A majoration of the spectral radius
Statement
Show that for all , and that for every symmetric matrix and every (so in particular ).
Hint
The eigenvalues of are the -th powers of the eigenvalues of .
Use from an earlier problem, and for symmetric the formula .
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Solution
Idea. The spectral radius is controlled by the norm of *every* power: . For symmetric matrices the inequality is an equality, because the operator norm of a symmetric matrix is its spectral radius.
Step 1: eigenvalues of . Triangularise over : with upper triangular with diagonal . Then and is upper triangular with diagonal . Hence the eigenvalues of are and .
Step 2: the inequality. By the problem "Eigenvalues are bounded by the operator norm" applied to ,
so .
Step 3: symmetric matrices. If is symmetric, so is , with eigenvalues . For symmetric matrices the operator norm is the largest absolute eigenvalue, so
Hence for every , and the limit is trivially.
Counter-example for non-symmetric matrices. For , , and equals for : it decreases to but is for each finite .
Remark. The limit statement holds for *every* matrix (Gelfand's formula), not only symmetric ones; the proof for general requires the Jordan form or complex analysis (the resolvent). In particular, iff .