Matrix Norms and Their Definitions

Matrix Norms

  • The notation for matrix norms is often expressed as follows:
      - ∣∣A∣∣||A||
      - where ( A ) represents a matrix.

  • Common types of norms:
      - Frobenius Norm:
        - Defined for a matrix A=[aij]A = [a_{ij}] as:
    ∣∣A∣∣<em>F=∑</em>i=1m∑j=1n∣aij∣2||A||<em>F = \sqrt{\sum</em>{i=1}^{m}\sum_{j=1}^{n} |a_{ij}|^2}
        - This norm considers the square root of the sum of the squares of all the elements in the matrix.

      - L1 Norm:
        - Defined as the maximum absolute column sum of the matrix:
    ∣∣A∣∣<em>1=max⁡</em>1≤j≤n∑i=1m∣aij∣||A||<em>1 = \max</em>{1 \leq j \leq n} \sum_{i=1}^{m} |a_{ij}|
        - Therefore, it calculates the largest sum of absolute values within any column.

      - Infinity Norm:
        - Defined as the maximum absolute row sum of the matrix:
    ∣∣A∣∣<em>∞=max⁡</em>1≤i≤m∑j=1n∣aij∣||A||<em>\infty = \max</em>{1 \leq i \leq m} \sum_{j=1}^{n} |a_{ij}|
        - This evaluates the largest sum of absolute values across any row of the matrix.