Page 279 - Matrix Analysis & Applied Linear Algebra
P. 279

5.1 Vector Norms                                                                   275

                                        To see that lim p→∞  x  p = max i |x i | , proceed as follows. Relabel the en-
                                    tries of x by setting ˜x 1 = max i |x i | , and if there are other entries with this
                                    same maximal magnitude, label them ˜x 2 ,..., ˜x k . Label any remaining coordi-
                                    nates as ˜x k+1 ··· ˜x n . Consequently, |˜x i /˜x 1 | < 1 for i = k +1,...,n, so, as
                                    p →∞,
                                                         1/p
                                                 n                            p             1/p
                                                                                         p
                                                      p                  ˜x k+1        ˜x n
                                         x  =       |˜x i |  = |˜x 1 | k +        + ··· +        →|˜x 1 | .
                                           p
                                                                         ˜ x 1        ˜ x 1
                                                 i=1
                   Example 5.1.2
                                    To get a feel for the 1-, 2-, and ∞-norms, it helps to know the shapes and relative
                                    sizes of the unit p-spheres S p = {x | x  =1} for p =1, 2, ∞. As illustrated
                                                                        p
                                                                                 3
                                    in Figure 5.1.4, the unit 1-, 2-, and ∞-spheres in   are an octahedron, a ball,
                                    and a cube, respectively, and it’s visually evident that S 1 fits inside S 2 , which
                                                                                                        3
                                    in turn fits inside S ∞ . This means that  x  1 ≥ x  2 ≥ x  ∞ for all x ∈  .
                                                            n
                                    In general, this is true in    (Exercise 5.1.8).






                                         S 1                       S 2                        S∞
                                                                  Figure 5.1.4
                                        Because the p-norms are defined in terms of coordinates, their use is limited
                                    to coordinate spaces. But it’s desirable to have a general notion of norm that
                                    works for all vector spaces. In other words, we need a coordinate-free definition
                                    of norm that includes the standard p-norms as a special case. Since all of the p-
                                    norms satisfy the properties (5.1.7), it’s natural to use these properties to extend
                                    the concept of norm to general vector spaces.

                                                         General Vector Norms

                                       A norm for a real or complex vector space V is a function     mapping
                                       V into   that satisfies the following conditions.

                                                     x ≥ 0    and    x  =0 ⇐⇒ x = 0,
                                                     αx  = |α| x    for all scalars α,          (5.1.9)
                                                     x + y ≤ x  +  y  .
   274   275   276   277   278   279   280   281   282   283   284