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Rafikul Alam
Department of Mathematics
IIT Guwahati
• Vector norms
• Matrix norms
• Unitarily invariant norms
kAxk
kAk := max = max kAxk
x6=0 kxk kxk=1
For the identity matrix kIxk = kxk and hence kI k = 1. Note that
for all x ∈ Cn .
Proof: We have
Ax = x1 Ae1 + · · · + xn Aen ⇒ kAxk1 ≤ max1≤j≤n kAej k1 kxk1 . This yields
kAk1 ≤ max1≤j≤n kAej k1 . But kAej k1 ≤ kAk1 for all j = 1 : n. Hence we
have kAk1 = max1≤j≤n kAej k1 .
X p
m X p
m X
X
kABk2F = |(AB)ij |2 ≤ kei> Ak22 kBej k22
i=1 j=1 i=1 j=1
m
X p
X
= kei> Ak22 kBej k22 = kAk2F kBk2F .
i=1 j=1