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Exercise 668Topology › Topology of Mn(ℝ) › Norms and metric structureL2Added 7 Nov 2026

Operator norm of a symmetric matrix

#symmetric matrices#spectral theorem#operator norm

Statement

Show that for a symmetric matrix AA, ∥A∥=max⁡i∣λi∣\|A\|=\max_i|\lambda_i|, where λ1,…,λn\lambda_1,\dots,\lambda_n are its eigenvalues.

Hint

Apply the spectral theorem: A=QΛQTA=Q\Lambda Q^T with QQ orthogonal and Λ\Lambda 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, A=QΛQTA=Q\Lambda Q^T with Q∈O(n)Q\in O(n) and Λ=diag⁡(λ1,…,λn)\Lambda=\operatorname{diag}(\lambda_1,\dots,\lambda_n). By the previous problem, ∥A∥=∥QΛQT∥=∥Λ∥\|A\|=\|Q\Lambda Q^T\|=\|\Lambda\|.

Step 2: diagonal matrices. For x∈Rnx\in\mathbb{R}^n,
∣Λx∣2=∑iλi2xi2≤max⁡iλi2∑ixi2=max⁡iλi2 ∣x∣2,|\Lambda x|^2=\sum_i\lambda_i^2x_i^2\le\max_i\lambda_i^2\sum_ix_i^2=\max_i\lambda_i^2\,|x|^2,
with equality for x=ei0x=e_{i_0}, where i0i_0 attains the max. So ∥Λ∥=max⁡i∣λi∣\|\Lambda\|=\max_i|\lambda_i|.

Conclusion. ∥A∥=max⁡i∣λi∣=ρ(A)\|A\|=\max_i|\lambda_i|=\rho(A).

Remark. This is false for non-symmetric matrices: (0100)\begin{pmatrix}0&1\\0&0\end{pmatrix} has ρ=0\rho=0 but ∥⋅∥=1\|\cdot\|=1. The equality ∥A∥=ρ(A)\|A\|=\rho(A) holds more generally for *normal* matrices (those with AAT=ATAAA^T=A^TA). Note also that max⁡∣λi∣\max|\lambda_i| may be attained at a *negative* eigenvalue, e.g. ∥diag⁡(1,−3)∥=3\|\operatorname{diag}(1,-3)\|=3.