Operator norm of a matrix with elements normalized by geometric mean of row and column sum

linear algebramatricesmatrix-norms

Suppose $M \in \mathbb{R}^{n \times n}$ is a square matrix with nonnegative entries, and suppose all its row and column sums are positive. Normalize it to form an equivalently sized matrix $A \in \mathbb{R}^{n \times n}$ by dividing each element by the square root of both its row and column sum:
$$A_{i j} = \frac{M_{i j}}{\sqrt{\left(\sum_{k} M_{i k}\right)\left(\sum_{k} M_{k j}\right)}}$$
Can we show that the $\ell_2$ operator norm of A is $\| A \|_2 = 1$?

I have been able to show that $\|A\|_2 \geq 1$ as follows. Let $c = \sum_{i j} M_{i j}$. Take $v \in \mathbb{R}^n$ with $v_i = \sqrt{\frac{1}{c} \sum_{k} M_{k i}}$. Clearly $\|v\|_2 = \sqrt{\frac{1}{c}\sum_i \sum_{k} M_{k i}} = 1$. Also,
$$\|A v\|_2 = \sqrt{\sum_i \left(\sum_j A_{i j} v_j \right)^2}$$
$$= \sqrt{\sum_i \left(\sum_j \sqrt{\frac{\sum_{k} M_{k j}}{c}} \frac{M_{i j}}{\sqrt{\left(\sum_{k} M_{i k}\right)\left(\sum_{k} M_{k j}\right)}} \right)^2}$$
$$= \sqrt{\sum_i \left(\frac{\sum_j M_{i j}}{\sqrt{c \left(\sum_{k} M_{i k}\right)}} \right)^2}$$
$$= \sqrt{\frac{1}{c} \sum_i \sum_j M_{i j}} = 1.$$

However, I can't seem to show that $\| A \|_2 \leq 1$.

Best Answer

Denote by $r_i$ and $c_j$ the $i$-th row sum and the $j$-th column sum of $M$ respectively. Then $$ A=\operatorname{diag}(r_1^{-1/2},\ldots,r_n^{-1/2})M\operatorname{diag}(c_1^{-1/2},\ldots,c_n^{-1/2}). $$ Hence $A^TA$ is similar to $$ R=\operatorname{diag}(c_1^{-1},\ldots,c_n^{-1})M^T\operatorname{diag}(r_1^{-1},\ldots,r_n^{-1})M. $$ Note that $R$ is row-stochastic. Therefore $$ \|A\|_2=\sqrt{\rho(A^TA)}=\sqrt{\rho(R)}=1. $$