Linear-Algebra-Done-Right Β· Unit 22 Β· Video 2 Β· Interactive Practice

Computing the Norm of T: Three Formulas and Examples

IKey Formulas

FormulaNameWhen to use it
βˆ₯Tβˆ₯=s1=largestΒ eigenvalueΒ ofΒ Tβˆ—T\|T\| = s_1 = \sqrt{\text{largest eigenvalue of } T^*T}Formula (a)Computing a number from a matrix
βˆ₯Tβˆ₯=max⁑{βˆ₯Tvβˆ₯:v∈V,Β βˆ₯vβˆ₯=1}\|T\| = \max\{\|Tv\| : v \in V,\ \|v\| = 1\}Formula (b)Only unit vectors need checking
βˆ₯Tβˆ₯=min⁑{cβ‰₯0:βˆ₯Tvβˆ₯≀cβˆ₯vβˆ₯Β forΒ allΒ v∈V}\|T\| = \min\{c \ge 0 : \|Tv\| \le c\|v\| \text{ for all } v \in V\}Formula (c)Proofs: βˆ₯Tvβˆ₯≀βˆ₯Tβˆ₯ βˆ₯vβˆ₯\|Tv\| \le \|T\|\,\|v\|
βˆ₯Tβˆ—βˆ₯=βˆ₯Tβˆ₯\|T^*\| = \|T\|Norm of the adjointCauchy–Schwarz and (Tβˆ—)βˆ—=T(T^*)^* = T

Key Insight: If VV has an orthonormal basis of eigenvectors of TT with eigenvalues Ξ»1,…,Ξ»n\lambda_1, \dots, \lambda_n, then βˆ₯Tβˆ₯=max⁑{∣λ1∣,…,∣λn∣}\|T\| = \max\{|\lambda_1|, \dots, |\lambda_n|\}; without such a basis, the eigenvalues can badly underestimate βˆ₯Tβˆ₯\|T\|.

IIApproximating the Largest Eigenvalue of Tβˆ—TT^*T

Applying Tβˆ—TT^*T and rescaling to length one pulls any starting vector toward Β±e1\pm e_1, so βˆ₯Txβˆ₯\|Tx\| climbs to s1s_1.

IIITT and Tβˆ—T^* Stretch by the Same Maximum

The unit circle's images under TT and Tβˆ—T^* are differently tilted ellipses with the same longest semi-axis s1s_1.

IVQuiz Questions

Problem 1 Β· An Orthonormal Eigenbasis

Given: T∈L(C3)T \in \mathcal{L}(\mathbf{C}^3) and an orthonormal basis e1,e2,e3e_1, e_2, e_3 of C3\mathbf{C}^3 with Te1=3e1Te_1 = 3e_1, Te2=βˆ’4e2Te_2 = -4e_2, Te3=2i e3Te_3 = 2i\,e_3 β€” find βˆ₯Tβˆ₯\|T\|.

βœ… Correct! βˆ₯Tβˆ₯=max⁑{∣3∣,βˆ£βˆ’4∣,∣2i∣}=4\|T\| = \max\{|3|, |-4|, |2i|\} = 4, reached at e2e_2.
❌ Not quite. 33 is the largest eigenvalue as a signed number, but the stretch along e2e_2 is βˆ£βˆ’4∣=4|-4| = 4.
❌ Not quite. 9+16+4\sqrt{9 + 16 + 4} is βˆ₯Tvβˆ₯\|Tv\| for v=e1+e2+e3v = e_1 + e_2 + e_3, which has length 3\sqrt{3}, not 11.
❌ Not quite. Compare the absolute values of the three eigenvalues.
Show solution

Write v=a1e1+a2e2+a3e3v = a_1e_1 + a_2e_2 + a_3e_3. Then Tv=3a1e1βˆ’4a2e2+2i a3e3Tv = 3a_1e_1 - 4a_2e_2 + 2i\,a_3e_3, and since the basis is orthonormal,

βˆ₯Tvβˆ₯2=9∣a1∣2+16∣a2∣2+4∣a3∣2≀16(∣a1∣2+∣a2∣2+∣a3∣2)=16βˆ₯vβˆ₯2.\|Tv\|^2 = 9|a_1|^2 + 16|a_2|^2 + 4|a_3|^2 \le 16\big(|a_1|^2 + |a_2|^2 + |a_3|^2\big) = 16\|v\|^2.

So βˆ₯Tvβˆ₯≀4βˆ₯vβˆ₯\|Tv\| \le 4\|v\|, and βˆ₯Te2βˆ₯=4\|Te_2\| = 4 with βˆ₯e2βˆ₯=1\|e_2\| = 1. By formula (c), βˆ₯Tβˆ₯=4\|T\| = 4.

Problem 2 Β· When Eigenvalues Mislead

Given: T∈L(R2)T \in \mathcal{L}(\mathbf{R}^2) defined by T(x,y)=(x+4y,y)T(x, y) = (x + 4y, y) β€” find βˆ₯Tβˆ₯\|T\|.

βœ… Correct! The largest eigenvalue of Tβˆ—TT^*T is 9+45=(2+5)29 + 4\sqrt{5} = (2 + \sqrt{5})^2.
❌ Not quite. 11 is the only eigenvalue of TT, but TT has no orthonormal eigenbasis, and βˆ₯T(0,1)βˆ₯=βˆ₯(4,1)βˆ₯=17>1\|T(0, 1)\| = \|(4, 1)\| = \sqrt{17} > 1 already.
❌ Not quite. The largest matrix entry is not the norm: βˆ₯T(0,1)βˆ₯=17>4\|T(0, 1)\| = \sqrt{17} > 4.
❌ Not quite. 1+16+1\sqrt{1 + 16 + 1} is the square root of the sum of the squared entries, which is s12+s22\sqrt{s_1^2 + s_2^2}, larger than s1s_1.
Show solution

With respect to the standard basis, M(T)=(1401)\mathcal{M}(T) = \begin{pmatrix} 1 & 4 \\ 0 & 1 \end{pmatrix}, so

M(Tβˆ—T)=(1041)(1401)=(14417).\mathcal{M}(T^*T) = \begin{pmatrix} 1 & 0 \\ 4 & 1 \end{pmatrix}\begin{pmatrix} 1 & 4 \\ 0 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 4 \\ 4 & 17 \end{pmatrix}.

Its eigenvalues solve Ξ»2βˆ’18Ξ»+1=0\lambda^2 - 18\lambda + 1 = 0, so Ξ»=9Β±45\lambda = 9 \pm 4\sqrt{5}. The largest is 9+45=(2+5)29 + 4\sqrt{5} = (2 + \sqrt{5})^2, hence βˆ₯Tβˆ₯=s1=2+5β‰ˆ4.24\|T\| = s_1 = 2 + \sqrt{5} \approx 4.24.

Problem 3 Β· The Norm of an Adjoint

Given: T∈L(R2,R3)T \in \mathcal{L}(\mathbf{R}^2, \mathbf{R}^3) defined by T(x,y)=(x,y,x+y)T(x, y) = (x, y, x + y) β€” find βˆ₯Tβˆ—βˆ₯\|T^*\|.

βœ… Correct! βˆ₯Tβˆ—βˆ₯=βˆ₯Tβˆ₯=3\|T^*\| = \|T\| = \sqrt{3}, the square root of the largest eigenvalue 33 of Tβˆ—TT^*T.
❌ Not quite. 22 is the square root of the sum of the squared entries, s12+s22=3+1\sqrt{s_1^2 + s_2^2} = \sqrt{3 + 1}.
❌ Not quite. 33 is the largest eigenvalue of Tβˆ—TT^*T; the norm is its square root.
❌ Not quite. βˆ₯Tβˆ—βˆ₯=βˆ₯Tβˆ₯\|T^*\| = \|T\|, so compute M(Tβˆ—T)\mathcal{M}(T^*T) and its largest eigenvalue.
Show solution

A linear map and its adjoint have the same norm, so it suffices to find βˆ₯Tβˆ₯\|T\|. With respect to the standard bases,

M(T)=(100111),M(Tβˆ—T)=(2112).\mathcal{M}(T) = \begin{pmatrix} 1 & 0 \\ 0 & 1 \\ 1 & 1 \end{pmatrix}, \qquad \mathcal{M}(T^*T) = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix}.

The eigenvalues of (2112)\begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix} are 33 (eigenvector (1,1)(1, 1)) and 11 (eigenvector (1,βˆ’1)(1, -1)). So s1=3s_1 = \sqrt{3} and βˆ₯Tβˆ—βˆ₯=βˆ₯Tβˆ₯=3\|T^*\| = \|T\| = \sqrt{3}. Check: T(1,1)/2=(1,1,2)/2T(1, 1)/\sqrt{2} = (1, 1, 2)/\sqrt{2} has length 6/2=3\sqrt{6}/\sqrt{2} = \sqrt{3}.

Problem 4 Β· The Norm of an Inverse

Given: an invertible T∈L(R3)T \in \mathcal{L}(\mathbf{R}^3) whose singular values are 66, 22, 14\tfrac14 β€” find βˆ₯Tβˆ’1βˆ₯\|T^{-1}\|.

βœ… Correct! The singular values of Tβˆ’1T^{-1} are 44, 12\tfrac12, 16\tfrac16, and the largest is 44.
❌ Not quite. 16=1/βˆ₯Tβˆ₯\tfrac16 = 1/\|T\| is the smallest singular value of Tβˆ’1T^{-1}. The largest comes from the smallest singular value of TT.
❌ Not quite. The singular values of Tβˆ’1T^{-1} are the reciprocals of those of TT.
Show solution

The singular values of Tβˆ’1T^{-1} are the reciprocals of the singular values of TT: 16\tfrac16, 12\tfrac12, 44. By formula (a), βˆ₯Tβˆ’1βˆ₯\|T^{-1}\| is the largest of these:

βˆ₯Tβˆ’1βˆ₯=11/4=4.\|T^{-1}\| = \frac{1}{1/4} = 4.

So a small singular value of TT makes Tβˆ’1T^{-1} large: TT shrinks some unit vector to length 14\tfrac14, and Tβˆ’1T^{-1} must stretch it back by a factor of 44.

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