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Let $A_j$ be a sequence in $\mathbb {C}^{n\times n}$. Show that $\displaystyle \sum_{j=0}^\infty A_j$ converges if $\displaystyle \sum_{j=0}^\infty ||A_j||$ does.

Note that $\displaystyle \Vert A\Vert=\sup_{|x|=1} \vert Ax \vert$. I know that since $\displaystyle \sum_{j=0}^\infty ||A_j||$ does converge, then $\displaystyle \Vert A_j \Vert$ eventually converges to zero. Where do I go from here?

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    Notice that $\| \cdot \|$ as you give defines a norm and adapt the proof that an absolutely convergent series of real numbers converges.2012-11-04

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Hint: $\mathbb{C}^{n \times n}$ is complete, so we need only show that the sequence $S_n = \sum_{j=0}^{n} A_j$ is Cauchy.

Details:

Suppose without loss of generality that $n>m$. Then: $\|S_n-S_m\| =\|\sum_{j=m+1}^n A_j\| \leq \sum_{j=m+1}^n \|A_j\|= |\sum_{j=0}^n \|A_j\| - \sum_{j=0}^m \|A_j\||$ Since $\sum_{j=0}^\infty \|A_j\|$ is convergent, it is Cauchy, hence it follows that $S_n$ is also Cauchy.

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    @Klara: I am not, but your flattery is most appreciated :-).2012-11-04