Key Insight: If V has an orthonormal basis of eigenvectors of T with eigenvalues Ξ»1β,β¦,Ξ»nβ, then β₯Tβ₯=max{β£Ξ»1ββ£,β¦,β£Ξ»nββ£}; without such a basis, the eigenvalues can badly underestimate β₯Tβ₯.
IIApproximating the Largest Eigenvalue of TβT
Applying TβT and rescaling to length one pulls any starting vector toward Β±e1β, so β₯Txβ₯ climbs to s1β.
IIIT and Tβ Stretch by the Same Maximum
The unit circle's images under T and Tβ are differently tilted ellipses with the same longest semi-axis s1β.
IVQuiz Questions
Problem 1 Β· An Orthonormal Eigenbasis
Given:TβL(C3) and an orthonormal basis e1β,e2β,e3β of C3 with Te1β=3e1β, Te2β=β4e2β, Te3β=2ie3β β findβ₯Tβ₯.
β Correct!β₯Tβ₯=max{β£3β£,β£β4β£,β£2iβ£}=4, reached at e2β.
β Not quite.3 is the largest eigenvalue as a signed number, but the stretch along e2β is β£β4β£=4.
β Not quite.9+16+4β is β₯Tvβ₯ for v=e1β+e2β+e3β, which has length 3β, not 1.
β Not quite. Compare the absolute values of the three eigenvalues.
Show solution
Write v=a1βe1β+a2βe2β+a3βe3β. Then Tv=3a1βe1ββ4a2βe2β+2ia3βe3β, and since the basis is orthonormal,
So β₯Tvβ₯β€4β₯vβ₯, and β₯Te2ββ₯=4 with β₯e2ββ₯=1. By formula (c), β₯Tβ₯=4.
Problem 2 Β· When Eigenvalues Mislead
Given:TβL(R2) defined by T(x,y)=(x+4y,y) β findβ₯Tβ₯.
β Correct! The largest eigenvalue of TβT is 9+45β=(2+5β)2.
β Not quite.1 is the only eigenvalue of T, but T has no orthonormal eigenbasis, and β₯T(0,1)β₯=β₯(4,1)β₯=17β>1 already.
β Not quite. The largest matrix entry is not the norm: β₯T(0,1)β₯=17β>4.
β Not quite.1+16+1β is the square root of the sum of the squared entries, which is s12β+s22ββ, larger than s1β.
Show solution
With respect to the standard basis, M(T)=(10β41β), so
M(TβT)=(14β01β)(10β41β)=(14β417β).
Its eigenvalues solve Ξ»2β18Ξ»+1=0, so Ξ»=9Β±45β. The largest is 9+45β=(2+5β)2, hence β₯Tβ₯=s1β=2+5ββ4.24.
Problem 3 Β· The Norm of an Adjoint
Given:TβL(R2,R3) defined by T(x,y)=(x,y,x+y) β findβ₯Tββ₯.
β Correct!β₯Tββ₯=β₯Tβ₯=3β, the square root of the largest eigenvalue 3 of TβT.
β Not quite.2 is the square root of the sum of the squared entries, s12β+s22ββ=3+1β.
β Not quite.3 is the largest eigenvalue of TβT; the norm is its square root.
β Not quite.β₯Tββ₯=β₯Tβ₯, so compute M(TβT) and its largest eigenvalue.
Show solution
A linear map and its adjoint have the same norm, so it suffices to find β₯Tβ₯. With respect to the standard bases,
M(T)=β101β011ββ,M(TβT)=(21β12β).
The eigenvalues of (21β12β) are 3 (eigenvector (1,1)) and 1 (eigenvector (1,β1)). So s1β=3β and β₯Tββ₯=β₯Tβ₯=3β. Check: T(1,1)/2β=(1,1,2)/2β has length 6β/2β=3β.
Problem 4 Β· The Norm of an Inverse
Given: an invertible TβL(R3) whose singular values are 6, 2, 41β β findβ₯Tβ1β₯.
β Correct! The singular values of Tβ1 are 4, 21β, 61β, and the largest is 4.
β Not quite.61β=1/β₯Tβ₯ is the smallest singular value of Tβ1. The largest comes from the smallest singular value of T.
β Not quite. The singular values of Tβ1 are the reciprocals of those of T.
Show solution
The singular values of Tβ1 are the reciprocals of the singular values of T: 61β, 21β, 4. By formula (a), β₯Tβ1β₯ is the largest of these:
β₯Tβ1β₯=1/41β=4.
So a small singular value of T makes Tβ1 large: T shrinks some unit vector to length 41β, and Tβ1 must stretch it back by a factor of 4.