(转)几种范数的解释 l0-Norm, l1-Norm, l2-Norm, … , l-infinity Norm

 

几种范数的解释 l0-Norm, l1-Norm, l2-Norm, … , l-infinity Norm 

 

from Rorasa's blog

 

l0-Norm, l1-Norm, l2-Norm, … , l-infinity Norm

I’m working on things related to norm a lot lately and it is time to talk about it. In this post we are going to discuss about a whole family of norm.

What is a norm?

Mathematically a norm is a total size or length of all vectors in a vector space  or matrices. For simplicity, we can say that the higher the norm is, the bigger the (value in) matrix or vector is. Norm may come in many forms and many names, including these popular name: Euclidean distanceMean-squared Error, etc.

Most of the time you will see the norm appears in a equation like this:

\left \| x \right \| where x can be a vector or a matrix.

For example, a Euclidean norm of a vector a = \begin{bmatrix}  3  \\  -2  \\  1  \end{bmatrix} is \left \| a \right \|_2=\sqrt{3^2+(-2)^2+1^2}=3.742 which is the size of vector a

The above example shows how to compute a Euclidean norm, or formally called an l_2-norm. There are many other types of norm that beyond our explanation here, actually for every single real number, there is a norm correspond to it (Notice the emphasised word real number, that means it not limited to only integer.)

Formally the l_p-norm of x is defined as:

\left \| x \right \|_p = \sqrt[p]{\sum_{i}\left | x_i \right |^p}  where p \epsilon \mathbb{R}

That’s it! A p-th-root of a summation of all elements to the p-th power is what we call a norm.

The interesting point is even though every l_p-norm is all look  very similar to each other, their mathematical properties are very different and thus their application are dramatically different too. Hereby we are going to look into some of these norms in details.

 

l0-norm 

The first norm we are going to discuss is a l_0-norm. By definition, l_0-norm of x is

\left \| x \right \|_0 = \sqrt[0]{\sum_{i}x_i^0}

Strictly speaking, l_0-norm is not actually a norm. It is a cardinality function which has its definition in the form of l_p-norm, though many people call it a norm. It is a bit tricky to work with because there is a presence of zeroth-power and zeroth-root in it. Obviously any x>0 will become one, but the problems of the definition of zeroth-power and especially zeroth-root is messing things around here. So in reality, most mathematicians and engineers use this definition of l_0-norm instead:

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