Professional Documents
Culture Documents
1. kAk = kAT k.
2. A is nonsingular ⇔ AT is nonsingular.
The spectral radius ρ(A) of a square matrix A is defined as the maximum of the
magnitude of the eigenvalues of A.
For any induced matrix norm and any square matrix A we have lim kAk k1/k =
k→∞
ρ(A) ≤ kAk.
Let A be a square matrix. We have lim kAk k = 0 if and only if ρ(A) < 1.
k→∞
1
n
X
A= λi xi xTi
i=1
(a) For any m×n matrix A, the matrix AT A is symmetric and positive semidefi-
nite. AT A is positive definite if and only if A has rank n. In particular, if m = n,
AT A is positive definite if and only if A is nonsingular.
(b) A square symmetric matrix is p.d (p.s.d) if and only if all of its eigenvalues
are positive (nonnegative).
(c) The inverse of a symmetric positive definite matrix is symmetric and positive
definite. [Proof: The eigenvalues of A−1 are the reciprocal of the eigenvalues of
A, so the result follows using (b)].
A−1 U V T A−1
(A + U V T )−1 = A−1 −
1 + V T A−1 U
An orthogonal matrix is a square matrix with real entries whose columns (or
rows) are orthogonal unit vectors (i.e., orthonormal). A matrix Q is orthogonal
if its transpose is equal to its inverse:
2
QT Q = QQT = I
alternatively,
QT = Q−1 .
A = QΛQT ,
A−1 = QΛ−1 QT