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Published byCalvin Banks Modified over 9 years ago
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Vector Norms DEF: A norm is a function that satisfies
p-norms: The most important class of vector norms Example:
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Vector Norms Example:
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Matrix Norm Induced by Vector Norm
DEF: the matrix norm of A (induced by the vector norm) is defined to be DEF: If the matrix A is a square matrix
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Matrix Norm Induced by Vector Norm
DEF: If the matrix A is a square matrix Example: The unit vector x that is amplified most by A is [0,1]^T, the amplification factor is 4.
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Matrix Norm Induced by Vector Norm
DEF: If the matrix A is a square matrix Example: The unit vector x that is amplified most by A is the vector indicated by the dashed line, the amplification factor is
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Holder Inequalities Rem Cauchy-Schwarz: Holder Inequality:
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Holder Inequalities Example:
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Bounding Norm of Product
Example:
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Frobenius norm or Hilbert-Schmidt
DEF: Let A be a mxn matrix REM:
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Frobenius norm or Hilbert-Schmidt
BOUND: BOUND: Proof:
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