Suppose A is symmetric How are the eigenvalues of A related
Suppose A is symmetric. How are the eigenvalues of A related to its singular values? What if A is also positive definite? (Challenge) The largest singular value sigma_1 is called the spectral norm of the matrix, and is often used to measure the \"size\" of a matrix. Show that sigma_1 = max_x notequalto 0 ||Ax||/||x|| So sigma_1 measures the maximal amount A \"stretches\" vectors.
Solution
Given A is a symmetric matrix
So AT=A
We know the property of the eigene
Values of A are the same Eugen values of
AT so ATand A are same egen vvalues
suppose the Eigen values A are all
Positive then A is positive definite
Since A is symmetric then it has all Eigen
values are positive
