Difference between revisions of "Norm"
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Given two norms <math>\|\cdot\|_1</math> and <math>\|\cdot\|_2</math> on a [[Vector space|vector space]] {{M|V}} we say they are equivalent if: | Given two norms <math>\|\cdot\|_1</math> and <math>\|\cdot\|_2</math> on a [[Vector space|vector space]] {{M|V}} we say they are equivalent if: | ||
− | <math>\exists c,C\in\mathbb{R}\ \forall x\in V:\ c\|x\|_1\le\|x\|_2\le C\|x\|_1</math> | + | <math>\exists c,C\in\mathbb{R}\text{ with }c,C>0\ \forall x\in V:\ c\|x\|_1\le\|x\|_2\le C\|x\|_1</math> |
We may write this as <math>\|\cdot\|_1\sim\|\cdot\|_2</math> - this is an [[Equivalence relation]] | We may write this as <math>\|\cdot\|_1\sim\|\cdot\|_2</math> - this is an [[Equivalence relation]] | ||
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*Any two norms on <math>\mathbb{R}^n</math> are equivalent | *Any two norms on <math>\mathbb{R}^n</math> are equivalent | ||
*The norms <math>\|\cdot\|_{L^1}</math> and <math>\|\cdot\|_\infty</math> on <math>\mathcal{C}([0,1],\mathbb{R})</math> are not equivalent. | *The norms <math>\|\cdot\|_{L^1}</math> and <math>\|\cdot\|_\infty</math> on <math>\mathcal{C}([0,1],\mathbb{R})</math> are not equivalent. | ||
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==Common norms== | ==Common norms== |
Revision as of 18:43, 21 April 2015
An understanding of a norm is needed to proceed to linear isometries
Contents
[hide]Normed vector spaces
A normed vector space is a vector space equipped with a norm ∥⋅∥V, it may be denoted (V,∥⋅∥V,F)
Definition
A norm on a vector space (V,F) is a function ∥⋅∥:V→R such that:
- ∀x∈V ∥x∥≥0
- ∥x∥=0⟺x=0
- ∀λ∈F,x∈V ∥λx∥=|λ|∥x∥ where |⋅| denotes absolute value
- ∀x,y∈V ∥x+y∥≤∥x∥+∥y∥ - a form of the triangle inequality
Often parts 1 and 2 are combined into the statement
- ∥x∥≥0 and ∥x∥=0⟺x=0 so only 3 requirements will be stated.
I don't like this
Norms may define a metric space
To get a metric space from a norm simply define d(x,y)=∥x−y∥
HOWEVER: It is only true that a normed vector space is a metric space also, given a metric we may not be able to get an associated norm.
Weaker and stronger norms
Given a norm ∥⋅∥1 and another ∥⋅∥2 we say:
- ∥⋅∥1 is weaker than ∥⋅∥2 if ∃C>0∀x∈V such that ∥x∥1≤C∥x∥2
- ∥⋅∥2 is stronger than ∥⋅∥1 in this case
Equivalence of norms
Given two norms ∥⋅∥1 and ∥⋅∥2 on a vector space V we say they are equivalent if:
∃c,C∈R with c,C>0 ∀x∈V: c∥x∥1≤∥x∥2≤C∥x∥1
We may write this as ∥⋅∥1∼∥⋅∥2 - this is an Equivalence relation
TODO: proof
Note also that if ∥⋅∥1 is both weaker and stronger than ∥⋅∥2 they are equivalent
Examples
- Any two norms on Rn are equivalent
- The norms ∥⋅∥L1 and ∥⋅∥∞ on C([0,1],R) are not equivalent.
Common norms
Name | Norm | Notes |
---|---|---|
Norms on Rn | ||
1-norm | ∥x∥1=n∑i=1|xi| | it's just a special case of the p-norm. |
2-norm | ∥x∥2=√n∑i=1x2i | Also known as the Euclidean norm (see below) - it's just a special case of the p-norm. |
p-norm | ∥x∥p=(n∑i=1|xi|p)1p | (I use this notation because it can be easy to forget the p in p√) |
∞−norm | ∥x∥∞=sup({xi}ni=1) | Also called ∞−norm |
Norms on C([0,1],R) | ||
∥⋅∥Lp | ∥f∥Lp=(∫10|f(x)|pdx)1p | NOTE be careful extending to interval [a,b] as proof it is a norm relies on having a unit measure |
∞−norm | ∥f∥∞=supx∈[0,1](|f(x)|) | Following the same spirit as the ∞−norm on Rn |
∥⋅∥Ck | ∥f∥Ck=k∑i=1supx∈[0,1](|f(i)|) | here f(k) denotes the kth derivative. |
Induced norms | ||
Pullback norm | ∥⋅∥U | For a linear isomorphism L:U→V where V is a normed vector space |