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346 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
Example 4.1.
1. Let E = R, and kxk = |x|, the absolute value of x.
2. Let E = C, and kzk = |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
hu, vi = v ⇤u = u⇤v.
4.1. NORMED VECTOR SPACES 351
kuk22 = u⇤u,
kuk22 = u>u.
Let S1n 1
be the unit ball with respect to the norm k k1,
namely
S1n 1
= {x 2 E | kxk1 = 1}.
Most results also hold for the spaces Mm,n(R) and Mm,n(C)
of rectangular m ⇥ n matrices.
n n 1
tr(A) + · · · + ( 1)n det(A).
n n 1
det( I A) = tr(A) + · · · + ( 1)n det(A)
We let
⇢(A) = max | i|
1in
✓X
n ◆1/2
2
p p
|aij | = tr(A⇤A) = tr(AA⇤).
i,j=1
4.2. MATRIX NORMS 363
✓X
n ◆1/2
2
p p
kAkF = |aij | = tr(AA⇤) = tr(A⇤A).
i,j=1
Mn(C).
364 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
kAxk
sup = sup kAxk .
x2C n kxk x2Cn
x6=0 kxk=1
Similarly
kAxk
sup = sup kAxk .
x2R kxk
n x2Rn
x6=0 kxk=1
366 CHAPTER 4. VECTOR NORMS AND MATRIX NORMS
kAxk
kAk = sup = sup kAxk .
x2C kxk
n x2Cn
x6=0 kxk=1
kAxk
kAkR = sup = sup kAxk .
x2R kxk
n x2Rn
x6=0 kxk=1
The reader will check that the above proof still holds if the
matrix A is real, confirming the fact that kAkR = kAk
for the vector norms k k1 , k k2, and k k1.
The proof uses Theorem 9.4, which says that there ex-
ists some invertible matrix U and some upper triangular
matrix T such that
1
A = UT U .
k xk 1 k bk
kAk A .
kxk kbk
k xk 1 k Ak
kAk A .
kx + xk kAk
(A + A)(x + x) = b + b,
1
it can be shown that if k Ak < 1/ A (and b 6= 0),
then
✓ ◆
k xk cond(A) k Ak k bk
+ .
kxk 1 kA 1k k Ak kAk kbk
The inequality
p
kAk2 kAkF n kAk2 ,
may be useful in getting an approximation of
cond2(A) = kAk2 A 1 2, if A 1 can be determined.
1
cond2(A) = ⇡ 2984.
4
k xk k bk
cond(A)
kxk kbk