Let A be an n x n matrix and denote by || A||F the Frobenius norm of A. a) Show that ||A||F = ||U A||F for any orthogonal n x n matrix U. (Hint: multipli- cation by orthogonal matrices does not change vector 2-norms.) b) Show that ||4||F = transposing.) ||AV||F_for any orthogonal n x n matrix V. (Hint: use

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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Q2. Let A be an n x n matrix and denote by ||A||f the Frobenius norm of A.
a) Show that ||A||F = ||U A||F for any orthogonal n x n matrix U. (Hint: multipli-
cation by orthogonal matrices does not change vector 2-norms.)
||AV||F for any orthogonal n x n matrix V. (Hint: use
b) Show that ||4||F
transposing.)
Q3. For the following questions, use the results from (Q2.).
n
a) Conclude that ||A||F
E0, where o1 2 02 > . > On 2 0 are the singular
values of A.
b) Using what we know about the SVD of A-1 given the SVD of A, find Kf(A), the
condition number for A in Frobenius norm, in terms of the singular values of A.
Transcribed Image Text:Q2. Let A be an n x n matrix and denote by ||A||f the Frobenius norm of A. a) Show that ||A||F = ||U A||F for any orthogonal n x n matrix U. (Hint: multipli- cation by orthogonal matrices does not change vector 2-norms.) ||AV||F for any orthogonal n x n matrix V. (Hint: use b) Show that ||4||F transposing.) Q3. For the following questions, use the results from (Q2.). n a) Conclude that ||A||F E0, where o1 2 02 > . > On 2 0 are the singular values of A. b) Using what we know about the SVD of A-1 given the SVD of A, find Kf(A), the condition number for A in Frobenius norm, in terms of the singular values of A.
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