Operator norm of a symmetric matrix
Statement
Show that for a symmetric matrix , , where are its eigenvalues.
Hint
Apply the spectral theorem: with orthogonal and diagonal.
Then use the invariance of the operator norm under orthogonal multiplication, and compute the norm of a diagonal matrix.
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Solution
Idea. A symmetric matrix is a diagonal matrix in a well-chosen orthonormal basis, and orthonormal changes of basis do not change the operator norm.
Step 1: reduction. By the spectral theorem, with and . By the previous problem, .
Step 2: diagonal matrices. For ,
with equality for , where attains the max. So .
Conclusion. .
Remark. This is false for non-symmetric matrices: has but . The equality holds more generally for *normal* matrices (those with ). Note also that may be attained at a *negative* eigenvalue, e.g. .