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    Introduction To Vector and Matrix Norms: Department of Mathematics

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    Rajeev Ghosh
    This document introduces vector and matrix norms. It defines what a norm is and how it quantifies the "size" of vectors and matrices. It presents common vector norms like the one-norm, two-norm, and infinity-norm, and how they are defined. Matrix norms are also introduced, including how they are induced from vector norms and some important properties and inequalities involving matrix norms.

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    © All Rights Reserved
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    Introduction To Vector and Matrix Norms: Department of Mathematics

    Uploaded by

    Rajeev Ghosh
    66 views9 pages
    This document introduces vector and matrix norms. It defines what a norm is and how it quantifies the "size" of vectors and matrices. It presents common vector norms like the one-norm, two-norm, and infinity-norm, and how they are defined. Matrix norms are also introduced, including how they are induced from vector norms and some important properties and inequalities involving matrix norms.

    Original Title

    Norms

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    This document introduces vector and matrix norms. It defines what a norm is and how it quantifies the "size" of vectors and matrices. It presents common vector norms like the one-norm, two-norm, and infinity-norm, and how they are defined. Matrix norms are also introduced, including how they are induced from vector norms and some important properties and inequalities involving matrix norms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    66 views9 pages

    Introduction To Vector and Matrix Norms: Department of Mathematics

    Uploaded by

    Rajeev Ghosh
    This document introduces vector and matrix norms. It defines what a norm is and how it quantifies the "size" of vectors and matrices. It presents common vector norms like the one-norm, two-norm, and infinity-norm, and how they are defined. Matrix norms are also introduced, including how they are induced from vector norms and some important properties and inequalities involving matrix norms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 9

    Introduction to vector and matrix norms

    Department of Mathematics

    Boise State University

    March 9, 2018

    Math 365 Vector and Matrix Norms March 9, 2018 1/9


    Vector norms

    A vector norm is a scalar quantity that reflects the “size” of a


    vector x.
    The norm of a vector x is denoted as kxk.
    There are many ways to define the size of a vector. If x ∈ Rn , the
    three most popular are
    n
    X
    one-norm : kxk1 = |xk |,
    k=1
    v
    u n
    uX
    two-norm : kxk2 = t |xk |2 ,
    k=1

    ∞-norm : kxk∞ = max |xk |


    1≤k≤n

    Math 365 Vector and Matrix Norms March 9, 2018 2/9


    Vector norms

    However a vector norm is defined, it must satisfy the following three


    properties to be called a norm:
    1 kxk ≥ 0 and kxk = 0 if and only if x = 0 (i.e. x contains all zeros
    as its entries).
    2 kαxk = |α|kxk, for any constant α.
    3 kx + yk ≤ kxk + kyk, where y ∈ Rn . This is called the triangle
    inequality.

    Math 365 Vector and Matrix Norms March 9, 2018 3/9


    Unit vectors

    A vector x is called a unit vector if its norm is one, i.e. kxk = 1.


    Unit vectors will be different depending on the norm applied.
    Below are several unit vectors in the one, two, and ∞ norms for
    x ∈ R2 .

    U n i t v e c t or s w i t h r e sp e c t t o t h e on e n or m U n i t v e c t or s w i t h r e sp e c t t o t h e tw o n or m U n i t v e c t or s w i t h r e sp e c t t o t h e ∞ n or m
    1 1 1

    0.8 0.8 0.8

    0.6 0.6 0.6

    0.4 0.4 0.4

    0.2 0.2 0.2

    x2
    0
    x2

    x2

    0 0

    −0.2 −0.2 −0.2

    −0.4 −0.4 −0.4

    −0.6 −0.6 −0.6

    −0.8 −0.8 −0.8

    −1 −1 −1
    −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
    x1 x1 x1

    (a) One-norm (b) Two-norm (c) ∞-norm

    Math 365 Vector and Matrix Norms March 9, 2018 4/9


    Matrix norms

    A matrix norm is a scalar quantity that reflects the “size” of a


    matrix A ∈ Rm×n .
    The norm of A is denoted as kAk.
    Any matrix norm must satisfy the following four properties:
    1 kAk ≥ 0 and kAk = 0 if and only if A = 0 (i.e. A contains all zeros
    as its entries).
    2 kαAk = |α|kAk, for any constant α.
    3 kA + Bk ≤ kAk + kBk, where B ∈ Rm×n .
    4 kABk ≤ kAkkBk, where B ∈ Rn×p . This is called the
    submultiplicative inequality.

    Math 365 Vector and Matrix Norms March 9, 2018 5/9


    Matrix norms

    Each vector norm induces a matrix norm according to the following


    definition:
    kAxkp
    kAkp = max = max kAxkp ,
    kxkp 6=0 kxkp kxkp =1

    where x ∈ Rn and p = 1, 2, . . ..
    Induced norms describe how the matrix stretches unit vectors with
    respect to that norm.

    Math 365 Vector and Matrix Norms March 9, 2018 6/9


    Induced matrix norms

    Two popular and easy to define induced matrix norms are


    m
    X
    One-norm : kAk1 = max |ajk |,
    1≤k≤n
    j=1
    n
    X
    ∞-norm : kAk∞ = max |ajk |.
    1≤j≤m
    k=1
    The one-norm corresponds to the maximum of the one norm of
    every column.
    The ∞-norm corresponds to the maximum of the one norm of
    every row.

    The two-norm of A is defined as the largest eigenvalue of the matrix


    AT A. This is computationally expensive to compute.

    Math 365 Vector and Matrix Norms March 9, 2018 7/9


    Non-induced matrix norms

    The most popular matrix norm that is not an induced norm is the
    Frobenius norm:
    v
    u m X n
    uX
    kAkF = t |ajk |2 .
    j=1 k=1

    Math 365 Vector and Matrix Norms March 9, 2018 8/9


    Important results on matrix norms

    The following are some useful inequalities involving matrix norms.


    Here A ∈ Rm×n :
    kAxk ≤ kAkkxk
    1 √
    √ kAk1 ≤ kAk2 ≤ nkAk1
    m
    1 √
    √ kAk∞ ≤ kAk2 ≤ mkAk∞
    n
    p
    kAk2 ≤ kAk1 kAk∞

    Math 365 Vector and Matrix Norms March 9, 2018 9/9

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