Why $\|A\|_2 \le \|A\|_*$?

38 Views Asked by At

Given that $A$ is symmetric, for any norm $\|\cdot\|_*$: $$\|A\|_2 \le \|A\|_*$$

Why is it so? I think it has something to do with the fact that $\rho(A) \le \|A\|$ (Where $\rho (A)$ is the spectral radius of $A$)

1

There are 1 best solutions below

3
On BEST ANSWER

Your intuition is correct. If $A$ is symmetric, it is orthogonally diagonalisable and hence its singular values are just the absolute values of its eigenvalues. Hence $\|A\|_2=\rho(A)$.