- #1
jschmid2
- 6
- 0
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].
[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].