Matrix Theory and Norms
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An Elementary Proof of the Spectral Radius Formula for Matrices
AN ELEMENTARY PROOF OF THE SPECTRAL RADIUS FORMULA FOR MATRICES JOEL A. TROPP Abstract. We present an elementary proof that the spectral ra- dius of a matrix A may be obtained using the formula 1 ρ(A) = lim kAnk =n; n!1 where k · k represents any matrix norm. 1. Introduction It is a well-known fact from the theory of Banach algebras that the spectral radius of any element A is given by the formula ρ(A) = lim kAnk1=n: (1.1) n!1 For a matrix, the spectrum is just the collection of eigenvalues, so this formula yields a technique for estimating for the top eigenvalue. The proof of Equation 1.1 is beautiful but advanced. See, for exam- ple, Rudin's treatment in his Functional Analysis. It turns out that elementary techniques suffice to develop the formula for matrices. 2. Preliminaries For completeness, we shall briefly introduce the major concepts re- quired in the proof. It is expected that the reader is already familiar with these ideas. 2.1. Norms. A norm is a mapping k · k from a vector space X into the nonnegative real numbers R+ which has three properties: (1) kxk = 0 if and only if x = 0; (2) kαxk = jαj kxk for any scalar α and vector x; and (3) kx + yk ≤ kxk + kyk for any vectors x and y. The most fundamental example of a norm is the Euclidean norm k·k2 which corresponds to the standard topology on Rn. It is defined by 2 2 2 kxk2 = k(x1; x2; : : : ; xn)k2 = x1 + x2 + · · · + xn: Date: 30 November 2001. -
C H a P T E R § Methods Related to the Norm Al Equations
¡ ¢ £ ¤ ¥ ¦ § ¨ © © © © ¨ ©! "# $% &('*),+-)(./+-)0.21434576/),+98,:%;<)>=,'41/? @%3*)BAC:D8E+%=B891GF*),+H;I?H1KJ2.21K8L1GMNAPO45Q5R)S;S+T? =RU ?H1*)>./+EAVOKAPM ;<),5 ?H1G;P8W.XAVO4575R)S;S+Y? =Z8L1*)/[%\Z1*)]AB3*=,'Q;<)B=,'41/? @%3*)RAP8LU F*)BA(;S'*)Z)>@%3/? F*.4U ),1G;^U ?H1*)>./+ APOKAP;_),5a`Rbc`^dfeg`Rbih,jk=>.4U U )Blm;B'*)n1K84+o5R.EUp)B@%3*.K;q? 8L1KA>[r\0:D;_),1Ejp;B'/? A2.4s4s/+t8/.,=,' b ? A7.KFK84? l4)>lu?H1vs,+D.*=S;q? =>)m6/)>=>.43KA<)W;B'*)w=B8E)IxW=K? ),1G;W5R.K;S+Y? yn` `z? AW5Q3*=,'|{}84+-A_) =B8L1*l9? ;I? 891*)>lX;B'*.41Q`7[r~k8K{i)IF*),+NjL;B'*)71K8E+o5R.4U4)>@%3*.G;I? 891KA0.4s4s/+t8.*=,'w5R.BOw6/)Z.,l4)IM @%3*.K;_)7?H17A_8L5R)QAI? ;S3*.K;q? 8L1KA>[p1*l4)>)>lj9;B'*),+-)Q./+-)Q)SF*),1.Es4s4U ? =>.K;q? 8L1KA(?H1Q{R'/? =,'W? ;R? A s/+-)S:Y),+o+D)Blm;_8|;B'*)W3KAB3*.4Urc+HO4U 8,F|AS346KABs*.,=B)Q;_)>=,'41/? @%3*)BAB[&('/? A]=*'*.EsG;_),+}=B8*F*),+tA7? ;PM ),+-.K;q? F*)75R)S;S'K8ElAi{^'/? =,'Z./+-)R)K? ;B'*),+pl9?+D)B=S;BU OR84+k?H5Qs4U ? =K? ;BU O2+-),U .G;<)Bl7;_82;S'*)Q1K84+o5R.EU )>@%3*.G;I? 891KA>[ mWX(fQ - uK In order to solve the linear system 7 when is nonsymmetric, we can solve the equivalent system b b [¥K¦ ¡¢ £N¤ which is Symmetric Positive Definite. This system is known as the system of the normal equations associated with the least-squares problem, [ ¦ £N¤ minimize §* R¨©7ª§*«9¬ Note that (8.1) is typically used to solve the least-squares problem (8.2) for over- ®°¯± ±²³® determined systems, i.e., when is a rectangular matrix of size , . -
The Column and Row Hilbert Operator Spaces
The Column and Row Hilbert Operator Spaces Roy M. Araiza Department of Mathematics Purdue University Abstract Given a Hilbert space H we present the construction and some properties of the column and row Hilbert operator spaces Hc and Hr, respectively. The main proof of the survey is showing that CB(Hc; Kc) is completely isometric to B(H ; K ); in other words, the completely bounded maps be- tween the corresponding column Hilbert operator spaces is completely isometric to the bounded operators between the Hilbert spaces. A similar theorem for the row Hilbert operator spaces follows via duality of the operator spaces. In particular there exists a natural duality between the column and row Hilbert operator spaces which we also show. The presentation and proofs are due to Effros and Ruan [1]. 1 The Column Hilbert Operator Space Given a Hilbert space H , we define the column isometry C : H −! B(C; H ) given by ξ 7! C(ξ)α := αξ; α 2 C: Then given any n 2 N; we define the nth-matrix norm on Mn(H ); by (n) kξkc;n = C (ξ) ; ξ 2 Mn(H ): These are indeed operator space matrix norms by Ruan's Representation theorem and thus we define the column Hilbert operator space as n o Hc = H ; k·kc;n : n2N It follows that given ξ 2 Mn(H ) we have that the adjoint operator of C(ξ) is given by ∗ C(ξ) : H −! C; ζ 7! (ζj ξ) : Suppose C(ξ)∗(ζ) = d; c 2 C: Then we see that cd = (cj C(ξ)∗(ζ)) = (cξj ζ) = c(ζj ξ) = (cj (ζj ξ)) : We are also able to compute the matrix norms on rectangular matrices. -
Stat 309: Mathematical Computations I Fall 2018 Lecture 4
STAT 309: MATHEMATICAL COMPUTATIONS I FALL 2018 LECTURE 4 1. spectral radius • matrix 2-norm is also known as the spectral norm • name is connected to the fact that the norm is given by the square root of the largest eigenvalue of ATA, i.e., largest singular value of A (more on this later) n×n • in general, the spectral radius ρ(A) of a matrix A 2 C is defined in terms of its largest eigenvalue ρ(A) = maxfjλij : Axi = λixi; xi 6= 0g n×n • note that the spectral radius does not define a norm on C • for example the non-zero matrix 0 1 J = 0 0 has ρ(J) = 0 since both its eigenvalues are 0 • there are some relationships between the norm of a matrix and its spectral radius • the easiest one is that ρ(A) ≤ kAk n for any matrix norm that satisfies the inequality kAxk ≤ kAkkxk for all x 2 C , i.e., consistent norm { here's a proof: Axi = λixi taking norms, kAxik = kλixik = jλijkxik therefore kAxik jλij = ≤ kAk kxik since this holds for any eigenvalue of A, it follows that maxjλij = ρ(A) ≤ kAk i { in particular this is true for any operator norm { this is in general not true for norms that do not satisfy the consistency inequality kAxk ≤ kAkkxk (thanks to Likai Chen for pointing out); for example the matrix " p1 p1 # A = 2 2 p1 − p1 2 2 p is orthogonal and therefore ρ(A) = 1 but kAkH;1 = 1= 2 and so ρ(A) > kAkH;1 { exercise: show that any eigenvalue of a unitary or an orthogonal matrix must have absolute value 1 Date: October 10, 2018, version 1.0. -
Matrices and Linear Algebra
Chapter 26 Matrices and linear algebra ap,mat Contents 26.1 Matrix algebra........................................... 26.2 26.1.1 Determinant (s,mat,det)................................... 26.2 26.1.2 Eigenvalues and eigenvectors (s,mat,eig).......................... 26.2 26.1.3 Hermitian and symmetric matrices............................. 26.3 26.1.4 Matrix trace (s,mat,trace).................................. 26.3 26.1.5 Inversion formulas (s,mat,mil)............................... 26.3 26.1.6 Kronecker products (s,mat,kron).............................. 26.4 26.2 Positive-definite matrices (s,mat,pd) ................................ 26.4 26.2.1 Properties of positive-definite matrices........................... 26.5 26.2.2 Partial order......................................... 26.5 26.2.3 Diagonal dominance.................................... 26.5 26.2.4 Diagonal majorizers..................................... 26.5 26.2.5 Simultaneous diagonalization................................ 26.6 26.3 Vector norms (s,mat,vnorm) .................................... 26.6 26.3.1 Examples of vector norms.................................. 26.6 26.3.2 Inequalities......................................... 26.7 26.3.3 Properties.......................................... 26.7 26.4 Inner products (s,mat,inprod) ................................... 26.7 26.4.1 Examples.......................................... 26.7 26.4.2 Properties.......................................... 26.8 26.5 Matrix norms (s,mat,mnorm) .................................... 26.8 26.5.1 -
Hilbert's Projective Metric in Quantum Information Theory D. Reeb, M. J
Hilbert’s projective metric in quantum information theory D. Reeb, M. J. Kastoryano and M. M. Wolf REPORT No. 31, 2010/2011, fall ISSN 1103-467X ISRN IML-R- -31-10/11- -SE+fall HILBERT’S PROJECTIVE METRIC IN QUANTUM INFORMATION THEORY David Reeb,∗ Michael J. Kastoryano,† and Michael M. Wolf‡ Department of Mathematics, Technische Universit¨at M¨unchen, 85748 Garching, Germany Niels Bohr Institute, University of Copenhagen, 2100 Copenhagen, Denmark (Dated: August 15, 2011) We introduce and apply Hilbert’s projective metric in the context of quantum information theory. The metric is induced by convex cones such as the sets of positive, separable or PPT operators. It provides bounds on measures for statistical distinguishability of quantum states and on the decrease of entanglement under LOCC protocols or other cone-preserving operations. The results are formulated in terms of general cones and base norms and lead to contractivity bounds for quantum channels, for instance improving Ruskai’s trace-norm contraction inequality. A new duality between distinguishability measures and base norms is provided. For two given pairs of quantum states we show that the contraction of Hilbert’s projective metric is necessary and sufficient for the existence of a probabilistic quantum operation that maps one pair onto the other. Inequalities between Hilbert’s projective metric and the Chernoff bound, the fidelity and various norms are proven. Contents I. Introduction 2 II. Basic concepts 3 III. Base norms and negativities 7 IV. Contractivity properties of positive maps 9 V. Distinguishability measures 14 VI. Fidelity and Chernoff bound inequalities 21 VII. Operational interpretation 24 VIII. -
Lecture 5 Ch. 5, Norms for Vectors and Matrices
KTH ROYAL INSTITUTE OF TECHNOLOGY Norms for vectors and matrices — Why? Lecture 5 Problem: Measure size of vector or matrix. What is “small” and what is “large”? Ch. 5, Norms for vectors and matrices Problem: Measure distance between vectors or matrices. When are they “close together” or “far apart”? Emil Björnson/Magnus Jansson/Mats Bengtsson April 27, 2016 Answers are given by norms. Also: Tool to analyze convergence and stability of algorithms. 2 / 21 Vector norm — axiomatic definition Inner product — axiomatic definition Definition: LetV be a vector space over afieldF(R orC). Definition: LetV be a vector space over afieldF(R orC). A function :V R is a vector norm if for all A function , :V V F is an inner product if for all || · || → �· ·� × → x,y V x,y,z V, ∈ ∈ (1) x 0 nonnegative (1) x,x 0 nonnegative || ||≥ � �≥ (1a) x =0iffx= 0 positive (1a) x,x =0iffx=0 positive || || � � (2) cx = c x for allc F homogeneous (2) x+y,z = x,z + y,z additive || || | | || || ∈ � � � � � � (3) x+y x + y triangle inequality (3) cx,y =c x,y for allc F homogeneous || ||≤ || || || || � � � � ∈ (4) x,y = y,x Hermitian property A function not satisfying (1a) is called a vector � � � � seminorm. Interpretation: “Angle” (distance) between vectors. Interpretation: Size/length of vector. 3 / 21 4 / 21 Connections between norm and inner products Examples / Corollary: If , is an inner product, then x =( x,x ) 1 2 � The Euclidean norm (l ) onC n: �· ·� || || � � 2 is a vector norm. 2 2 2 1/2 x 2 = ( x1 + x 2 + + x n ) . Called: Vector norm derived from an inner product. -
Matrix Norms 30.4
Matrix Norms 30.4 Introduction A matrix norm is a number defined in terms of the entries of the matrix. The norm is a useful quantity which can give important information about a matrix. ' • be familiar with matrices and their use in $ writing systems of equations • revise material on matrix inverses, be able to find the inverse of a 2 × 2 matrix, and know Prerequisites when no inverse exists Before starting this Section you should ... • revise Gaussian elimination and partial pivoting • be aware of the discussion of ill-conditioned and well-conditioned problems earlier in Section 30.1 #& • calculate norms and condition numbers of % Learning Outcomes small matrices • adjust certain systems of equations with a On completion you should be able to ... view to better conditioning " ! 34 HELM (2008): Workbook 30: Introduction to Numerical Methods ® 1. Matrix norms The norm of a square matrix A is a non-negative real number denoted kAk. There are several different ways of defining a matrix norm, but they all share the following properties: 1. kAk ≥ 0 for any square matrix A. 2. kAk = 0 if and only if the matrix A = 0. 3. kkAk = |k| kAk, for any scalar k. 4. kA + Bk ≤ kAk + kBk. 5. kABk ≤ kAk kBk. The norm of a matrix is a measure of how large its elements are. It is a way of determining the “size” of a matrix that is not necessarily related to how many rows or columns the matrix has. Key Point 6 Matrix Norm The norm of a matrix is a real number which is a measure of the magnitude of the matrix. -
5 Norms on Linear Spaces
5 Norms on Linear Spaces 5.1 Introduction In this chapter we study norms on real or complex linear linear spaces. Definition 5.1. Let F = (F, {0, 1, +, −, ·}) be the real or the complex field. A semi-norm on an F -linear space V is a mapping ν : V −→ R that satisfies the following conditions: (i) ν(x + y) ≤ ν(x)+ ν(y) (the subadditivity property of semi-norms), and (ii) ν(ax)= |a|ν(x), for x, y ∈ V and a ∈ F . By taking a = 0 in the second condition of the definition we have ν(0)=0 for every semi-norm on a real or complex space. A semi-norm can be defined on every linear space. Indeed, if B is a basis of V , B = {vi | i ∈ I}, J is a finite subset of I, and x = i∈I xivi, define νJ (x) as P 0 if x = 0, νJ (x)= ( j∈J |aj | for x ∈ V . We leave to the readerP the verification of the fact that νJ is indeed a seminorm. Theorem 5.2. If V is a real or complex linear space and ν : V −→ R is a semi-norm on V , then ν(x − y) ≥ |ν(x) − ν(y)|, for x, y ∈ V . Proof. We have ν(x) ≤ ν(x − y)+ ν(y), so ν(x) − ν(y) ≤ ν(x − y). (5.1) 160 5 Norms on Linear Spaces Since ν(x − y)= |− 1|ν(y − x) ≥ ν(y) − ν(x) we have −(ν(x) − ν(y)) ≤ ν(x) − ν(y). (5.2) The Inequalities 5.1 and 5.2 give the desired inequality. -
Banach Algebras
Banach Algebras Yurii Khomskii Bachelor Thesis Department of Mathematics, Leiden University Supervisor: Dr. Marcel de Jeu April 18, 2005 i Contents Foreword iv 1. Algebraic Concepts 1 1.1. Preliminaries . 1 1.2. Regular Ideals . 3 1.3. Adjoining an Identity . 4 1.4. Quasi-inverses . 8 2. Banach Algebras 10 2.1. Preliminaries of Normed and Banach Algebras . 10 2.2. Inversion and Quasi-inversion in Banach Algebras . 14 3. Spectra 18 3.1. Preliminaries . 18 3.2. Polynomial Spectral Mapping Theorem and the Spectral Radius Formula . 22 4. Gelfand Representation Theory 25 4.1. Multiplicative Linear Functionals and the Maximal Ideal Space . 25 4.2. The Gelfand Topology . 30 4.3. The Gelfand Representation . 31 4.4. The Radical and Semi-simplicity . 33 4.5. Generators of Banach algebras . 34 5. Examples of Gelfand Representations 36 5.1. C (X ) for X compact and Hausdorff . 36 5.2. C 0(X ) for X locally compact and Hausdorff. 41 5.3. Stone-Cecˇ h compactification . 42 5.4. A(D) . 44 5.5. AC (Γ) . 46 5.6. H 1 . 47 ii iii Foreword The study of Banach algebras began in the twentieth century and originated from the observation that some Banach spaces show interesting properties when they can be supplied with an extra multiplication operation. A standard exam- ple was the space of bounded linear operators on a Banach space, but another important one was function spaces (of continuous, bounded, vanishing at infin- ity etc. functions as well as functions with absolutely convergent Fourier series). Nowadays Banach algebras is a wide discipline with a variety of specializations and applications. -
Isospectral Graph Reductions, Estimates of Matrices' Spectra, And
ISOSPECTRAL GRAPH REDUCTIONS, ESTIMATES OF MATRICES’ SPECTRA, AND EVENTUALLY NEGATIVE SCHWARZIAN SYSTEMS A Thesis Presented to The Academic Faculty by Benjamin Zachary Webb In Partial Fulfillment of the Requirements for the Degree Doctor of Philosophy in the School of Mathematics Georgia Institute of Technology May 2011 ISOSPECTRAL GRAPH REDUCTIONS, ESTIMATES OF MATRICES’ SPECTRA, AND EVENTUALLY NEGATIVE SCHWARZIAN SYSTEMS Approved by: Dr. Leonid A. Bunimovich, Advisor Dr. Dana Randall School of Mathematics College of Computing Georgia Institute of Technology Georgia Institute of Technology Dr. Yuri Bakhtin Dr. Howie Weiss School of Mathematics School of Mathematics Georgia Institute of Technology Georgia Institute of Technology Dr. Luca Dieci Date Approved: March 8, 2011 School of Mathematics Georgia Institute of Technology To my wife, Rebekah. iii ACKNOWLEDGEMENTS In acknowledging the people who have advised, mentored, guided, supported, and helped me throughout my time at Georgia Tech I would like to start with my advisor Dr. Leonid Bunimovich, with whom I have enjoyed working and who has had a significant impact on my understanding of mathematics, mentoring, and academics in general. I am also grateful for Yuri Bakhtin, Luca Dieci, Dana Randall, and Howie Weiss for not only serving as part of my dissertation committee but also guiding and supporting my endeavors while at Georgia Tech. I would also like to thank those in the School of Mathematics at Georgia Tech for the general atmosphere of supportiveness. This is especially true of both Klara Grodzinsky and Rena Brakebill who have guided my teaching efforts over the past years. I would also extend this thanks to Sharon McDowell and Genola Turner who along with my advisor have not only been supportive of myself but of my wife and children who have found themselves in a rather unique situation over the past years of my doctoral studies. -
A Degeneracy Framework for Scalable Graph Autoencoders
Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19) A Degeneracy Framework for Scalable Graph Autoencoders Guillaume Salha1;2 , Romain Hennequin1 , Viet Anh Tran1 and Michalis Vazirgiannis2 1Deezer Research & Development, Paris, France 2Ecole´ Polytechnique, Palaiseau, France [email protected] Abstract In this paper, we focus on the graph extensions of autoen- coders and variational autoencoders. Introduced in the 1980’s In this paper, we present a general framework to [Rumelhart et al., 1986], autoencoders (AE) regained a sig- scale graph autoencoders (AE) and graph varia- nificant popularity in the last decade through neural network tional autoencoders (VAE). This framework lever- frameworks [Baldi, 2012] as efficient tools to learn reduced ages graph degeneracy concepts to train models encoding representations of input data in an unsupervised only from a dense subset of nodes instead of us- way. Furthermore, variational autoencoders (VAE) [Kingma ing the entire graph. Together with a simple yet ef- and Welling, 2013], described as extensions of AE but actu- fective propagation mechanism, our approach sig- ally based on quite different mathematical foundations, also nificantly improves scalability and training speed recently emerged as a successful approach for unsupervised while preserving performance. We evaluate and learning from complex distributions, assuming the input data discuss our method on several variants of existing is the observed part of a larger joint model involving low- graph AE and VAE, providing the first application dimensional latent variables, optimized via variational infer- of these models to large graphs with up to millions ence approximations. [Tschannen et al., 2018] review the of nodes and edges.