Let $A \in \mathbb{R}^{n \times n}$, let $\lambda$ be an eigenvalue of $A^TA$ and $x \in \mathbb{R}^n \setminus \{0\}$ be the corresponding eigenvector, then show that $$\|Ax\|_2^2 = \lambda \|x\|_2^2 \ \text{and hence} \ \lambda \geq 0$$
Answer:
Here $||.||_2$ denote matrix $ \ 2-$norm i.e, $||A||_2=\sigma_{\max} (A)=\sqrt{\lambda},$ where $\sigma_{\max}$ is the largest singular value of matrix $A$ and $\lambda$ is largest eigenvalue of $A^TA$.
Now we have,
$(A^TA)x=\lambda x \Rightarrow ||(A^TA)x||_2=||\lambda x||_2$
How to conclude the proof?
help me.
Since
A simpler proof is that $$||Ax||_2^2{=x^TA^TAx\\=x^T(A^TAx)\\=x^T(\lambda x)\\=x^T\lambda x\\=\lambda||x||_2^2}$$