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Exercise 2.3.4

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For a positive definite matrix $A$ (also symmetric by definition), we have $A = QΛ Q^{T}$ , so $Λ$ has the singular values from SVD, thus $A$ has norm of $λ_{\max}$ while $A^{- 1}$ has norm of $\frac{1}{λ_{\min}}$ , and $\frac{λ_{\max}}{λ_{\min}}$ is its condition number.

niuers

2020-03-20 00:00

Exercise 2.3.4

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