!

"
x= x ··· xn M ean − Square

x + · · · + xn ||x||
=
n n
! "
x= x ··· xn Root−M ean−Square

#
x + · · · + xn ||x||
rms(x) = = √
n n

rms( n ) = n

|xi | ≥ a xi a
||x||
a

x k

||x||
||x|| ≥ ka → k ≤ .
a
!

rms
$ %
k rms(x)
≤
n a

a = rms(x)

n
k≤

rms(x) n<
 ! "
x= x ··· xn

!x
avg(x) := .
n

avg(x̃) = x̃ := x − avg(x) · x
! "
x = x ··· xn Standard Deviation

!x
x− ·
std(x) := rms(x̃) = √n .
n

x=α· std(x) =

rms(x) = avg(x) + std(x) .

||x − avg(x) · ||
avg(x) + std(x) = avg(x) +
n
||x|| ||x||
= avg(x) + + avg(x) − avg(x) = .
n n

|xi − avg(x)| ≥ α · std(x)

α

std(x + α · ) = std(x).

std(α · x) = |α| · std(x).

z= (x − avg(x) · ).
std(x)
 l − norm/ − norm
& '
||x|| = x + · · · + xn = x! x.

lp − norm p≥ p

||x||p = (|x |p + · · · |xn |p ) p

||x||∞ = lim (|x |p + · · · |xn |p ) p = lim (max {xi }p ) p = max {xi }

p→∞ p→∞

R R

|| · || : V → R V

(i) ||x|| ≥ , ∀x ∈ V,
(ii) ||x|| = ↔x= ,
(iii) ||βx|| = |β| ||x||, ∀x ∈ V, ∀β ∈ R,
(iv) ||x + y|| ≤ ||x|| + ||y||, ∀x, y ∈ V.
 p ≥ p

(a, b, c)

||(a, b, c)|| = || (||a||, ||b||, ||c||) || = ||a|| + ||b|| + ||c|| .

l
l

− (
||x|| = lim (|x |p + · · · + |xn |p )p = .
p→
xi %=

x l
l x = e ,y = e α=
l

x, y

d(x, y) := ||x − y||.

|a! b| ≤ ||a|| · ||b||.

b a
β α

||βa − αb|| ≥ .

||a|| α ||b|| β

a! b ≤ ||a|| · ||b||.

! −a a
 b a
) *
a! b
∠(a, b) = arccos .
||a|| · ||b||

∠(αa, βb) = ∠(a, b) = ∠(b, a).

||x + y|| = ||x|| + ||y|| + ||x|| · ||y|| · cos (∠(x, y)) .

||x + y|| = ||x|| + ||y|| .

||x + y|| = ||x|| + ||y|| .

||x + y|| + ||x − y|| = ||x|| + ||y|| .

b a

ã! b̃
ρ= .
||a|| · ||b||

ã b̃ u! v
u= ,v= →ρ= .
std(a) std(b) n

&
std(a + b) = std(a) + ρ · std(a)std(b) + std(b) .

||ã + b̃||
std(a + b) = std(ã + b̃) = → n std(a + b) = ||ã|| + ||b̃|| + ρ · ||ã|| · ||b̃||.
n