begingroup$
    Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
    $endgroup$
    – copper.hat
    Mar 17 at 17:52







  • 1




    $begingroup$
    You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
    $endgroup$
    – eyeballfrog
    Mar 17 at 17:56











  • $begingroup$
    @copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:03







  • 1




    $begingroup$
    @M.A.SARKAR: You got it!
    $endgroup$
    – copper.hat
    Mar 17 at 18:05










  • $begingroup$
    @copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:17















1












$begingroup$



Let $A in mathbbR^n times n$, let $lambda$ be an eigenvalue of $A^TA$ and $x in mathbbR^n setminus 0$ be the corresponding eigenvector, then show that $$|Ax|_2^2 = lambda |x|_2^2 textand hence lambda geq 0$$




Answer:



Here $||.||_2$ denote matrix $ 2-$norm i.e, $||A||_2=sigma_max (A)=sqrtlambda,$ where $sigma_max$ is the largest singular value of matrix $A$ and $lambda$ is largest eigenvalue of $A^TA$.



Now we have,



$(A^TA)x=lambda x Rightarrow ||(A^TA)x||_2=||lambda x||_2$



How to conclude the proof?



help me.



Since










share|cite|improve this question











$endgroup$











  • $begingroup$
    Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
    $endgroup$
    – copper.hat
    Mar 17 at 17:52







  • 1




    $begingroup$
    You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
    $endgroup$
    – eyeballfrog
    Mar 17 at 17:56











  • $begingroup$
    @copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:03







  • 1




    $begingroup$
    @M.A.SARKAR: You got it!
    $endgroup$
    – copper.hat
    Mar 17 at 18:05










  • $begingroup$
    @copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:17













1












1








1


2



$begingroup$



Let $A in mathbbR^n times n$, let $lambda$ be an eigenvalue of $A^TA$ and $x in mathbbR^n setminus 0$ be the corresponding eigenvector, then show that $$|Ax|_2^2 = lambda |x|_2^2 textand hence lambda geq 0$$




Answer:



Here $||.||_2$ denote matrix $ 2-$norm i.e, $||A||_2=sigma_max (A)=sqrtlambda,$ where $sigma_max$ is the largest singular value of matrix $A$ and $lambda$ is largest eigenvalue of $A^TA$.



Now we have,



$(A^TA)x=lambda x Rightarrow ||(A^TA)x||_2=||lambda x||_2$



How to conclude the proof?



help me.



Since










share|cite|improve this question











$endgroup$





Let $A in mathbbR^n times n$, let $lambda$ be an eigenvalue of $A^TA$ and $x in mathbbR^n setminus 0$ be the corresponding eigenvector, then show that $$|Ax|_2^2 = lambda |x|_2^2 textand hence lambda geq 0$$




Answer:



Here $||.||_2$ denote matrix $ 2-$norm i.e, $||A||_2=sigma_max (A)=sqrtlambda,$ where $sigma_max$ is the largest singular value of matrix $A$ and $lambda$ is largest eigenvalue of $A^TA$.



Now we have,



$(A^TA)x=lambda x Rightarrow ||(A^TA)x||_2=||lambda x||_2$



How to conclude the proof?



help me.



Since







eigenvalues-eigenvectors norm matrix-norms






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Mar 31 at 7:41









Rodrigo de Azevedo

13.2k41962




13.2k41962










asked Mar 17 at 17:49









M. A. SARKARM. A. SARKAR

2,5001820




2,5001820











  • $begingroup$
    Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
    $endgroup$
    – copper.hat
    Mar 17 at 17:52







  • 1




    $begingroup$
    You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
    $endgroup$
    – eyeballfrog
    Mar 17 at 17:56











  • $begingroup$
    @copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:03







  • 1




    $begingroup$
    @M.A.SARKAR: You got it!
    $endgroup$
    – copper.hat
    Mar 17 at 18:05










  • $begingroup$
    @copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:17
















  • $begingroup$
    Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
    $endgroup$
    – copper.hat
    Mar 17 at 17:52







  • 1




    $begingroup$
    You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
    $endgroup$
    – eyeballfrog
    Mar 17 at 17:56











  • $begingroup$
    @copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:03







  • 1




    $begingroup$
    @M.A.SARKAR: You got it!
    $endgroup$
    – copper.hat
    Mar 17 at 18:05










  • $begingroup$
    @copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
    $endgroup$
    – M. A. SARKAR
    Mar 17 at 18:17















$begingroup$
Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
$endgroup$
– copper.hat
Mar 17 at 17:52





$begingroup$
Your 'answer' is not addressing the question asked. Use $|Ax|^2 = langle Ax, Ax rangle$.
$endgroup$
– copper.hat
Mar 17 at 17:52





1




1




$begingroup$
You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
$endgroup$
– eyeballfrog
Mar 17 at 17:56





$begingroup$
You've got that wrong. It's $left<Ax,Axright> = left<x, (A^TA)xright>$.
$endgroup$
– eyeballfrog
Mar 17 at 17:56













$begingroup$
@copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
$endgroup$
– M. A. SARKAR
Mar 17 at 18:03





$begingroup$
@copper.hat, sorry, unfortunate. $||Ax||_2^2=<Ax,Ax>=leftlangle x,(A^TA)x rightrangle=leftlangle x, lambda x rightrangle=lambda <x,x>=lambda ||x||_2^2$
$endgroup$
– M. A. SARKAR
Mar 17 at 18:03





1




1




$begingroup$
@M.A.SARKAR: You got it!
$endgroup$
– copper.hat
Mar 17 at 18:05




$begingroup$
@M.A.SARKAR: You got it!
$endgroup$
– copper.hat
Mar 17 at 18:05












$begingroup$
@copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
$endgroup$
– M. A. SARKAR
Mar 17 at 18:17




$begingroup$
@copper.hat, How to show that $||A||_2 leq ||A^TA||^1/2$ ? , where $||.||$ is a norm on $mathbbR^n$.
$endgroup$
– M. A. SARKAR
Mar 17 at 18:17










1 Answer
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$begingroup$

A simpler proof is that $$||Ax||_2^2$$






share|cite|improve this answer









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    $begingroup$

    A simpler proof is that $$||Ax||_2^2$$






    share|cite|improve this answer









    $endgroup$

















      3












      $begingroup$

      A simpler proof is that $$||Ax||_2^2$$






      share|cite|improve this answer









      $endgroup$















        3












        3








        3





        $begingroup$

        A simpler proof is that $$||Ax||_2^2$$






        share|cite|improve this answer









        $endgroup$



        A simpler proof is that $$||Ax||_2^2$$







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Mar 17 at 21:05









        Mostafa AyazMostafa Ayaz

        18.1k31040




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