Trouble calculating matrix norms using the formula

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In summary, the conversation discusses the process of calculating matrix norms using the formula ||A|| = max||Ax||, where ||x|| = 1. The conversation includes a discussion on finding A's eigen system and solving the characteristic polynomial to find eigen values and eigenvectors. The individuals also discuss using the spectral radius formula to calculate the matrix norm and the process of normalizing the eigenvectors to find the maximum value of ||Ax||. They also mention difficulties with displaying matrices and solving for norms between 1 and infinity.
  • #1
meemoe_uk
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Duh, I can`t calculate matrix norms using the formula...

||A|| = max || Ax || where || x || = 1

This is how I try to calculate them, what am I doing wrong?

e.g. Find norm 2 of A

A = 1 1
0 1

First find A's eigen system...
Solve characteristic polynomial...
( 1 - k ) ( 1 - k )
k = 1 - eigen value of A
Get eigen vector...
A - k I = 0
0 1 = 0
0 0 = 0

eigen vector = 1
0

As || Ax || is at a maximum when x is A's eigen vector, we can now calculate ||A||.
Ax = 1 1 * 1 = 1
= 0 1 0 = 0
Therefore
|| A || = || 1 || = 1
|| 0 ||

Actual answer = 1.618

Bah. I can do it for norm 1 and infinity, but not any number inbetween. I'm not allowed to use that traspose matrix ,spectral radius formula. What's the secret? Please help.

I can`t seem to display a matrix nicely on my post either. sos
 
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  • #2
Hrm.

Are you sure you have the right matrix? Based on the correct answer, my guess is that it's supposed to be

Code:
A = /0 1\
    \1 1/
 
  • #3
Hi Hurkyl,
The matrix is the one from Burden - Faires Numerical Analysis 4th Edition Ex Set 7.2 Q 1 b)
If I use the spectral radius formula I get the right answer.

Here' another eg. Q 1 d)

A =
2 1 1
2 3 2
1 1 2

Solve characteristic polynomial
- k^3 + 7k^2 - 11k + 5
( k - 1 ) ^2 ( k - 5 )
k = 1 , 5

Get eigenvectors
For k = 1
A - kI = 0 =
1 1 1
2 2 2
1 1 1

solution space vectors =
1
-1
0

1
0
-1

For k = 5
A - kI = 0 =
-3 1 1
2 -2 2
1 1 -3

solution space vector =
1
2
1

|| Ax || is at maximum when x is eigen vector corisponding to largest eigen value so k=5 and
x =
1
2
1
/ Sqr 6 , to nomalize || x || = 1

Calculate Ax

2 1 1 * 1
2 3 2 * 2
1 1 2 * 1 / Sqr 6

=
5
10
5 / Sqr 6

Get Norm...
= Sqr ((25 + 100 + 25) / 6)
= Sqr ( 150 / 6 )
= 5 My answer

Actual Answer = 5.2035

I get the eigen system correct, but it's the matrix norm calculation where I go wrong I think.
 

FAQ: Trouble calculating matrix norms using the formula

What is the formula for calculating matrix norms?

The formula for calculating the norm of a matrix is ||A|| = max{|Ax| : |x|=1}, where A is the matrix and x is a vector with a length of 1.

Why am I having trouble using the formula to calculate matrix norms?

There could be several reasons why you are having trouble using the formula. Some possible reasons include incorrect implementation of the formula, using the wrong matrix norm definition, or using a matrix that does not have a finite norm.

How do I know which matrix norm definition to use?

There are several different definitions for matrix norms, such as the max norm, Frobenius norm, and spectral norm. The appropriate definition to use depends on the specific application and the properties of the matrix you are working with. It is important to understand the differences between these definitions and choose the one that best fits your needs.

Can I use a different method to calculate matrix norms?

Yes, there are other methods for calculating matrix norms besides using the formula. For example, you can use built-in functions in programming languages such as MATLAB or Python, or you can use iterative methods such as power iteration or inverse iteration. These methods may be more efficient or accurate for certain types of matrices.

How can I check if my calculated matrix norm is correct?

One way to check the accuracy of your calculated matrix norm is to compare it to a known or exact value, if available. You can also test your calculation on different matrices with known norms to see if your results are consistent. Additionally, you can try using a different method to calculate the norm and compare the results to see if they are similar.

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