Difference between revisions of "Norm"
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| 2-norm | | 2-norm | ||
|<math>\|x\|_2=\sqrt{\sum^n_{i=1}x_i^2}</math> | |<math>\|x\|_2=\sqrt{\sum^n_{i=1}x_i^2}</math> | ||
− | | Also known as the Euclidean norm | + | | Also known as the [[Euclidean norm]] - it's just a special case of the p-norm. |
|- | |- | ||
| p-norm | | p-norm |
Revision as of 09:20, 28 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
Theorem: This is an Equivalence relation - so we may write this as ∥⋅∥1∼∥⋅∥2
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 - 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 | Also called \infty-norm |
Norms on \mathcal{C}([0,1],\mathbb{R}) | ||
\|\cdot\|_{L^p} | \|f\|_{L^p}=\left(\int^1_0|f(x)|^pdx\right)^\frac{1}{p} | NOTE be careful extending to interval [a,b] as proof it is a norm relies on having a unit measure |
\infty-norm | \|f\|_\infty=\sup_{x\in[0,1]}(|f(x)|) | Following the same spirit as the \infty-norm on \mathbb{R}^n |
\|\cdot\|_{C^k} | \|f\|_{C^k}=\sum^k_{i=1}\sup_{x\in[0,1]}(|f^{(i)}|) | here f^{(k)} denotes the k^\text{th} derivative. |
Induced norms | ||
Pullback norm | \|\cdot\|_U | For a linear isomorphism L:U\rightarrow V where V is a normed vector space |