22

8.4

Q roi me n rma

S na grammik q ro den e nai apara thto na qoume or sei eswterik gin meno gia na or soume mia n rma. 'Eqoume ton pio k tw orism :

Orism c 8.4.1 Kalo me n rma (norm) p nw ston grammik q ro

morf c jj jj : V ;! R h opo a, gia k je u v 2 V kai ak loujec sunj kec: (B1) jjujj 0 (jetik thta). (B2) jjujj = 0 =) u = 0. (B3) jj ujj = j j jjujj (omogen c idi thta). (B4) jju + v jj jjujj + jjv jj (trigwnik anis thta). 'Enac grammik c q roc V (K ) efodiasm noc me mia n rma me n rma (normed space) kai sumbol zetai me (V (K ) jj

V (K ) mia apeik nish K , ikanopoie

2

thc tic

jj

jj

).

jj

l getai q roc

Parathr seic
1. Sthn ellhnik bibliograf a, gia to q ro me n rma qrhsimopoio ntai ep shc oi roi nnormoc, normarism noc stajmht c q roc. 2. Se poll bibl a, h B2 gr fetai wc ex c:
jj jj

u =0
2

( )

u = 0:
0
j j jj

'Omwc to ti jj0jj=0 den e nai apara thto afo prok ptei ap thn B3:
jj

0jj

j jj

0jj
j

(1

;j

) 0
jj

jj

K = =0

) 2

= K =
jj jj

0jj 0

jj jj

= 0:

K =

3. H sunj kh B1 mpore na paralhfje afo de xame pio p nw jj0jj=0 kai tsi

jj ; jj

prok ptei ap

tic B2-B4. 'Opwc

u + ( u) = 0 :
jj ;

Me thn trigwnik anis thta B4 qoume

jj jj

u +

jj

0
jj

kai me thn omogen idi thta B3,

jj jj

u +

j;

1 u

j jj jj

0 =

2 u
jj

0 =

jj

jj

0: (8.38) (8.39)

4. 'Opwc e dame sto ed fio 8.3, ap thn trigwnik anis thta prok ptei e kola h enallaktik thc morf
jj

jj

jj

u v

w + v
jj jj jj

jj

uvw V
2

kaj c kai h ant strofh trigwnik anis thta

j jj

jj ; jj jj j

jj

uv V:
2

8.4. Q roi me n rma

23

5. O prosektik c anagn sthc ja qei parathr sei ti oi idi thtec B1-B4 e nai akrib c aut c pou apode xame sthn Pr tash 8.3.2. 'Enac q roc eswteriko ginom nou (V h i) e nai eidik per ptwsh q rou me n rma afo sto eswterik gin meno antistoiqe h n rma
jj jj

1=2

To ant strofo den isq ei p nta. 'Enac q roc me n rma (V jj jj) ston opo o isq ei h idi thta tou parallhlogr mmou e nai q roc eswteriko ginom nou afo oi pr xeic
h

an

V =V (R), kai h 2 u v = 1 u v 2 + i u + iv 2 u iv 2 4 u+v an V =V (C), apotelo n eswterik gin mena stouc ant stoiqouc q rouc1 .
h i jj jj ; jj ; jj jj jj ; jj ; jj

u v = 1 4
i

jj

u+v

jj

; jj

jj

6. An mia apeik nish ikanopoie tic idi thtec B1, B3 kai B4 all qi kat an gkh th B2, t te aut onom zetai hmin rma (seminorm). Mia hmin rma epitr pei thn parxh kai llwn dianusm twn u 2 V , ekt c tou mhdeniko , pou ikanopoio n thn jjujj=0. 'Opwc ja do me pio k tw, s na q ro mporo me na or soume poll c diaforetik c n rmec tic opo ec diakr noume qrhsimopoi ntac diaforetiko c upode ktec. Up rqoun dhlad pollo tr poi gia na metr soume to m koc en c dian smatoc ap touc opo ouc epil goume kat per stash ton pio bolik . Sth sun qeia, ja or soume n rmec dianusm twn (ston K n ), pin kwn (ston Mm n ) kai sunart sewn (ston C (K ) a b]). Ston q ro

K n mporo

me na or soume thn p-n rma gia

jj

jj

" n X

i=1

p jui j

#1=p

1 p<

u Kn :
2

(8.40) (8.41)

Endiaf rousec e nai oi eidik c peript seic

jj

jj1

n X

jj

jj jj

u2 = ui i=1 u 1 = 1max u : i n i
jj j j

i=1 "n X

ui

#1=2

(8.42) (8.43)

Oi n rmec jj jj1, jj jj2 kai jj jj1 kalo ntai na-n rma, d o-n rma kai peiron rma, ant stoiqa. Anaf rontai ep shc wc l1, l2 kai l1 ( L1 , L2 kai L1 ) n rmec.
1H

ap deixh af netai san skhsh. Prosoq : den e nai tetrimm nh!

24

(1, 0)

(1, 1)

(1, 0)

(1, 0)

(1, 1)

S1

S2
Sq ma 8.3. Oi monadia oi k kloi

S1 S1, S2 kai S1.

Apodeikn etai e kola ti oi n rmec aut c ikanopoio n tic apait seic tou Orismo 8.4.1. Eidik gia th 2-n rma parathro me ti e nai h n rma tou K n pou or zetai ap to s nhjec eswterik gin meno:
jj jj2

u = u u = (uT u)1=2
h i

u u

Rn

(8.44) (8.45)

kai

jj jj2

= u u = (u u)1=2
h i

Cn :

H 1-n rma kale tai ep shc ajroistik n rma. E nai pol qr simh se probl mata ektimhtik c sth Statistik kaj c kai sth jewr a prosegg sewn. H 2-n rma kale tai ep shc eukle deia n rma kai sumbol zetai kai me jj jjE . Aut qei apodeiqje qr simh se probl mata beltistopo hshc. H 1-n rma kale tai ep shc n rma meg stou (max norm) ak ma omoi morfh n rma (uniform norm) kai e nai qr simh kur wc gia thn ap deixh jewrhm twn s gklishc, sth jewr a stoqastik n anel xewn kai th s gklish algor jmwn. Sth genik per ptwsh (1 < p < 1, p 6=2) h ap deixh ti h jj jjp apotele n rma e nai mh tetrimm nh. Aut den mac enoqle idia tera afo oi peript seic pou mac endiaf roun e nai oi p=1, 2 kai 1. Mporo me na do me mia gewmetrik ermhne a gia tic treic aut c n rmec, an jewr soume touc monadia ouc k klouc

Oi monadia oi k

Sp = x R2 : x p = 1 : kloi S1, S2 ka S1 fa nontai sto Sq ma 8.3.

2 jj jj ;

Par deigma
Gia to u=(1

2 0

1) R4 pa rnoume: u1= 1 + 2 +0+

2 jj jj j j p j j jj jj2

j;

1 =4
j p

= 1+4+0+1= 6 = max 1 2 0 1 = 2
f g

jj jj

8.4. Q roi me n rma

25

'Ena klasik apot lesma gia thn p-n rma ston Rn e nai h anis thta Holder2:
j

uT v

jj

jj

p jjujjq

H anis thta Cauchy-Schwarz e nai profan c mia shmantik eidik per ptwsh thc anis thtac Holder:
j

1 + 1 = 1: p q

(8.46) (8.47)

uT v

jj

jj2 jj jj2

u :

D noume qwr c ap deixh to pio k tw shmantik je

rhma3 .

Pr tash 8.4.2

'Olec oi n rmec ston Rn e nai isod namec (equivalent), dhl. an jj jj kai jj jj e nai n rmec ston Rn , t te gia k je u 2 Rn up rqoun jetik c stajer c c1 kai c2 t toiec ste:

c1 u

jj jj

jj jj

c2 u :
jj jj

(8.48)

Gia par deigma, an

Rn qoume:
jj jj2 jj jj

jj jj

u u1 u1

jj jj

jj jj

u1 u2 u1
jj jj

p p

n u2 n u1 n u 1:
jj jj jj jj jj jj

(8.49) (8.50) (8.51)

H ap deixh twn pio p nw sq sewn af netai wc skhsh. Oi n rmec p naka e nai pol qr simec sthn arijmhtik grammik lgebra. Afo mn o Mm n e nai is morfoc me ton K , o orism c thc n rmac p naka pr pei na e nai isod namoc me ton orism thc n rmac dian smatoc. Oi pio qr simec n rmec p naka e nai h n rma Frobenius4 (Frobenius norm),
jj

jj

2 m X n X 4 i=1 j =1

31=2 2 jaij j 5

2 M

m n (K )

(8.52)
M

h opo a e nai h n rma pou or zetai ap to s nhjec eswterik gin meno ston kai h p-n rma,
jj

m n,

p A p = sup Au u u6=0 p
jj jj jj jj jj

2 M

m n (K )

kai

u Kn :
2

(8.53)

German c algebrist c Otto Ludwig Holder (1859-1937) asqol jhke kur wc me th jewr a om dwn. Anak luye th gnwst anis thta to 1884 kai eis gage thn nnoia thc om dac parag ntwn (factor group) to 1889. n e nai suneq c sun rthsh. 3 Gia thn ap deixh apodeikn oume pr ta ti h n rma jj jj ston 4 H n rma Frobenius anaf retai merik c for c kai wc eukle deia n rma p naka (Euclidean matrix norm). H jj jjF e nai par moia me thn eukle deia dianusmatik n rma jj jj2 all den ep getai ap aut . Gi aut to l go, o roc n rma Frobenius e nai protim teroc.
2O

26
Parathro me ti mia p-n rma p naka or zetai me b sh mia dianusmatik n rma. L me ti h p-n rma p naka e nai upotetagm nh (subordinate norm) sthn dianusmatik pn rma epag menh (induced norm) ap thn dianusmatik p-n rma. Ston Mn n , h p-n rma kale tai ep shc telestik n rma n rma telest (operator norm) ak ma fusik n rma pou antistoiqe sth dianusmatik n rma p-n rma. Ant thc (8.53), gia th p-n rma p naka qrhsimopoie tai ep shc h isod namh kfrash:
jj

jj

= sup Au
jjujj=1
jj

jj

2 M

m n (K )

kai

u Kn :
2

(8.54)

H n rma Frobenius qei merik c qr simec idi thtec kai upolog zetai pol e kola. Epeid mwc den e nai upotetagm nh se dianusmatik n rma, h qr sh thc se k poiec efarmog c mpore na odhg sei se anakrib apotel smata. Se arket bibl a grammik c lgebrac arijmhtik c an lushc, bl poume suqn na xeqwrist orism thc n rmac tetragwniko p naka. Stic t sseric sunj kec tou Orismo 8.4.1 prost jentai llec d o oi opo ec exasfal zoun thn isodunam a tou 2 Mn n me ton dianusmatik q ro K n :

(B1) jjAjj 0 (B2) jjAjj = 0 =) A = O (B3) jj Ajj = j j jjAjj 2 K (B4) jjA + B jj jjAjj + jjB jj (B5) jjA B jj jjAjj jjB jj (B6) H jj jj kai h n rma jj jj tou K n pou qrhsimopoie tai gia ton orism thc pr thc e nai sumbibast c (compatible),
jj

Orism c 8.4.3 Kalo me n rma (tetragwniko ) p naka (matrix norm) mia apeik nish thc morf c jj jj : Mn n ; ! R, h opo a, gia k je A B 2 Mn n (K ), 2 K kai u 2 K n, ikanopoie tic ak loujec sunj kec:

Au

jj

jj

A u :
jj jj jj

Parathr seic
1. Apeikon seic pou ikanopoio n m no tic B1-B4 kalo ntai genikeum nec n rmec p naka. 2. H sunj kh B5 kale tai pollaplasiastik tive triangular inequality).

trigwnik anis thta (multiplica-

Sth sun qeia ja de xoume ti h n rma Frobenius kaj c kai h p-n rma ikanopoio n lec tic sunj kec tou Orismo 8.4.3. Eidik h p-n rma ikanopoie thn B6 ex orismo afo gia u 6= 0
jj

jj

jj

jj jj

Au p up
jj

8.4. Q roi me n rma

jj

27

kai gia u=0 isq ei am swc h is thta.

Au

jj

jj

jj

p jjujjp

(8.55)

N rma Frobenius

B1-B4: Oi sunj kec B1-B4 ikanopoio ntai afo h

jj jjF antistoiqe sto s nhjec eswterik gin meno tou Mn n (K ). (Ja mporo same ep shc na parathr soume ti h n2 .) jj jjF e nai ant stoiqh thc eukle deiac n rmac ston K

B5: Gia k je
jj

AB AB
jj

2 M

n n (K ) pa rnoume: 2 3 ! 2 1=2 n n X n X n X X aik bkj =4 aik bkj 5 i=1 j =1 k=1 k=1 F

2 n X n (X n X 4 i=1 j =1 k=1 " n n XX ) ( n X 2 ) 31=2 2 5 jbkj j 31=2 2 jbkj j 5

Qrhsimopoi ntac thn anis thta (8.32) pa rnoume

jj

AB

jj

aik

k=1

= =

jj

AB

jj

i=1 k=1
jj

#1=2 2 n n XX 2 4 jaik j j =1 k=1

jj

AB

jj

jj

jj

B F:
jj

F e nai ep shc sumbibast me thn eukle deia n rma tou K n . Pragmatik , gia k je A 2 Mn n (K ) kai u 2 K n qoume 2 3 ! 2 1=2 n n X n X X jjAujj2 = aik uk =4 aik uk 5 =) i=1 k=1 k=1 2 " n ( n ) ( n ) # 1 =2 X X X 2 2 jjAujj2 jaik j juk j =) i=1 k=1 k=1 " n ( n ) #1=2 " n #1=2 X X X 2 2 jjAujj2 jaik j juk j =) i=1 k=1 k=1 jjAujj2 jjAjjF jjujj2 : (8.56)

B6: H

jj

jj

' Ara h

jj

jj

F e nai n rma s mfwna me ton Orism 8.4.3.

p-n rma

Ja de xoume pr ta ti h p-n rma p naka e nai peperasm nh. B sei thc Pr tashc 8.4.2, up rqoun stajer c c1 c2 >0 t toiec ste gia k je u 2 K n

c1 u
jj

jj2

jj

jj

c2 u 2 :
jj jj

(i)

28
E nai faner ti isq ei ep shc

Ap tic (i) kai (ii) pa rnoume

c1 Au
jj

jj2

jj

Au

jj

p
jj

c2 Au 2 :
jj jj jj

(ii)

jj

jj jj

Au p up
jj

c2 Au 2 c1 u 2
jj jj

kai, l gw thc (8.56),

jj

' Ara loip n h p-n rma p naka e nai peperasm nh. 'Eqontac dh de xei ti h B6 ikanopoie tai, ja epalhje soume t ra tic idi thtec B1-B5 tou Orismo 8.4.3. B1: E nai profan c ap ton orism thc p-n rmac p naka. B2: An jjAjjp=0, t te

jj jj

Au p up
jj

c2 A : F c1
jj jj

B3:

B4:

anis thta,

sup Au p = 0 = Au = 0 u K n = A = O : u6=0 u p Gia k je K, Au p = sup Au p = p A p = sup Au = sup A p: up up u6=0 u6=0 u6=0 u p Epeid h (dianusmatik ) p e nai n rma ston K n kai ikanopoie thn trigwnik
jj jj jj jj ) 8 2 ) 2 jj jj jj jj jj jj j j jj jj jj jj j j jj jj jj jj j j jj jj jj jj jj

(A + B ) u
jj

jj

= Au + Bu
jj jj

jj

jj

Au p + Bu p :
jj jj jj jj jj

Ap thn (8.55) qoume kai, gia

jj

u = 0, (A + B ) u up
6 jj jj jj

(A + B ) u
jj jj

jj

jj

p jjujjp

+ B

p jjujjp

jj

Ap+ B
jj jj jj

jj

=
jj

jj

A + B)

jj

jj

A p + B p:
jj jj jj

B5: L gw thc (8.55),

kai gia

u=0 (AB ) u up
6 jj jj jj

(AB ) u

jj

p p

= A (Bu)
jj

jj

p jjBujjp

jj

jj

p jjB jjp jjujjp p jjBujjp :

jj

jj

p jjBujjp

jj

AB

jj

jj

jj

Gia p=1,2 kai 1 qoume tic pio sunhjism nec p-n rmec p naka. Gia thn 1- kai thn 1-n rma en c p naka A 2 Mm n mporo me na de xoume ti:
jj

A 1 = 1max j n
jj

m X i=1

aij

(8.57)

8.4. Q roi me n rma

29
jj

jj

= 1max i m

n X j =1

aij :
j

(8.58)

H 1-n rma e nai to m gisto kat st lh jroisma twn ap lutwn tim n twn stoiqe wn tou p naka kai gi aut kale tai n rma sthl n (column norm) kai sumbol zetai me jj jjc . H 1-n rma e nai to m gisto kat gramm jroisma twn ap lutwn tim n twn stoiqe wn tou p naka kai gi aut kale tai n rma gramm n (row norm) kai sumbol zetai me jj jjr . E nai idia tera qr simh sthn mel th thc s gklishc apeiroginom nwn kaj c kai dun mewn stoqastik n pin kwn. Upenjum zoume ti nac pragmatik c n n p nakac A e nai stoqastik c an e nai mh arnhtik c (aij 0 8i j ) kai an

n X j =1
Parathro me ti t te
jj

aij = 1

i:

jj

1=1.

Gia thn 2-n rma perioriz maste se tetragwniko c p nakec A 2 Mn n . H kfrash pou pa rnoume apaite gn seic thc jewr ac idiotim n me thn opo a ja asqolhjo me sto ep meno kef laio. Gia q rh thc autonom ac thc paragr fou paraj toume ed to sqetik apot lesma kai k poiouc s ntomouc orismo c. Kalo me f sma (spectrum) to s nolo twn idiotim n tou A kai to sumbol zoume me (A). To m gisto m tro twn idiotim n tou A to kalo me fasmatik akt na (spectral radius) kai to sumbol zoume me r (A):

r (A) = max 2 (A)

q
jj

j j

Apodeikn etai ti gia thn 2-n rma isq ei:

jj

A 2 = r (A A) :

(8.59)

H 2-n rma p naka kale tai ep shc fasmatik n rma (spectral norm). H n rma aut qei k poiec qr simec idi thtec pou den tic qoun h 1- kai 1-n rma. Parousi zei mwc to sobar meion kthma ti den mpore na upologisje apeuje ac ap ta stoiqe a tou A, afo apaite ton upologism twn idiotim n tou. Ja de xoume t ra ti h 1-n rma en c tetragwniko p naka thn (8.57). Wc gnwst , gia th dianusmatik 1-n rma qoume
jj

2 M

n n d netai ap

u1=
jj

n X i=1

ui :
j

'Etsi,
jj

Au 1 =
jj jj

n X k=1
jj1

aik uk
n X k=1
j

!
1

=
j

n X n X i=1 k=1
j

aik uk
jj

n X n X i=1 k=1
jj1 jj

aik uk
jj j

Au

uk

n X i=1

aik

Au

jj1

n X i=1

aik :
j

30
An t ra

c = 1max k n
t te
jj

n X i=1
)

aik

(i)
jj

Au

jj1

c u
jj

jj1

jj

Arke t ra na bro me u 2 K n t toio ste na isq ei h is thta. An j e nai o de kthc st lhc ston opo o sumba nei to m gisto sthn (i) kai ej e nai to j -ost stoiqe o thc sun jouc b shc tou K n , t te gia u=ej qoume jjujj1 kai
jj

jj jj

Au 1 u1

c:

Au

jj1

=
jj

n X n X i=1 k=1
jj

aik uk =
m X i=1
j

n X i=1

aij = c :
j

' Ara loip n

A 1 = 1max j n

aij :
j

H ap deixh thc (8.58) e nai par moia kai af netai san skhsh.

Pr tash 8.4.4
'Estw oi n rmec Isq ei t te pou h n rma
jj jj jj

tou Rn kai
jj

jj

jj

tou Rm kai o p nakac

jj jj

2 M

m n (R).

Au A

jj

jj

jj

(8.60) (8.61)

jj

or zetai ap thn
jj jj

= sup Au : u6=0 u
jj jj jj jj

e nai upotetagm nh stic epag menh ap tic dianusmatik c n rmec jj jj kai jj jj . H n rma Frobenius kaj c kai oi p-n rmec (eidik gia p=1,2,1) ikanopoio n di forec anis thtec pou qrhsimopoio ntai suqn sthn arijmhtik grammik lgebra. H ap deixh twn anisot twn pou akoloujo n e nai apl kai af netai wc skhsh: L me ti h n rma
jj jj

A2 AF n A2 max aij A2 mn max aij ij ij 1 A A2 m A1 1 n 1 A n A 1: A2 1 m

p jj j jj jj jj jj jj p j jj jj j p p jj jj jj jj jj jj p p jj jj jj jj jj jj

(8.62) (8.63) (8.64) (8.65)

8.4. Q roi me n rma

31
2 6 4

Par deigma

Gia ton p naka

A=
br skoume tic n rmec
jj

2 0 2

2 5 1

4 3 2

3 7 5

jj jj

A 1 = max 8 8 5 = 8 A 1 = max 4 8 9 = 9 A F = 22 + 22 + 42 + 0 + 52 + 32 + 22 + 12 + 22 = 67
jj f g jj p f g p jj