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208 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
Example 4.1.
1. Let E = R, and �x� = |x|, the absolute value of x.
2. Let E = C, and �z� = |z|, the modulus of z.
3. Let E = Rn (or E = Cn). There are three standard
norms.
If q ≥ 1 is given by
1 1
+ = 1,
p q
then
�u, v� = v ∗u = u∗v.
4.1. NORMED VECTOR SPACES 213
�u�22 = u∗u,
�u�22 = u�u.
Let S1n−1 be the unit ball with respect to the norm � �1,
namely
Most results also hold for the spaces Mm,n(R) and Mm,n(C)
of rectangular m × n matrices.
We let
��
n �1/2
2
� �
|aij | = tr(A∗A) = tr(AA∗).
i,j=1
4.2. MATRIX NORMS 225
��
n �1/2
2
� �
�A�F = |aij | = tr(AA∗) = tr(A∗A).
i,j=1
Mn(C).
226 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
�Ax�
sup = sup �Ax� .
x∈C n �x� x∈Cn
x�=0 �x�=1
Similarly
�Ax�
sup = sup �Ax� .
x∈R �x�
n x∈Rn
x�=0 �x�=1
228 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
�Ax�
�A� = sup = sup �Ax� .
x∈C �x�
n x∈Cn
x�=0 �x�=1
�Ax�
�A�R = sup = sup �Ax� .
x∈R �x�
n x∈Rn
x�=0 �x�=1
The reader will check that the above proof still holds if the
matrix A is real, confirming the fact that �A�R = �A�
for the vector norms � �1 , � �2, and � �∞.
�A� ≤ ρ(A) + �.
The inequality
√
�A�2 ≤ �A�F ≤ n �A�2 ,
may be useful in getting
� −1�an approximation of
cond2(A) = �A�2 �A �2, if A−1 can be determined.
�δx� �δb�
≤ cond(A)
�x� �b�