Properties of condition numbers-orthogonal matrices


Problems:

Properties of condition numbers : Orthogonal Matrices and Eigenvalues

1. k(λA) = k(A) for λ≠0

2. k(A) = [max||x||=1 ||Ax||]/[min||x||=1 ||Ax||]

3. If aj denotes the j-th column of A, then k(A) > ||aj||/||aj||

4. k2(A) = k2(At)

5. k(I) = 1

6. k(A) > 1

7. For any orthogonal matrix Q,

                           k2(QA) = k2(AQ) = k2(A)

8. If D = diag(d1,...,dn) then

                         k2(D) = k1 (D) = k∞(D) = [max1<i<n |di|]/[min1<i<n |di|]

9. If λM is the largest eigenvalue of AtA and λm is its smallest eigenvalue, then

              k2(AtA) = k2(AAt) = (k2(A))2 = λMm

10. k2(A) = 1 if and only if A is a multiple of an orthogonal matrix.

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Algebra: Properties of condition numbers-orthogonal matrices
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