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.
 
  
 
==Common norms==
 
==Common norms==

Revision as of 18:43, 21 April 2015

An understanding of a norm is needed to proceed to linear isometries

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 :VR such that:

  1. xV x0
  2. x=0x=0
  3. λF,xV λx=|λ|x where || denotes absolute value
  4. x,yV x+yx+y - a form of the triangle inequality

Often parts 1 and 2 are combined into the statement

  • x0 and x=0x=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)=xy

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>0xV such that x1Cx2
  • 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,CR with c,C>0 xV: cx1x2Cx1

We may write this as 12 - 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 x1=ni=1|xi| it's just a special case of the p-norm.
2-norm x2=ni=1x2i Also known as the Euclidean norm (see below) - it's just a special case of the p-norm.
p-norm xp=(ni=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 fLp=(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 fCk=ki=1supx[0,1](|f(i)|) here f(k) denotes the kth derivative.
Induced norms
Pullback norm U For a linear isomorphism L:UV where V is a normed vector space

Examples