Proving $\left\|(A-\lambda I)^{-1}\right\|_{2}$ with Inverse of A

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In summary, when A is Hermitian, the norm of (A - λI)^-1 is equal to the reciprocal of the minimum distance between λ and any eigenvalue of A, denoted by σ(A). This can be seen by considering the diagonalization of A and the expression for the norm of a Hermitian matrix.
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jschmid2
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Could someone please help me show that if A is Hermitian
[tex]\left\|(A-\lambda I)^{-1}\right\|_{2}=\frac{1}{min_{\lambda_{i}\in\sigma(A)}|\lambda-\lambda_{i}|}[/tex]
where [tex]\sigma(A)[/tex] denotes the eigenvalues of A.

I have figured out how to solve the norm without an inverse, but the inverse confuses me a bit.
Recall, that [tex]\left\|\cdot\right\|=\sqrt{r_{\sigma}(A^{*}A)}[/tex], which is to say the square root of the largest eigenvalue of [tex]A^{*}A[/tex].
 
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If A is hermitian you can diagonalize it with the eigenvalues lying along the diagonal. Think about what your expressions look like with A in that form.
 

FAQ: Proving $\left\|(A-\lambda I)^{-1}\right\|_{2}$ with Inverse of A

How is the inverse of A related to $\left\|(A-\lambda I)^{-1}\right\|_{2}$?

The inverse of A is used to calculate $\left\|(A-\lambda I)^{-1}\right\|_{2}$, as it is a key component in the formula for finding the 2-norm of the inverse of a matrix. It is also used to prove the existence of $\left\|(A-\lambda I)^{-1}\right\|_{2}$.

What is the significance of proving $\left\|(A-\lambda I)^{-1}\right\|_{2}$?

Proving $\left\|(A-\lambda I)^{-1}\right\|_{2}$ is important in linear algebra as it allows us to determine if a matrix is invertible and if so, how well it can be inverted. It also helps us understand the stability of a matrix and its eigenvalues.

How can we prove the existence of $\left\|(A-\lambda I)^{-1}\right\|_{2}$?

To prove the existence of $\left\|(A-\lambda I)^{-1}\right\|_{2}$, we can use the spectral theorem, which states that a matrix is invertible if and only if it has a non-zero determinant. We can also use the properties of the 2-norm and the inverse of a matrix to prove its existence.

Can $\left\|(A-\lambda I)^{-1}\right\|_{2}$ be calculated for any matrix A?

No, $\left\|(A-\lambda I)^{-1}\right\|_{2}$ can only be calculated for square matrices. It is also important to note that not all square matrices have an inverse, so it is not always possible to calculate $\left\|(A-\lambda I)^{-1}\right\|_{2}$.

How is the 2-norm of the inverse of a matrix related to its eigenvalues?

The 2-norm of the inverse of a matrix is related to its eigenvalues through the formula $\left\|(A-\lambda I)^{-1}\right\|_{2} = \frac{1}{|\lambda-\lambda_{i}|}$, where $\lambda_{i}$ are the eigenvalues of A. This shows that the 2-norm of the inverse of a matrix is inversely proportional to the distance between its eigenvalues and $\lambda$.

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