Relation between Frobenius, spectral norm and sum of maxima The 2019 Stack Overflow Developer Survey Results Are InKind of submultiplicativity of the Frobenius norm: $|AB|_F leq |A|_2|B|_F$?Bounding sum of first singular values squared for Kronecker sum of traceless matricesOperator norm vs spectral radius for positive matricesBounds on the effect of a matrix product on the Frobenius normBounds on smallest Eigenvalue of the Sum of a Standard Laplacian and a Diagonal MatrixHow to calculate expected value of matrix norms of $A^TA$?Norm and trace inequalitiesMinimize spectral norm under diagonal similarityOperator norm of a soft thresholded symmetric matrixRelation between Frobenius norm, infinity norm and sum of maxima
Relation between Frobenius, spectral norm and sum of maxima
The 2019 Stack Overflow Developer Survey Results Are InKind of submultiplicativity of the Frobenius norm: $|AB|_F leq |A|_2|B|_F$?Bounding sum of first singular values squared for Kronecker sum of traceless matricesOperator norm vs spectral radius for positive matricesBounds on the effect of a matrix product on the Frobenius normBounds on smallest Eigenvalue of the Sum of a Standard Laplacian and a Diagonal MatrixHow to calculate expected value of matrix norms of $A^TA$?Norm and trace inequalitiesMinimize spectral norm under diagonal similarityOperator norm of a soft thresholded symmetric matrixRelation between Frobenius norm, infinity norm and sum of maxima
$begingroup$
Let $A$ be a $n times n$ matrix so that the Frobenius norm squared $|A|_F^2$ is $Theta(n)$, the spectral norm squared $|A|_2^2=1$. Is it true that $sum_i=1^nmax_1leq jleq n |A_ij|^2$ is $Omega(n)$? Assume that $n$ is sufficiently large.
I cannot find a relation between matrix norms that can show this. The idea behind this question is that there are many singular values of $A$ that are $Theta(1)$.
Thanks!
linear-algebra matrices norms
New contributor
$endgroup$
|
show 4 more comments
$begingroup$
Let $A$ be a $n times n$ matrix so that the Frobenius norm squared $|A|_F^2$ is $Theta(n)$, the spectral norm squared $|A|_2^2=1$. Is it true that $sum_i=1^nmax_1leq jleq n |A_ij|^2$ is $Omega(n)$? Assume that $n$ is sufficiently large.
I cannot find a relation between matrix norms that can show this. The idea behind this question is that there are many singular values of $A$ that are $Theta(1)$.
Thanks!
linear-algebra matrices norms
New contributor
$endgroup$
2
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
1
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
1
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
2
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
3
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43
|
show 4 more comments
$begingroup$
Let $A$ be a $n times n$ matrix so that the Frobenius norm squared $|A|_F^2$ is $Theta(n)$, the spectral norm squared $|A|_2^2=1$. Is it true that $sum_i=1^nmax_1leq jleq n |A_ij|^2$ is $Omega(n)$? Assume that $n$ is sufficiently large.
I cannot find a relation between matrix norms that can show this. The idea behind this question is that there are many singular values of $A$ that are $Theta(1)$.
Thanks!
linear-algebra matrices norms
New contributor
$endgroup$
Let $A$ be a $n times n$ matrix so that the Frobenius norm squared $|A|_F^2$ is $Theta(n)$, the spectral norm squared $|A|_2^2=1$. Is it true that $sum_i=1^nmax_1leq jleq n |A_ij|^2$ is $Omega(n)$? Assume that $n$ is sufficiently large.
I cannot find a relation between matrix norms that can show this. The idea behind this question is that there are many singular values of $A$ that are $Theta(1)$.
Thanks!
linear-algebra matrices norms
linear-algebra matrices norms
New contributor
New contributor
edited Apr 7 at 12:35
Liviu Nicolaescu
25.9k260111
25.9k260111
New contributor
asked Apr 7 at 7:24
horxiohorxio
353
353
New contributor
New contributor
2
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
1
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
1
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
2
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
3
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43
|
show 4 more comments
2
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
1
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
1
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
2
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
3
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43
2
2
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
1
1
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
1
1
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
2
2
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
3
3
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43
|
show 4 more comments
1 Answer
1
active
oldest
votes
$begingroup$
This is false in general, but true for matrices with non-negative entries.
For a counterexample, suppose that $n=p$ is prime, and consider the matrix
$$ A=left|p^-1/2left(fraci-jpright)right|_i,j=0,dotsc,p-1 $$
where $(cdot/p)$ is the Legendre symbol. This is a circulant matrix; its non-zero eigenvalues are normalized Gaussian sums, equal $1$ in absolute value; hence, $|A|_2le 1$. Also, we have $|A|_F^2=p-1$. On the other hand,
$$ sum_i max_j |A_ij|^2 = 1. $$
Suppose now that all elements of $A$ are non-negative. Let $u_iinmathbb R^n$ be the row vectors of $A$, and denote by $|cdot|_p$ the $ell^p$-norm over $mathbb R^n$; when $p=2$, this is the standard Euclidean norm. The Frobenius norm of $A$ is $|A|_F^2=sum_i|u_i|_2^2$. Assuming that $|A|_F^2ge cn$ and $|A|_2^2le C$, we show that $sum_i|u_i|_infty^2ge C^-1c^2n$.
Denoting by $vec 1$ the all-$1$ vector, we have
$$ C ge |A|_2^2 = max_x frac_2^2x ge fracvec 1 = frac1nsum_i |u_i|_1^2. $$
(It is this computation that uses the non-negativeness assumption.) This
implies
$$ sum_i |u_i|_1^2 le Cn $$
and, consequently, by Cauchy-Schwartz,
$$ cn le |A|_F^2 = sum_i |u_i|_2^2 le sum_i |u_i|_infty |u_i|_1 le left( sum_i |u_i|_infty^2right)^1/2 left( sum_i |u_i|_1^2right)^1/2 le
left( Cnsum_i |u_i|_infty^2right)^1/2, $$
which yields the desired estimate
$$ sum_i |u_i|_infty^2 ge C^-1c^2n. $$
$endgroup$
add a comment |
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$begingroup$
This is false in general, but true for matrices with non-negative entries.
For a counterexample, suppose that $n=p$ is prime, and consider the matrix
$$ A=left|p^-1/2left(fraci-jpright)right|_i,j=0,dotsc,p-1 $$
where $(cdot/p)$ is the Legendre symbol. This is a circulant matrix; its non-zero eigenvalues are normalized Gaussian sums, equal $1$ in absolute value; hence, $|A|_2le 1$. Also, we have $|A|_F^2=p-1$. On the other hand,
$$ sum_i max_j |A_ij|^2 = 1. $$
Suppose now that all elements of $A$ are non-negative. Let $u_iinmathbb R^n$ be the row vectors of $A$, and denote by $|cdot|_p$ the $ell^p$-norm over $mathbb R^n$; when $p=2$, this is the standard Euclidean norm. The Frobenius norm of $A$ is $|A|_F^2=sum_i|u_i|_2^2$. Assuming that $|A|_F^2ge cn$ and $|A|_2^2le C$, we show that $sum_i|u_i|_infty^2ge C^-1c^2n$.
Denoting by $vec 1$ the all-$1$ vector, we have
$$ C ge |A|_2^2 = max_x frac_2^2x ge fracvec 1 = frac1nsum_i |u_i|_1^2. $$
(It is this computation that uses the non-negativeness assumption.) This
implies
$$ sum_i |u_i|_1^2 le Cn $$
and, consequently, by Cauchy-Schwartz,
$$ cn le |A|_F^2 = sum_i |u_i|_2^2 le sum_i |u_i|_infty |u_i|_1 le left( sum_i |u_i|_infty^2right)^1/2 left( sum_i |u_i|_1^2right)^1/2 le
left( Cnsum_i |u_i|_infty^2right)^1/2, $$
which yields the desired estimate
$$ sum_i |u_i|_infty^2 ge C^-1c^2n. $$
$endgroup$
add a comment |
$begingroup$
This is false in general, but true for matrices with non-negative entries.
For a counterexample, suppose that $n=p$ is prime, and consider the matrix
$$ A=left|p^-1/2left(fraci-jpright)right|_i,j=0,dotsc,p-1 $$
where $(cdot/p)$ is the Legendre symbol. This is a circulant matrix; its non-zero eigenvalues are normalized Gaussian sums, equal $1$ in absolute value; hence, $|A|_2le 1$. Also, we have $|A|_F^2=p-1$. On the other hand,
$$ sum_i max_j |A_ij|^2 = 1. $$
Suppose now that all elements of $A$ are non-negative. Let $u_iinmathbb R^n$ be the row vectors of $A$, and denote by $|cdot|_p$ the $ell^p$-norm over $mathbb R^n$; when $p=2$, this is the standard Euclidean norm. The Frobenius norm of $A$ is $|A|_F^2=sum_i|u_i|_2^2$. Assuming that $|A|_F^2ge cn$ and $|A|_2^2le C$, we show that $sum_i|u_i|_infty^2ge C^-1c^2n$.
Denoting by $vec 1$ the all-$1$ vector, we have
$$ C ge |A|_2^2 = max_x frac_2^2x ge fracvec 1 = frac1nsum_i |u_i|_1^2. $$
(It is this computation that uses the non-negativeness assumption.) This
implies
$$ sum_i |u_i|_1^2 le Cn $$
and, consequently, by Cauchy-Schwartz,
$$ cn le |A|_F^2 = sum_i |u_i|_2^2 le sum_i |u_i|_infty |u_i|_1 le left( sum_i |u_i|_infty^2right)^1/2 left( sum_i |u_i|_1^2right)^1/2 le
left( Cnsum_i |u_i|_infty^2right)^1/2, $$
which yields the desired estimate
$$ sum_i |u_i|_infty^2 ge C^-1c^2n. $$
$endgroup$
add a comment |
$begingroup$
This is false in general, but true for matrices with non-negative entries.
For a counterexample, suppose that $n=p$ is prime, and consider the matrix
$$ A=left|p^-1/2left(fraci-jpright)right|_i,j=0,dotsc,p-1 $$
where $(cdot/p)$ is the Legendre symbol. This is a circulant matrix; its non-zero eigenvalues are normalized Gaussian sums, equal $1$ in absolute value; hence, $|A|_2le 1$. Also, we have $|A|_F^2=p-1$. On the other hand,
$$ sum_i max_j |A_ij|^2 = 1. $$
Suppose now that all elements of $A$ are non-negative. Let $u_iinmathbb R^n$ be the row vectors of $A$, and denote by $|cdot|_p$ the $ell^p$-norm over $mathbb R^n$; when $p=2$, this is the standard Euclidean norm. The Frobenius norm of $A$ is $|A|_F^2=sum_i|u_i|_2^2$. Assuming that $|A|_F^2ge cn$ and $|A|_2^2le C$, we show that $sum_i|u_i|_infty^2ge C^-1c^2n$.
Denoting by $vec 1$ the all-$1$ vector, we have
$$ C ge |A|_2^2 = max_x frac_2^2x ge fracvec 1 = frac1nsum_i |u_i|_1^2. $$
(It is this computation that uses the non-negativeness assumption.) This
implies
$$ sum_i |u_i|_1^2 le Cn $$
and, consequently, by Cauchy-Schwartz,
$$ cn le |A|_F^2 = sum_i |u_i|_2^2 le sum_i |u_i|_infty |u_i|_1 le left( sum_i |u_i|_infty^2right)^1/2 left( sum_i |u_i|_1^2right)^1/2 le
left( Cnsum_i |u_i|_infty^2right)^1/2, $$
which yields the desired estimate
$$ sum_i |u_i|_infty^2 ge C^-1c^2n. $$
$endgroup$
This is false in general, but true for matrices with non-negative entries.
For a counterexample, suppose that $n=p$ is prime, and consider the matrix
$$ A=left|p^-1/2left(fraci-jpright)right|_i,j=0,dotsc,p-1 $$
where $(cdot/p)$ is the Legendre symbol. This is a circulant matrix; its non-zero eigenvalues are normalized Gaussian sums, equal $1$ in absolute value; hence, $|A|_2le 1$. Also, we have $|A|_F^2=p-1$. On the other hand,
$$ sum_i max_j |A_ij|^2 = 1. $$
Suppose now that all elements of $A$ are non-negative. Let $u_iinmathbb R^n$ be the row vectors of $A$, and denote by $|cdot|_p$ the $ell^p$-norm over $mathbb R^n$; when $p=2$, this is the standard Euclidean norm. The Frobenius norm of $A$ is $|A|_F^2=sum_i|u_i|_2^2$. Assuming that $|A|_F^2ge cn$ and $|A|_2^2le C$, we show that $sum_i|u_i|_infty^2ge C^-1c^2n$.
Denoting by $vec 1$ the all-$1$ vector, we have
$$ C ge |A|_2^2 = max_x frac_2^2x ge fracvec 1 = frac1nsum_i |u_i|_1^2. $$
(It is this computation that uses the non-negativeness assumption.) This
implies
$$ sum_i |u_i|_1^2 le Cn $$
and, consequently, by Cauchy-Schwartz,
$$ cn le |A|_F^2 = sum_i |u_i|_2^2 le sum_i |u_i|_infty |u_i|_1 le left( sum_i |u_i|_infty^2right)^1/2 left( sum_i |u_i|_1^2right)^1/2 le
left( Cnsum_i |u_i|_infty^2right)^1/2, $$
which yields the desired estimate
$$ sum_i |u_i|_infty^2 ge C^-1c^2n. $$
edited yesterday
answered Apr 7 at 9:43
SevaSeva
12.9k138103
12.9k138103
add a comment |
add a comment |
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2
$begingroup$
According to Wikipedia, $|A|_F=|A|_2$. Please, explain your notation!
$endgroup$
– W-t-P
Apr 7 at 8:13
1
$begingroup$
Frobenius norm, where did you find that? It is wrong what you are saying.
$endgroup$
– horxio
Apr 7 at 8:14
1
$begingroup$
What you are saying is incorrect. Can you please tell me where exactly you found this relation? It is wrong that the Frobenius norm is equal to the spectral norm. Think about it, if they were equal, why should we have two definitions? it holds that $||A||_F geq ||A||_2$.
$endgroup$
– horxio
Apr 7 at 8:23
2
$begingroup$
The last sentence in the ""Entrywise" matrix norms" reads: The special case p = 2 is the Frobenius norm; see also the "Frobenius norm" section below. Instead of arguing who is (in)correct, please explain your notation.
$endgroup$
– W-t-P
Apr 7 at 8:36
3
$begingroup$
@W-t-P I find your comments towards a new user a bit aggressive. The problem here is that $|A|_2$ is standard notation for two different things, as the Wikipedia page that you linked also notes (if you read a bit earlier, These norms again share the notation with the induced and entrywise p-norms, but they are different, and earlier the definition of the spectral norm). On the other hand, the terms Frobenius norm and spectral norm are unambiguous and look perfectly fine to me as explanations of the notation in OP's question.
$endgroup$
– Federico Poloni
Apr 7 at 12:43