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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 claim 2, if , then and are empty matrices. Their domains contain only the zero vector, so the unit-ball definition [L2] gives . Thus , proving claim 2 in this case without a ratio supremum.
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 the remaining case , let with . Associativity of [L3] gives , and applying claim 1 first to at the vector and then to at the vector gives .
Still assuming , 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.
Claim 1 is step 2.1. Claim 2 follows from step 1.3 when and step 4.1 when . Claim 3 is steps 1.4 and 1.5.
Depends on
The matrix norm induced by a published vector p-norm
Rectangular matrix multiplication and the identity matrix , including zero-sized shapes
Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication
Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page