Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Spectral radius
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==Definition== ===Matrices=== Let {{math|''Ξ»''<sub>1</sub>, ..., ''Ξ»<sub>n</sub>''}} be the eigenvalues of a matrix {{math|''A'' β '''C'''<sup>''n''Γ''n''</sup>}}. The spectral radius of {{math|''A''}} is defined as :<math>\rho(A) = \max \left \{ |\lambda_1|, \dotsc, |\lambda_n| \right \}.</math> The spectral radius can be thought of as an infimum of all norms of a matrix. Indeed, on the one hand, <math> \rho(A) \leqslant \|A\| </math> for every [[matrix norm#Matrix norms induced by vector norms|natural matrix norm]] <math>\|\cdot\|</math>; and on the other hand, Gelfand's formula states that <math> \rho(A) = \lim_{k\to\infty} \|A^k\|^{1/k} </math>. Both of these results are shown below. However, the spectral radius does not necessarily satisfy <math> \|A\mathbf{v}\| \leqslant \rho(A) \|\mathbf{v}\| </math> for arbitrary vectors <math> \mathbf{v} \in \mathbb{C}^n </math>. To see why, let <math>r > 1</math> be arbitrary and consider the matrix :<math> C_r = \begin{pmatrix} 0 & r^{-1} \\ r & 0 \end{pmatrix} </math>. The [[characteristic polynomial]] of <math> C_r </math> is <math> \lambda^2 - 1 </math>, so its eigenvalues are <math>\{-1, 1\}</math> and thus <math>\rho(C_r) = 1</math>. However, <math>C_r \mathbf{e}_1 = r \mathbf{e}_2</math>. As a result, :<math> \| C_r \mathbf{e}_1 \| = r > 1 = \rho(C_r) \|\mathbf{e}_1\|. </math> As an illustration of Gelfand's formula, note that <math>\|C_r^k\|^{1/k} \to 1</math> as <math>k \to \infty</math>, since <math>C_r^k = I</math> if <math>k</math> is even and <math>C_r^k = C_r</math> if <math>k</math> is odd. A special case in which <math> \|A\mathbf{v}\| \leqslant \rho(A) \|\mathbf{v}\| </math> for all <math> \mathbf{v} \in \mathbb{C}^n </math> is when <math>A</math> is a [[Hermitian matrix]] and <math> \|\cdot\| </math> is the [[Euclidean norm]]. This is because any Hermitian Matrix is [[diagonalizable matrix|diagonalizable]] by a [[unitary matrix]], and unitary matrices preserve vector length. As a result, : <math> \|A\mathbf{v}\| = \|U^*DU\mathbf{v}\| = \|DU\mathbf{v}\| \leqslant \rho(A) \|U\mathbf{v}\| = \rho(A) \|\mathbf{v}\| .</math> ===Bounded linear operators=== In the context of a [[bounded linear operator]] {{mvar|A}} on a [[Banach space]], the eigenvalues need to be replaced with the elements of the [[Spectrum of an operator|spectrum of the operator]], i.e. the values <math>\lambda</math> for which <math>A - \lambda I</math> is not bijective. We denote the spectrum by :<math>\sigma(A) = \left\{ \lambda \in \Complex: A - \lambda I \; \text{is not bijective} \right\}</math> The spectral radius is then defined as the supremum of the magnitudes of the elements of the spectrum: :<math>\rho(A) = \sup_{\lambda \in \sigma(A)} |\lambda|</math> Gelfand's formula, also known as the spectral radius formula, also holds for bounded linear operators: letting <math>\|\cdot\|</math> denote the [[operator norm]], we have :<math>\rho(A) = \lim_{k \to \infty}\|A^k\|^{\frac{1}{k}}=\inf_{k\in\mathbb{N}^*} \|A^k\|^{\frac{1}{k}}.</math> A bounded operator (on a complex Hilbert space) is called a '''spectraloid operator''' if its spectral radius coincides with its [[numerical radius]]. An example of such an operator is a [[normal operator]]. ===Graphs=== The spectral radius of a finite [[Graph (discrete mathematics)|graph]] is defined to be the spectral radius of its [[adjacency matrix]]. This definition extends to the case of infinite graphs with bounded degrees of vertices (i.e. there exists some real number {{mvar|C}} such that the degree of every vertex of the graph is smaller than {{mvar|C}}). In this case, for the graph {{mvar|G}} define: :<math> \ell^2(G) = \left \{ f : V(G) \to \mathbf{R} \ : \ \sum\nolimits_{v \in V(G)} \left \|f(v)^2 \right \| < \infty \right \}.</math> Let {{mvar|Ξ³}} be the adjacency operator of {{mvar|G}}: :<math> \begin{cases} \gamma : \ell^2(G) \to \ell^2(G) \\ (\gamma f)(v) = \sum_{(u,v) \in E(G)} f(u) \end{cases}</math> The spectral radius of {{mvar|G}} is defined to be the spectral radius of the bounded linear operator {{mvar|Ξ³}}.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)