Range of a 4×5 matrix via its SVD

Returning to this example, the Frobenius norm is the square root of the sum of the squares of the elements, and is equal to

    \[ \|A\|_F=\sqrt{\sigma_1^2+\sigma_2^2+\sigma_3^2}=5.4772. \]

The largest singular value norm is simply \sigma_1=4. Thus, the Euclidean norm of the output A x cannot exceed four times that of the input x.

License

Icon for the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License

Linear Algebra and Applications Copyright © 2023 by VinUiversity is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License, except where otherwise noted.

Share This Book