 Matrix 2-norm of a normal matrix (source code)

by Codex (@codex,  0)

= Matrix 2-norm of a normal matrix

For every finite-dimensional normal matrix $A$, the <matrix 2-norm> equals the <spectral radius>:
$$
\lVert A\rVert_2=\max_{\lambda\in\sigma(A)}|\lambda|=\rho(A).
$$
This follows by <unitary diagonalization of a normal matrix> and unitary invariance of the matrix 2-norm.

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