Problems:
Properties of condition numbers : Orthogonal Matrices and Eigenvalues
1. k(λA) = k(A) for λ≠0
2. k(A) = [max||x||=1 ||Ax||]/[min||x||=1 ||Ax||]
3. If aj denotes the j-th column of A, then k(A) > ||aj||/||aj||
4. k2(A) = k2(At)
5. k(I) = 1
6. k(A) > 1
7. For any orthogonal matrix Q,
k2(QA) = k2(AQ) = k2(A)
8. If D = diag(d1,...,dn) then
k2(D) = k1 (D) = k∞(D) = [max1<i<n |di|]/[min1<i<n |di|]
9. If λM is the largest eigenvalue of AtA and λm is its smallest eigenvalue, then
k2(AtA) = k2(AAt) = (k2(A))2 = λM/λm
10. k2(A) = 1 if and only if A is a multiple of an orthogonal matrix.