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向量范数
X = ( x 1 , x 2 , … , x n ) T X=\left(x_{1}, x_{2}, \ldots, x_{n}\right)^{T} X=(x1,x2,…,xn)T-
一阶范数
∥ X ∥ 1 = ∑ i = 1 n ∣ x i ∣ = ∣ x 1 ∣ + ∣ x 2 ∣ + … + ∣ x n ∣ \|X\|_{1}=\sum_{i=1}^{n}\left|x_{i}\right|=\left|x_{1}\right|+\left|x_{2}\right|+\ldots+\left|x_{n}\right| ∥X∥1=i=1∑n∣xi∣=∣x1∣+∣x2∣+…+∣xn∣ -
二阶范数
∥ X ∥ 2 = ∑ i = 1 n x i 2 = x 1 2 + x 2 2 + … + x n 2 \|X\|_{2}=\sqrt{\sum_{i=1}^{n} x_{i}^{2}}=\sqrt{x_{1}^{2}+x_{2}^{2}+\ldots+x_{n}^{2}} ∥X∥2=i=1∑nxi2=x12+x22+…+xn2 -
无穷阶范数
∥ X ∥ ∞ = max 1 ≤ i ≤ n ∣ x i ∣ \|X\|_{\infty}=\max _{1 \leq i \leq n}\left|x_{i}\right| ∥X∥∞=1≤i≤nmax∣xi∣ -
p p p阶范数
∥ X ∥ p = ∑ i = 1 n ∣ x i ∣ p p \|X\|_{p}=\sqrt[p]{\sum_{i=1}^{n}\left|x_{i}\right|^{p}} ∥X∥p=pi=1∑n∣xi∣p
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矩阵范数
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列范数,列元素绝对值之和最大者
∥ A ∥ 1 = max X ∈ R n ∥ A X ∥ 1 ∥ X ∥ 1 = max 1 ≤ j ≤ n ∑ i = 1 n ∣ a i j ∣ \|A\|_{1}=\max _{X \in R^{n}} \frac{\|A X\|_{1}}{\|X\|_{1}}=\max _{1 \leq j \leq n} \sum_{i=1}^{n}\left|a_{i j}\right| ∥A∥1=X∈Rnmax∥X∥1∥AX∥1=1≤j≤nmaxi=1∑n∣aij∣ -
特征值最大者
∥ A ∥ 2 = max X ∈ R n ∥ X ∥ ≠ 0 ∥ A X ∥ 2 ∥ X ∥ 2 = λ max ( A T A ) \|A\|_{2}=\max _{X \in R^{n} \atop\|X\| \neq 0} \frac{\|A X\|_{2}}{\|X\|_{2}}=\sqrt{\lambda_{\max }\left(A^{T} A\right)} ∥A∥2=∥X∦=0X∈Rnmax∥X∥2∥AX∥2=λmax(ATA) -
行范数,行元素绝对值之和最大者
∥ A ∥ ∞ = max X ∈ R n ∥ X ∥ ≠ 0 ∥ A X ∥ ∞ ∥ X ∥ ∞ = max 1 ≤ i ≤ n ∑ j = 1 n ∣ a i j \|A\|_{\infty}=\max _{X \in R^{n} \atop\|X\| \neq 0} \frac{\|A X\|_{\infty}}{\|X\|_{\infty}}=\max _{1 \leq i \leq n} \sum_{j=1}^{n} | a_{i j} ∥A∥∞=∥X∦=0X∈Rnmax∥X∥∞∥AX∥∞=1≤i≤nmaxj=1∑n∣aij
例如:
A = ( 1 − 2 − 3 4 ) A=\left( \begin{array}{cc}{1} & {-2} \\ {-3} & {4}\end{array}\right) A=(1−3−24)
∥ A ∥ 1 = 6 , ∥ A ∥ ∞ = 7 \|\mathbf{A}\|_{1}=6, \quad\|A\|_{\infty}=7 ∥A∥1=6,∥A∥∞=7
∥ A ∥ 2 = λ = 15 + 221 ≈ 5.46 \|A\|_{2}=\sqrt{\lambda}=\sqrt{15+\sqrt{221}} \approx 5.46 ∥A∥2=λ=15+221≈5.46
A ′ A = ( 10 − 14 − 14 20 ) ∣ λ E − A ′ A ∣ = 0 λ 2 − 30 λ + 4 = 0 A^{\prime} A=\left( \begin{array}{cc}{10} & {-14} \\ {-14} & {20}\end{array}\right) \quad \begin{array}{c}{\left|\lambda \mathbf{E}-\mathbf{A}^{\prime} \mathbf{A}\right|=0} \\ {\lambda^{2}-30 \lambda+4=0}\end{array} A′A=(10−14−1420)∣λE−A′A∣=0λ2−30λ+4=0
Frobenius范数:
∥ A ∥ F = ∑ j = 1 n ∑ i = 1 n a i j 2 ∥ A ∥ F = 30 ≈ 5.477 \|A\|_{F}=\sqrt{\sum_{j=1}^{n} \sum_{i=1}^{n} a_{i j}^{2}}\qquad \|A\|_{F}=\sqrt{30} \approx 5.477 ∥A∥F=j=1∑ni=1∑naij2∥A∥F=30≈5.477
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向量和矩阵范数
最新推荐文章于 2022-11-27 10:39:10 发布