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Induced matrix norms are compatible with matrix-vector multiplication, submultiplicative, and satisfy ||I|| = 1
Statement
Let with and let , with the induced -norms of The matrix norm induced by a published vector p-norm.
- Compatibility. For every and every ,
- Submultiplicativity. For every and ,
- Normalisation. For every , where is the identity matrix of Rectangular matrix multiplication and the identity matrix , including zero-sized shapes; at the unique empty matrix has , the convention of The matrix norm induced by a published vector p-norm.
Facts & Assumptions
Given: A rational , natural numbers , matrices , , and vectors .
is a norm on and on : in particular and (Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page).
The induced norm is (The matrix norm induced by a published vector p-norm).
Matrix multiplication is associative, so ; it is also unital, so for (Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication, Rectangular matrix multiplication and the identity matrix , including zero-sized shapes).
Proof
For the compatibility claim reads , which is true by [L1] and [L2].
For the vector by [L1], so by homogeneity of [L1].
For both sides of claim 2 are , using [L1] and [L3].
For every attains ratio one: by [L3], , so , and the supremum in [L2] is therefore , which is claim 3 for .
At the space has only the zero vector, so the definition of The matrix norm induced by a published vector p-norm assigns , which is the stated exceptional value.
The scaled vector has -norm , so by [L2]; combining step 1.2 with this bound gives , which with step 1.1 proves claim 1.
For associativity of [L3] gives , and applying claim 1 first to at the vector and then to at the vector gives .
Dividing step 3.1 by the positive number and taking the supremum over all nonzero in the definition of [L2] gives ; with step 1.3 this is claim 2.
Claims 1, 2 and 3 are steps 2.1, 4.1, 1.4 and 1.5 respectively.
Depends on
- The matrix norm induced by a published vector p-norm
- Rectangular matrix multiplication and the identity matrix $I_n$, including zero-sized shapes
- Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication
- Each $\lVert\cdot\rVert_p$ is a norm on $\mathbb{R}^n$, and the induced metrics are exactly $d_1$, $d_2$ and $d_\infty$ of the published metric-spaces page
Used by
- The condition number kappaₚ(A) = ||A||ₚ ||A⁻¹||ₚ of a nonsingular linear system Definition
- Residual formulas for normwise and componentwise backward error Proposition
- Matrix perturbations in Ax = b obey a first-order condition-number bound Theorem
- Residual bounds on forward error for a nonsingular linear system Theorem
- Right-hand-side perturbations in Ax = b are amplified by the condition number Theorem
- The induced 1-norm is the maximum column sum and the induced infinity-norm is the maximum row sum Theorem
Dependency tree · two levels
33 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- James Demmel, Math 221 Lecture 3: Vector Norms, Matrix Norms, and Condition Numbers (standard reference, not scraped)