The distance to the singular matrices in M_2(R)
Statement
For with coordinates , show that in the operator norm
Hint
In these coordinates and the singular matrices are . Use the triangle inequality for the lower bound, and shrink the larger of and enlarge the smaller one to the middle radius for the upper bound.
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Solution
Idea. is a norm on in which the singular set is . The problem reduces to an elementary optimisation in the plane.
Step 1: the norm. By linearity of and , if has coordinates then .
Step 2: lower bound. Let be singular: . Then, by the reverse triangle inequality and , and by the triangle inequality in ,
Step 3: the bound is attained. Assume with (the other case is symmetric by exchanging the roles, and is singular). Put , (as ), and with if and if . Then so the matrix with coordinates is singular, and
(For , .) Hence .
Conclusion. The distance equals , which is by the previous problem.
Check (numerical). For random , the matrix (SVD) is singular and ; moreover random rank-one matrices never came closer than .
Remark. This is the case of the Eckart-Young theorem: the distance from to the matrices of rank is for invertible . In the picture, the nearest singular matrix is obtained by moving and along the radial lines to the common radius .
Lesson. In the right coordinates, an "abstract" distance formula becomes a one-line triangle-inequality argument.