MA2223: SOLUTIONS TO ASSIGNMENT 4 1. Prove directly that the following three norms on R2 are equivalent. (a) kxk1 = |x1 | + |x2 | p (b) kxk2 = (x1 )2 + (x2 )2 (c) kxk∞ = maxi=1,2 |xi | where x = (x1 , x2 ). Solution: First we will show that the 1-norm and the maximum norm are equivalent. We claim that for all points x = (x1 , x2 ) in R2 we have kxk∞ ≤ kxk1 ≤ 2kxk∞ To show the first inequality note that kxk∞ = max{|x1 |, |x2 |} ≤ |x1 | + |x2 | = kxk1 For the second inequality we have kxk1 = |x1 | + |x2 | ≤ kxk∞ + kxk∞ = 2kxk∞ Next we will show that the maximum norm and the Euclidean norm are equivalent. We claim that for all points x = (x1 , x2 ) in R2 we have kxk∞ ≤ kxk2 ≤ √ 2kxk∞ To show the first inequality note that 2 x21 2 x22 |x1 | = |x2 | = ≤ x21 ≤ x21 q + x22 =⇒ |x1 | ≤ + x22 q =⇒ |x2 | ≤ x21 + x22 x21 + x22 Combining these two observations gives kxk∞ = max{|x1 |, |x2 |} ≤ 1 q x21 + x22 = kxk2 2 MA2223: SOLUTIONS TO ASSIGNMENT 4 For the second inequality note that (x1 )2 = |x1 |2 ≤ kxk2∞ (x2 )2 = |x2 |2 ≤ kxk2∞ Combining these two observations gives (x1 )2 + (x2 )2 ≤ kxk2∞ + kxk2∞ = 2kxk2∞ We have kxk2 = p √ (x1 )2 + (x2 )2 ≤ 2kxk∞ Note that equivalence of norms is transitive so now we automatically have the Euclidean norm is equivalent to the 1-norm. To see this directly our claim is that kxk2 ≤ kxk1 ≤ 2kxk2 To show the first inequality note that (x1 )2 + (x2 )2 = |x1 |2 + |x2 |2 ≤ |x1 |2 + 2|x1 ||x2 | + |x2 |2 = (|x1 | + |x2 |)2 =⇒ kxk2 = p (x1 )2 + (x2 )2 ≤ |x1 | + |x2 | = kxk1 For the second inequality note that |x1 |2 = (x1 )2 ≤ (x1 )2 + (x2 )2 =⇒ |x1 | ≤ p |x2 |2 = (x2 )2 ≤ (x1 )2 + (x2 )2 =⇒ |x2 | ≤ p (x1 )2 + (x2 )2 = kxk2 (x1 )2 + (x2 )2 = kxk2 Combining these two observations gives kxk1 = |x1 | + |x2 | ≤ kxk2 + kxk2 = 2kxk2 MA2223: SOLUTIONS TO ASSIGNMENT 4 3 2. Compute the Frobenius norm, 1-norm, maximum norm and spectral norm of the following matrices. A= 2 3 1 −4 0 2 0 B= 0 0 3 0 0 0 1 1 1 1 1 −1 −1 1 C= 1 1 −1 −1 1 −1 1 −1 Solution: (a) At A = 2 1 3 −4 2 3 1 −4 = 13 −10 −10 17 The Frobenius norm is kAkF = p trace(At A) = √ 30 The 1-norm is kAk1 = max{3, 7} = 7 The maximum norm is kAk∞ = max{5, 5} = 5 The characteristic polynomial of At A is (13 − λ)(17 − λ) − 100 = 0 =⇒ λ2 − 30λ + 121 = 0 √ √ 30 ± 900 − 484 =⇒ λ = = 15 ± 2 26 2 4 MA2223: SOLUTIONS TO ASSIGNMENT 4 The spectral norm is kAk2 = p = q max eigenvalue of At A √ 15 + 2 26 ' 5.02 (b) 0 0 0 BtB = 2 0 0 0 3 0 0 2 0 0 0 3 0 0 0 0 0 0 = 0 4 0 0 0 9 The Frobenius norm is kBkF = p trace(B t B) = √ 13 The 1-norm is kBk1 = max{2, 3, 0} = 3 The maximum norm is kBk∞ = max{0, 2, 3} = 3 The spectral norm is kBk2 = p = 3 max eigenvalue of B t B MA2223: SOLUTIONS TO ASSIGNMENT 4 5 (c) 1 1 1 1 −1 1 C tC = 1 −1 −1 1 1 −1 4 0 0 0 0 4 0 0 = 0 0 4 0 0 0 0 4 1 −1 1 −1 1 1 1 1 1 −1 −1 1 1 1 −1 −1 1 −1 1 −1 The Frobenius norm is p trace(C t C) = 4 kCkF = The 1-norm is kCk1 = max{4, 4, 4, 4} = 4 The maximum norm is kCk∞ = max{4, 4, 4, 4} = 4 The spectral norm is kCk2 = p = 2 max eigenvalue of C t C