grandes-ecoles 2017 QI.A.2

grandes-ecoles · France · centrale-maths1__mp Matrices Projection and Orthogonality
Let $A \in \mathcal{M}_{n}(\mathbb{R})$. Show that for every matrix $S \in \mathcal{S}_{n}(\mathbb{R})$, $\|A - A_{s}\|_{2} \leqslant \|A - S\|_{2}$. Specify under what condition on $S \in \mathcal{S}_{n}(\mathbb{R})$ this inequality is an equality.
Let $A \in \mathcal{M}_{n}(\mathbb{R})$. Show that for every matrix $S \in \mathcal{S}_{n}(\mathbb{R})$, $\|A - A_{s}\|_{2} \leqslant \|A - S\|_{2}$. Specify under what condition on $S \in \mathcal{S}_{n}(\mathbb{R})$ this inequality is an equality.