High-contrast homogenization: Setup.SpectralNorm #
Imported from the Apache-2.0 HighContrastHomogenization development at commit
7a13dbcd8d6609264a713373f5c69ceeac870472.
The scalar Loewner bound is the spectral norm #
The reference text writes |M| for the spectral norm of a symmetric positive
semidefinite matrix, and the encoding used throughout is the scalar Loewner bound
specBound M = inf {t ≥ 0 : M ≤ t I}. This file identifies the two: for a
positive semidefinite matrix, specBound M is the ℓ² operator norm of M,
that is, the norm carried by the identification of Mat d with the continuous
endomorphisms of EuclideanSpace ℝ (Fin d).
One half is unconditional: Cauchy-Schwarz bounds the quadratic form of any matrix
by its operator norm times the squared length, so specBound M ≤ ‖M‖ always.
The converse uses positive semidefiniteness through the square root: if
0 ≤ M ≤ t I then M² ≤ t M — because t M - M² = M^{1/2}(t I - M)M^{1/2} — and
therefore ‖M x‖² ≤ t² ‖x‖².
The operator norm is at most the scalar Loewner bound on positive
semidefinite data. If 0 ≤ M ≤ t I then M² ≤ t M ≤ t² I, because
t M - M² = M^{1/2}(t I - M)M^{1/2}.
specBound is the spectral norm. On positive semidefinite data the
scalar Loewner bound is exactly the ℓ² operator norm, so specBound is the
|·| of the reference text.