矩阵范数不等式
∣ ∣ A ∣ ∣ 2 ≤ ∣ ∣ A ∣ ∣ 1 ∣ ∣ A ∣ ∣ ∞ ||A||_2 \le ||A||_1||A||_{\infty} ∣∣A∣∣2≤∣∣A∣∣1∣∣A∣∣∞
证明
引理1 严格对角占优的矩阵行列式为正
n维实矩阵A, 满足
a i i > ∑ 1 ≤ j ≤ n , j ≠ i ∣ a i j ∣ a_{ii}\gt \sum_{1\le j\le n, j\ne i}|a_{ij}| aii>1≤j≤n,j=i∑∣aij∣
则称A为严格对角占优的矩阵,而
∣ A ∣ > 0 |A|>0 ∣A∣>0
引理1的证明
对矩阵A的维数n使用数学归纳法证明
1° 当n=1时,显然成立
2° 假设当n=k时,显然成立
当n=k+1时,
A = [ a 11 b ⃗ 1 T b ⃗ 2 C ] A = \left[ \begin{matrix} a_{11} & \vec b_1^T\\ \vec b_2 & C\\ \end{matrix} \right] A=[a11b2b1TC]
严格对角占优条件得到, a 11 > 0 a_{11} \gt 0 a11>0,所以通过行的初等变换,将 b ⃗ 2 \vec b2 b2转换为 0 ⃗ \vec 0 0,此时C变为 C ′ { c i j ′ } C'\{c'_{ij}\} C′{
cij′},取任一行i-1行
c i − 1 j − 1 ′ = 1 a 1 1 ( a 1 1 a i j − a 1 j a i 1 ) c'_{i-1\ j-1} = \frac 1{a_{1\ 1}}({a_{1\ 1}a_{ij} - a_{1j}a_{i1}}) ci−1 j−1′=a1 11(a1 1aij−a1jai1)
所以
∑ 2 ≤ j ≤ n , j ≠ i ∣ c i − 1 j − 1 ′ ∣ = ∑ 2 ≤ j ≤ n , j ≠ i 1 a 1 1 ∣ a 1 1 a i j − a 1 j a i 1 ∣ ≤ ∑ 2 ≤ j ≤ n , j ≠ i ∣ a i j ∣ + ∣ a i 1 ∣ a 1 1 ∑ 2 ≤ j ≤ n , j ≠ i ∣ a 1 j ∣ < a i i − ∣ a i 1 ∣ + ∣ a i 1 ∣ − ∣ a i 1 ∣ ∣ a 1 i ∣ a 1 1 = a i i − ∣ a i 1 ∣ ∣ a 1 i ∣ a 1 1 \begin{aligned} \sum_{2\le j \le n, j\ne i}|c'_{i-1\ j-1}| &= \sum_{2\le j \le n, j\ne i} \frac 1{a_{1\ 1}}|{a_{1\ 1}a_{ij} - a_{1j}a_{i1}}|\\ &\le \sum_{2\le j \le n, j\ne i} |a_{ij}| + \frac {|a_{i1}|}{a_{1\ 1}} \sum_{2\le j \le n, j\ne i}|a_{1j}|\\ &\lt a_{ii} - |a_{i1}| + |a_{i1}| - \frac {|a_{i1}||a_{1i}|}{a_{1\ 1}} \\ &= a_{ii} - \frac {|a_{i1}||a_{1i}|}{a_{1\ 1}} \end{aligned} 2≤j≤n,j=i∑∣ci−1 j−1′∣=2≤j≤n,j=i∑a1