Suppose that $u^Tv=0$ and let $A=uv^T+vu^T\in\mathbb{R}^{n\times n}$. Find an expression for $||A||_2$.

linear algebra

Suppose that $u^Tv=0$ and let $A=uv^T+vu^T\in\mathbb{R}^{n\times n}$. Find an expression for $||A||_2$.

My attempt:

The matrix $A$ is real and symmetric, so finding $||A||_2 = \sqrt{\rho(A^TA)}$ is reduced to finding $\rho(A)$. We can calculate $A$ and find $$ A = \begin{pmatrix} 2u_1v_1 & u_1v_2+u_2v_1 & \cdots & u_1v_n+u_nv_1 \\ u_2v_1+u_1v_2 & 2u_2v_2 & \cdots & u_2v_n+u_nv_2 \\ \vdots & \vdots & \ddots & \vdots \\ u_nv_1+u_1v_n & u_nv_2+u_2v_n & \cdots & 2u_nv_n\end{pmatrix}.$$ It is clear that $A$ has rank 2, and therefore the geometric multiplicity of $0$ is $n-rk(A-0\cdot I) = n-2$. Now we also know that the sum of all eigenvalues of $A$ is the trace of $A$, which is $0$ here (given $u^Tv=0$). So there are only two possibilities for the algebraic multiplicity $m(0)$ of $0$: $m(0)=n$ or $m(0)=n-2$ (as the algebraic multiplicity is always at least the geometric multiplicity). Do I have to exclude one of these options? I have found examples for $n=2$ that don't have $0$ as an eigenvalue, but I don't see how I can exclude this option in the general setting.

So assuming that $m(0)=n-2$, we know that there are two eigenvalues $\lambda$ and $-\lambda$ (trace is zero!). I'm stuck here. How can I find $\lambda$? I know that $Au = v||u||_2^2$ and $Av=u||v||_2^2$, with the Euclidean 2-norm.

Thanks.

Best Answer

There are multiple ways to solve the problem.

Solution 1. In general, $XY$ and $YX$ share the same multi-set of nonzero eigenvalues. Hence $A=[u,v][v,u]^T$ and $[v,u]^T[u,v]=\pmatrix{0&\|v\|^2\\ \|u\|^2&0}$ have the same nonzero eigenvalues. It follows that the eigenvalues of $A$ are $\pm\|u\|\|v\|$ and zeros. Since $A$ is real symmetric, its spectral radius coincides with its spectral norm. Therefore $\|A\|_2=\|u\|\|v\|$.

Solution 2. As $u\perp v$, by a change of orthonormal basis, you may assume that $u=\|u\|e_1$ and $v=\|v\|e_2$. Therefore $$ A=uv^T+vu^T=\|u\|\|v\|\pmatrix{0&1\\ 1&0\\ &&0_{(n-2)\times(n-2)}} $$ and hence $\|A\|=\|u\|\|v\|$.

Solution 3. For any $x\ne0$, let $x=au+bv+cw$, where $w\perp u,v$. Then $Ax=(uv^T+vu^T)(au+bv+cw)=a\|u\|^2v+b\|v\|^2u$. Therefore $$ \frac{\|Ax\|}{\|x\|} =\frac{\sqrt{a^2\|u\|^4\|v\|^2+b^2\|v\|^4\|u\|^2}}{\sqrt{a^2\|u\|^2+b^2\|v\|^2+c^2\|w\|^2}} =\|u\|\|v\|\frac{\sqrt{a^2\|u\|^2+b^2\|v\|^2}}{\sqrt{a^2\|u\|^2+b^2\|v\|^2+c^2\|w\|^2}}. $$ Consequently, $\|A\|_2=\max_{x\ne0}\frac{\|Ax\|}{\|x\|}=\|u\|\|v\|$.