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Vector Norms DEF: A norm is a function that satisfies

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Presentation on theme: "Vector Norms DEF: A norm is a function that satisfies"— Presentation transcript:

1 Vector Norms DEF: A norm is a function that satisfies
p-norms: The most important class of vector norms Example:

2 Vector Norms Example:

3 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

4 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.

5 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

6 Holder Inequalities Rem Cauchy-Schwarz: Holder Inequality:

7 Holder Inequalities Example:

8 Bounding Norm of Product
Example:

9 Frobenius norm or Hilbert-Schmidt
DEF: Let A be a mxn matrix REM:

10 Frobenius norm or Hilbert-Schmidt
BOUND: BOUND: Proof:


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