向量、矩阵的范数/模(norm)

norm:翻译为模或者内积,广义来说是一个函数

vector(向量) norms

1. eculidean(欧几里得)norm

vector \(x = (x_1;x_2; ...; x_n)\)

其eculidean norm为 :\(||x|| = \sqrt{x^T x} = (\sum_{i=1}^n x_i^2)^{\frac 12} = \sqrt{x_1^2 +x_2^2 + ...+x_n^2}\)

2. P norm (P>=1)

\[||x||_p = (\sum_{i=1}^n {|x_i|}^p)^{\frac 1p}

\]

常用:1 norm 、2norm(eculidean norm)、\(\infty\) norm

matrix norms

there have a matrix A \(\in C^{m \times n}\)

1. frobenius matrix norm (F norm)

\[||x||_F^2 = \sum_{ij}{|a_{ij}|}^2 = \sum_i {||A_{i*}||}_2^2 =\sum_j {||A_{*j}||}_2^2 = trace(A^* A)

\]

2. matrix 2-norm

\[||A||_2 = \sqrt {\lambda_{max}}

\]

\[\lambda_{max} \quad {是A^* A 最大特征值}

\]

3. matrix 1-norm

\[||A||_1 = \, {列向量最大1模}

\]

4. matrix \(\infty\) norm

\[||A||_{\infty} =\, {行向量最大1模}

\]


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