vector norm

Vector Norm

Given an n-dimensional vector

x=[x_1; x_2; |; x_n],

(1)

a general vector norm |x|, sometimes written with a double bar as ||x||, is a nonnegative norm defined such that

1. |x|>0 when x!=0 and |x|=0 iff x=0.

2. |kx|=|k||x| for any scalar k.

3. |x+y|<=|x|+|y|.

In this work, a single bar is used to denote a vector norm, absolute value, or complex modulus, while a double bar is reserved for denoting a matrix norm.

The vector norm |x|_p for p=1, 2, ... is defined as

|x|_p=(sum_(i)|x_i|^p)^(1/p).

(2)

The p-norm of vector v is implemented as Norm[vp], with the 2-norm being returned by Norm[v].

The special case |x|_infty is defined as

|x|_infty=max_(i)|x_i|.

(3)

The most commonly encountered vector norm (often simply called "the norm" of a vector, or sometimes the magnitude of a vector) is the L2-norm, given by

|x|_2=|x|=sqrt(x_1^2+x_2^2+...+x_n^2).

(4)

This and other types of vector norms are summarized in the following table, together with the value of the norm for the example vector v=(1,2,3).

namesymbolvalueapprox.
L^1-norm|x|_166.000
L^2-norm|x|_2sqrt(14)3.742
L^3-norm|x|_36^(2/3)3.302
L^4-norm|x|_42^(1/4)sqrt(7)3.146
L^infty-norm|x|_infty33.000
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